IntraAlpha
Create free account Start free

Repay Holdings Corporation Class A Common Stock RPAY

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T03:18:41.046Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:01.213763661Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:17:43.070273+00:00

Share price$4.20
1D+4.5%
AH$3.91$4.00$4.08$4.16$4.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRPAY
Sold putSold callAH

Repay Holdings Corporation Class A Common Stock options

Live interpolated RPAY call and put midpoint premiums by absolute delta.Repay Holdings Corporation Class A Common Stock$0.03$0.84$1.65$2.46$3.27$2.26$3.12$3.98$4.84$5.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RPAY spot · $4.20RPAY PRICE$0.11$0.12$0.24$0.35$0.47$0.59$0.70$0.82$0.94$1.05$1.17$1.29$1.40$0.28$0.35$0.43$0.51$0.58$0.66$0.73$0.81$0.89$0.96$1.40$2.22$3.04
PutsExpensive1.43×
CallsExpensive1.27×
SkewBearish+32.69 pp
Implied moveBearish±$1.44
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.0897.9%47.5%2.94147.2%36.7%
25Δ5.0570.4%23.2%3.15141.2%33.3%
30Δ4.8372.1%20.6%3.37135.1%30.0%
35Δ4.6575.3%19.1%3.59129.0%26.6%
40Δ4.4778.6%17.6%3.80123.0%23.3%
45Δ4.2981.9%16.1%4.02116.9%19.9%
50Δ4.1185.1%14.6%4.24110.8%16.5%
55Δ3.9388.4%13.1%4.46104.8%13.2%
60Δ3.7591.7%11.6%4.6798.7%9.8%
65Δ3.5794.9%10.1%4.8992.6%6.5%
70Δ3.3998.2%8.6%5.41100.2%4.5%
75Δ3.21101.5%7.1%6.26122.1%3.9%
80Δ3.03104.7%5.6%7.10144.0%3.3%

20Δ

Calls
Pseudo strike
6.08
IV
97.9%
B/E move
47.5%
Puts
Pseudo strike
2.94
IV
147.2%
B/E move
36.7%

25Δ

Calls
Pseudo strike
5.05
IV
70.4%
B/E move
23.2%
Puts
Pseudo strike
3.15
IV
141.2%
B/E move
33.3%

30Δ

Calls
Pseudo strike
4.83
IV
72.1%
B/E move
20.6%
Puts
Pseudo strike
3.37
IV
135.1%
B/E move
30.0%

35Δ

Calls
Pseudo strike
4.65
IV
75.3%
B/E move
19.1%
Puts
Pseudo strike
3.59
IV
129.0%
B/E move
26.6%

40Δ

Calls
Pseudo strike
4.47
IV
78.6%
B/E move
17.6%
Puts
Pseudo strike
3.80
IV
123.0%
B/E move
23.3%

45Δ

Calls
Pseudo strike
4.29
IV
81.9%
B/E move
16.1%
Puts
Pseudo strike
4.02
IV
116.9%
B/E move
19.9%

50Δ

Calls
Pseudo strike
4.11
IV
85.1%
B/E move
14.6%
Puts
Pseudo strike
4.24
IV
110.8%
B/E move
16.5%

55Δ

Calls
Pseudo strike
3.93
IV
88.4%
B/E move
13.1%
Puts
Pseudo strike
4.46
IV
104.8%
B/E move
13.2%

60Δ

Calls
Pseudo strike
3.75
IV
91.7%
B/E move
11.6%
Puts
Pseudo strike
4.67
IV
98.7%
B/E move
9.8%

65Δ

Calls
Pseudo strike
3.57
IV
94.9%
B/E move
10.1%
Puts
Pseudo strike
4.89
IV
92.6%
B/E move
6.5%

70Δ

Calls
Pseudo strike
3.39
IV
98.2%
B/E move
8.6%
Puts
Pseudo strike
5.41
IV
100.2%
B/E move
4.5%

75Δ

Calls
Pseudo strike
3.21
IV
101.5%
B/E move
7.1%
Puts
Pseudo strike
6.26
IV
122.1%
B/E move
3.9%

80Δ

Calls
Pseudo strike
3.03
IV
104.7%
B/E move
5.6%
Puts
Pseudo strike
7.10
IV
144.0%
B/E move
3.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations