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Rapid7, Inc. Common Stock RPD

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T00:52:50.557Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T00:50:26.888201009Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:52:50.173711+00:00

Share price$14.86
1D-1.1%
AH$14.73$14.91$15.09$15.27$15.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRPD
Sold putSold callAH

Rapid7, Inc. Common Stock options

Live interpolated RPD call and put midpoint premiums by absolute delta.Rapid7, Inc. Common Stock$0.32$1.01$1.69$2.38$3.07$9.62$12.33$15.05$17.77$20.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RPD spot · $14.86RPD PRICE$0.55$0.69$0.86$1.03$1.24$1.48$1.72$1.98$2.25$2.87$0.39$0.48$0.56$0.66$0.81$0.97$1.13$1.31$1.49$1.67$1.90
Puts——
Calls——
Skew——
Implied moveBearish±$2.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.70134.9%17.1%
25Δ13.23126.9%14.2%
30Δ13.72115.0%11.5%
35Δ16.17110.8%12.6%14.13108.1%9.4%
40Δ15.78111.7%10.8%14.45108.2%8.2%
45Δ15.46117.0%9.8%14.77108.2%7.1%
50Δ15.14122.2%8.8%15.09107.7%6.0%
55Δ14.78127.3%7.8%15.40105.9%5.1%
60Δ14.40132.4%6.8%15.71104.0%4.2%
65Δ14.01137.4%5.8%16.03102.1%3.4%
70Δ13.59137.1%4.8%16.3599.1%2.7%
75Δ13.16136.6%3.7%
80Δ12.45156.2%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.70
IV
134.9%
B/E move
17.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.23
IV
126.9%
B/E move
14.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.72
IV
115.0%
B/E move
11.5%

35Δ

Calls
Pseudo strike
16.17
IV
110.8%
B/E move
12.6%
Puts
Pseudo strike
14.13
IV
108.1%
B/E move
9.4%

40Δ

Calls
Pseudo strike
15.78
IV
111.7%
B/E move
10.8%
Puts
Pseudo strike
14.45
IV
108.2%
B/E move
8.2%

45Δ

Calls
Pseudo strike
15.46
IV
117.0%
B/E move
9.8%
Puts
Pseudo strike
14.77
IV
108.2%
B/E move
7.1%

50Δ

Calls
Pseudo strike
15.14
IV
122.2%
B/E move
8.8%
Puts
Pseudo strike
15.09
IV
107.7%
B/E move
6.0%

55Δ

Calls
Pseudo strike
14.78
IV
127.3%
B/E move
7.8%
Puts
Pseudo strike
15.40
IV
105.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
14.40
IV
132.4%
B/E move
6.8%
Puts
Pseudo strike
15.71
IV
104.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
14.01
IV
137.4%
B/E move
5.8%
Puts
Pseudo strike
16.03
IV
102.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
13.59
IV
137.1%
B/E move
4.8%
Puts
Pseudo strike
16.35
IV
99.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
13.16
IV
136.6%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.45
IV
156.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend99.53%
Daily EOD
RPD79.9%95.0%110.1%2026-10-19: 86.87%2026-10-20: 87.22%2026-10-21: 82.01%2026-10-22: 88.93%2026-10-23: 91.56%2026-10-26: 98.87%2026-10-27: 102.36%2026-10-28: 108.01%2026-10-29: 105.54%2026-10-30: 99.53%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
86.87%
87.22%
82.01%
88.93%
91.56%
98.87%
102.36%
108.01%
105.54%
99.53%