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Rapid7, Inc. Common Stock RPD

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Market datapartial · fetched 2026-10-22T21:03:21.580Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:35:00.468155971Z

FundamentalsAlpha Vantage · unavailable

Share price$14.73
1D+8.7%
AH$13.42$13.78$14.14$14.49$14.855:30 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$0.23$2.03$3.82$5.61$7.41$8.89$11.66$14.44$17.21$19.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RPD spot · $14.73RPD PRICE$0.43$0.53$0.64$0.77$0.93$1.12$1.35$1.62$1.97$2.25$2.42$2.70$3.14$0.64$0.84$1.01$1.13$1.56$2.16$2.50$2.84$3.18$3.81$4.52$5.82$6.89
PutsExpensive1.19×
CallsFair0.96×
SkewBearish+17.65 pp
Implied moveBearish±$3.85
TiltBearish30.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.96105.9%38.4%11.81116.8%24.2%
25Δ18.4897.0%29.0%12.51114.0%20.8%
30Δ17.5592.5%23.5%13.17108.2%17.4%
35Δ16.8389.8%19.5%13.7798.7%14.2%
40Δ16.2789.4%16.7%14.39106.0%12.9%
45Δ15.7691.0%14.6%15.02122.6%12.7%
50Δ15.3094.5%13.0%15.64119.9%10.8%
55Δ14.8299.1%11.6%16.25116.6%9.0%
60Δ14.30105.8%10.5%16.84112.5%7.3%
65Δ13.79106.6%8.9%17.64114.4%6.1%
70Δ13.2999.4%6.7%18.52116.1%4.9%
75Δ12.7695.9%4.9%19.96124.0%3.9%
80Δ12.1598.1%3.8%21.20124.6%2.9%

20Δ

Calls
Pseudo strike
19.96
IV
105.9%
B/E move
38.4%
Puts
Pseudo strike
11.81
IV
116.8%
B/E move
24.2%

25Δ

Calls
Pseudo strike
18.48
IV
97.0%
B/E move
29.0%
Puts
Pseudo strike
12.51
IV
114.0%
B/E move
20.8%

30Δ

Calls
Pseudo strike
17.55
IV
92.5%
B/E move
23.5%
Puts
Pseudo strike
13.17
IV
108.2%
B/E move
17.4%

35Δ

Calls
Pseudo strike
16.83
IV
89.8%
B/E move
19.5%
Puts
Pseudo strike
13.77
IV
98.7%
B/E move
14.2%

40Δ

Calls
Pseudo strike
16.27
IV
89.4%
B/E move
16.7%
Puts
Pseudo strike
14.39
IV
106.0%
B/E move
12.9%

45Δ

Calls
Pseudo strike
15.76
IV
91.0%
B/E move
14.6%
Puts
Pseudo strike
15.02
IV
122.6%
B/E move
12.7%

50Δ

Calls
Pseudo strike
15.30
IV
94.5%
B/E move
13.0%
Puts
Pseudo strike
15.64
IV
119.9%
B/E move
10.8%

55Δ

Calls
Pseudo strike
14.82
IV
99.1%
B/E move
11.6%
Puts
Pseudo strike
16.25
IV
116.6%
B/E move
9.0%

60Δ

Calls
Pseudo strike
14.30
IV
105.8%
B/E move
10.5%
Puts
Pseudo strike
16.84
IV
112.5%
B/E move
7.3%

65Δ

Calls
Pseudo strike
13.79
IV
106.6%
B/E move
8.9%
Puts
Pseudo strike
17.64
IV
114.4%
B/E move
6.1%

70Δ

Calls
Pseudo strike
13.29
IV
99.4%
B/E move
6.7%
Puts
Pseudo strike
18.52
IV
116.1%
B/E move
4.9%

75Δ

Calls
Pseudo strike
12.76
IV
95.9%
B/E move
4.9%
Puts
Pseudo strike
19.96
IV
124.0%
B/E move
3.9%

80Δ

Calls
Pseudo strike
12.15
IV
98.1%
B/E move
3.8%
Puts
Pseudo strike
21.20
IV
124.6%
B/E move
2.9%

Options history

No recorded observations