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Rapid7, Inc. Common Stock RPD

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Market datapartial · fetched 2026-10-22T23:26:56.301Z

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 · 2026-10-22T23:03:23.205410757Z

FundamentalsAlpha Vantage · unavailable

Share price$14.77
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$0.21$2.18$4.14$6.10$8.06$8.86$11.66$14.46$17.25$20.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RPD spot · $14.77RPD PRICE$0.43$0.53$0.64$0.77$0.92$1.11$1.34$1.60$1.95$2.23$2.40$2.65$3.08$0.65$0.85$1.02$1.14$1.60$2.19$2.54$2.88$3.22$3.91$4.63$5.46$7.50
PutsExpensive1.20×
CallsCheap0.95×
SkewBearish+20.25 pp
Implied moveBearish±$3.87
TiltBearish31.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.98105.6%38.1%11.83117.5%24.3%
25Δ18.5096.5%28.8%12.53114.6%20.9%
30Δ17.5791.7%23.3%13.20108.5%17.5%
35Δ16.8588.9%19.3%13.8199.0%14.2%
40Δ16.2988.4%16.5%14.44108.2%13.1%
45Δ15.7889.7%14.4%15.07123.4%12.8%
50Δ15.3293.1%12.8%15.70120.9%10.9%
55Δ14.8597.3%11.4%16.31117.5%9.0%
60Δ14.33103.8%10.2%16.91113.5%7.3%
65Δ13.83105.5%8.8%17.77116.7%6.2%
70Δ13.3598.2%6.6%18.66118.1%5.0%
75Δ12.8393.4%4.8%19.66118.9%3.9%
80Δ12.2495.0%3.7%21.82133.4%3.0%

20Δ

Calls
Pseudo strike
19.98
IV
105.6%
B/E move
38.1%
Puts
Pseudo strike
11.83
IV
117.5%
B/E move
24.3%

25Δ

Calls
Pseudo strike
18.50
IV
96.5%
B/E move
28.8%
Puts
Pseudo strike
12.53
IV
114.6%
B/E move
20.9%

30Δ

Calls
Pseudo strike
17.57
IV
91.7%
B/E move
23.3%
Puts
Pseudo strike
13.20
IV
108.5%
B/E move
17.5%

35Δ

Calls
Pseudo strike
16.85
IV
88.9%
B/E move
19.3%
Puts
Pseudo strike
13.81
IV
99.0%
B/E move
14.2%

40Δ

Calls
Pseudo strike
16.29
IV
88.4%
B/E move
16.5%
Puts
Pseudo strike
14.44
IV
108.2%
B/E move
13.1%

45Δ

Calls
Pseudo strike
15.78
IV
89.7%
B/E move
14.4%
Puts
Pseudo strike
15.07
IV
123.4%
B/E move
12.8%

50Δ

Calls
Pseudo strike
15.32
IV
93.1%
B/E move
12.8%
Puts
Pseudo strike
15.70
IV
120.9%
B/E move
10.9%

55Δ

Calls
Pseudo strike
14.85
IV
97.3%
B/E move
11.4%
Puts
Pseudo strike
16.31
IV
117.5%
B/E move
9.0%

60Δ

Calls
Pseudo strike
14.33
IV
103.8%
B/E move
10.2%
Puts
Pseudo strike
16.91
IV
113.5%
B/E move
7.3%

65Δ

Calls
Pseudo strike
13.83
IV
105.5%
B/E move
8.8%
Puts
Pseudo strike
17.77
IV
116.7%
B/E move
6.2%

70Δ

Calls
Pseudo strike
13.35
IV
98.2%
B/E move
6.6%
Puts
Pseudo strike
18.66
IV
118.1%
B/E move
5.0%

75Δ

Calls
Pseudo strike
12.83
IV
93.4%
B/E move
4.8%
Puts
Pseudo strike
19.66
IV
118.9%
B/E move
3.9%

80Δ

Calls
Pseudo strike
12.24
IV
95.0%
B/E move
3.7%
Puts
Pseudo strike
21.82
IV
133.4%
B/E move
3.0%

Options history

No recorded observations