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RPM International, Inc. RPM

i

Market dataready · fetched 2026-11-12T02:31:44.829Z

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 · 2026-11-12T00:00:00.001392718Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-12T02:31:44.388144+00:00

Share price$105.78
1D+0.0%
AH$105.10$105.49$105.87$106.26$106.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRPM
Sold putSold callAH

RPM International, Inc. options

Live interpolated RPM call and put midpoint premiums by absolute delta.RPM International, Inc.$0.75$2.29$3.84$5.39$6.93$94.42$100.72$107.02$113.32$119.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RPM spot · $105.78RPM PRICE$0.91$1.20$1.48$1.74$1.99$2.23$2.48$2.72$3.30$4.10$4.89$5.69$6.49$1.19$1.33$1.52$1.70$1.89$2.16$2.57$2.98$3.40$3.81$4.22$4.63$5.58
PutsCheap0.73×
CallsCheap0.60×
SkewBullish-1.80 pp
Implied moveBalanced±$5.05
TiltBullish3.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.4042.3%7.1%97.6564.0%8.8%
25Δ111.4145.0%6.5%100.3952.9%6.4%
30Δ110.4147.6%5.8%101.6648.4%5.3%
35Δ109.4147.2%5.1%102.9443.9%4.3%
40Δ108.4144.6%4.4%104.2139.4%3.3%
45Δ107.4142.0%3.7%105.2836.3%2.5%
50Δ106.4139.4%2.9%106.0235.6%2.2%
55Δ105.4136.8%2.2%106.7634.9%1.9%
60Δ104.3836.6%1.8%107.4934.2%1.6%
65Δ103.3438.2%1.6%108.2333.5%1.3%
70Δ102.3039.7%1.3%108.9632.8%1.0%
75Δ101.2541.3%1.1%109.7032.0%0.7%
80Δ100.2142.8%0.9%110.8832.0%0.5%

20Δ

Calls
Pseudo strike
112.40
IV
42.3%
B/E move
7.1%
Puts
Pseudo strike
97.65
IV
64.0%
B/E move
8.8%

25Δ

Calls
Pseudo strike
111.41
IV
45.0%
B/E move
6.5%
Puts
Pseudo strike
100.39
IV
52.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
110.41
IV
47.6%
B/E move
5.8%
Puts
Pseudo strike
101.66
IV
48.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
109.41
IV
47.2%
B/E move
5.1%
Puts
Pseudo strike
102.94
IV
43.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
108.41
IV
44.6%
B/E move
4.4%
Puts
Pseudo strike
104.21
IV
39.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
107.41
IV
42.0%
B/E move
3.7%
Puts
Pseudo strike
105.28
IV
36.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
106.41
IV
39.4%
B/E move
2.9%
Puts
Pseudo strike
106.02
IV
35.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
105.41
IV
36.8%
B/E move
2.2%
Puts
Pseudo strike
106.76
IV
34.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
104.38
IV
36.6%
B/E move
1.8%
Puts
Pseudo strike
107.49
IV
34.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
103.34
IV
38.2%
B/E move
1.6%
Puts
Pseudo strike
108.23
IV
33.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
102.30
IV
39.7%
B/E move
1.3%
Puts
Pseudo strike
108.96
IV
32.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
101.25
IV
41.3%
B/E move
1.1%
Puts
Pseudo strike
109.70
IV
32.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
100.21
IV
42.8%
B/E move
0.9%
Puts
Pseudo strike
110.88
IV
32.0%
B/E move
0.5%

Options history

IV · four-Friday blend29.67%
Daily EOD
RPM26.9%28.6%30.3%2026-10-19: 27.91%2026-10-20: 28.64%2026-10-21: 28.57%2026-10-22: 28.57%2026-10-23: 29.15%2026-10-26: 30.05%2026-10-27: 28.75%2026-10-28: 27.15%2026-10-29: 29.21%2026-10-30: 29.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.91%
28.64%
28.57%
28.57%
29.15%
30.05%
28.75%
27.15%
29.21%
29.67%