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Riskified Ltd. RSKD

i

Market datapartial · fetched 2026-10-22T18:14:11.253Z

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 · 2026-10-22T18:13:54.487606031Z

FundamentalsAlpha Vantage · unavailable

Share price$8.88
1D+0.7%
$8.57$8.68$8.79$8.90$9.005:30 AM6:30 AM9:00 AM1:00 PMRSKD
Sold putSold call

Riskified Ltd. options

Live interpolated RSKD call and put midpoint premiums by absolute delta.Riskified Ltd.$0.19$0.75$1.30$1.85$2.41$6.38$7.68$8.98$10.28$11.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSKD spot · $8.88RSKD PRICE$0.30$0.33$0.40$0.49$0.59$0.68$0.81$0.97$1.14$1.30$1.47$1.63$0.25$0.37$0.48$0.60$0.71$0.83$0.97$1.12$1.28$1.43$1.68$1.96$2.25
PutsExpensive1.05×
CallsCheap0.90×
SkewBearish+0.57 pp
Implied moveBearish±$1.64
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.5778.7%17.7%
25Δ10.9791.5%26.9%7.8379.5%16.0%
30Δ10.3279.4%19.9%8.1080.2%14.3%
35Δ9.8773.9%15.7%8.3680.9%12.6%
40Δ9.6274.7%13.9%8.6281.7%10.9%
45Δ9.3775.6%12.1%8.8982.4%9.2%
50Δ9.1276.5%10.4%9.1581.9%7.8%
55Δ8.8677.3%8.9%9.4180.5%6.7%
60Δ8.6078.2%7.8%9.6779.2%5.5%
65Δ8.3379.0%6.6%9.9377.8%4.3%
70Δ8.0679.9%5.5%10.2677.4%3.4%
75Δ7.8080.8%4.3%10.6177.3%2.6%
80Δ7.5381.6%3.2%10.9677.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.57
IV
78.7%
B/E move
17.7%

25Δ

Calls
Pseudo strike
10.97
IV
91.5%
B/E move
26.9%
Puts
Pseudo strike
7.83
IV
79.5%
B/E move
16.0%

30Δ

Calls
Pseudo strike
10.32
IV
79.4%
B/E move
19.9%
Puts
Pseudo strike
8.10
IV
80.2%
B/E move
14.3%

35Δ

Calls
Pseudo strike
9.87
IV
73.9%
B/E move
15.7%
Puts
Pseudo strike
8.36
IV
80.9%
B/E move
12.6%

40Δ

Calls
Pseudo strike
9.62
IV
74.7%
B/E move
13.9%
Puts
Pseudo strike
8.62
IV
81.7%
B/E move
10.9%

45Δ

Calls
Pseudo strike
9.37
IV
75.6%
B/E move
12.1%
Puts
Pseudo strike
8.89
IV
82.4%
B/E move
9.2%

50Δ

Calls
Pseudo strike
9.12
IV
76.5%
B/E move
10.4%
Puts
Pseudo strike
9.15
IV
81.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
8.86
IV
77.3%
B/E move
8.9%
Puts
Pseudo strike
9.41
IV
80.5%
B/E move
6.7%

60Δ

Calls
Pseudo strike
8.60
IV
78.2%
B/E move
7.8%
Puts
Pseudo strike
9.67
IV
79.2%
B/E move
5.5%

65Δ

Calls
Pseudo strike
8.33
IV
79.0%
B/E move
6.6%
Puts
Pseudo strike
9.93
IV
77.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
8.06
IV
79.9%
B/E move
5.5%
Puts
Pseudo strike
10.26
IV
77.4%
B/E move
3.4%

75Δ

Calls
Pseudo strike
7.80
IV
80.8%
B/E move
4.3%
Puts
Pseudo strike
10.61
IV
77.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
7.53
IV
81.6%
B/E move
3.2%
Puts
Pseudo strike
10.96
IV
77.3%
B/E move
1.8%

Options history

No recorded observations