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Riskified Ltd. RSKD

i

Market datapartial · fetched 2026-11-12T03:23:37.493Z

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 · 2026-11-12T00:00:00.001807924Z

FundamentalsAlpha Vantage · unavailable

Share price$10.37
1D+2.5%
AH$9.74$10.08$10.41$10.74$11.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSKD
Sold putSold callAH

Riskified Ltd. options

Live interpolated RSKD call and put midpoint premiums by absolute delta.Riskified Ltd.$0.21$0.73$1.25$1.78$2.30$7.45$9.10$10.75$12.40$14.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RSKD spot · $10.37RSKD PRICE$0.26$0.33$0.39$0.45$0.52$0.58$0.64$1.85$2.15$0.28$0.30$0.30$0.30$0.51$0.72$0.93$1.14$1.57$2.14
Puts——
Calls——
Skew——
Implied moveBearish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.86132.6%17.2%
25Δ9.25118.8%13.7%
30Δ9.6296.2%10.1%
35Δ10.9170.3%7.7%9.9973.5%6.5%
40Δ10.7669.9%6.9%10.2286.2%6.3%
45Δ10.6169.6%6.1%10.4599.7%6.1%
50Δ10.4669.2%5.3%10.68113.1%6.0%
55Δ10.3268.9%4.5%10.91126.6%5.8%
60Δ10.1768.5%3.6%11.37144.4%5.5%
65Δ10.0268.1%2.8%11.98165.1%5.1%
70Δ
75Δ8.99168.1%4.6%
80Δ8.59162.9%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.86
IV
132.6%
B/E move
17.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.25
IV
118.8%
B/E move
13.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.62
IV
96.2%
B/E move
10.1%

35Δ

Calls
Pseudo strike
10.91
IV
70.3%
B/E move
7.7%
Puts
Pseudo strike
9.99
IV
73.5%
B/E move
6.5%

40Δ

Calls
Pseudo strike
10.76
IV
69.9%
B/E move
6.9%
Puts
Pseudo strike
10.22
IV
86.2%
B/E move
6.3%

45Δ

Calls
Pseudo strike
10.61
IV
69.6%
B/E move
6.1%
Puts
Pseudo strike
10.45
IV
99.7%
B/E move
6.1%

50Δ

Calls
Pseudo strike
10.46
IV
69.2%
B/E move
5.3%
Puts
Pseudo strike
10.68
IV
113.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
10.32
IV
68.9%
B/E move
4.5%
Puts
Pseudo strike
10.91
IV
126.6%
B/E move
5.8%

60Δ

Calls
Pseudo strike
10.17
IV
68.5%
B/E move
3.6%
Puts
Pseudo strike
11.37
IV
144.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
10.02
IV
68.1%
B/E move
2.8%
Puts
Pseudo strike
11.98
IV
165.1%
B/E move
5.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.99
IV
168.1%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.59
IV
162.9%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend69.33%
Daily EOD
RSKD67.3%74.7%82.0%2026-10-19: 68.73%2026-10-20: 73.77%2026-10-21: 74.53%2026-10-22: 68.34%2026-10-23: 70.24%2026-10-26: 69.55%2026-10-27: 80.97%2026-10-28: 73.00%2026-10-29: 74.47%2026-10-30: 69.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.73%
73.77%
74.53%
68.34%
70.24%
69.55%
80.97%
73.00%
74.47%
69.33%