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Riskified Ltd. RSKD

i

Market datapartial · fetched 2026-10-22T21:13:55.515Z

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 · 2026-10-22T20:23:52.732847468Z

FundamentalsAlpha Vantage · unavailable

Share price$9.00
1D+2.0%
AH$8.57$8.68$8.80$8.92$9.035:30 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.$0.18$0.96$1.74$2.51$3.29$6.36$7.70$9.05$10.39$11.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSKD spot · $9.00RSKD PRICE$0.34$0.39$0.47$0.56$0.65$0.74$0.87$1.01$1.14$1.28$1.42$0.27$0.37$0.47$0.57$0.67$0.77$0.98$1.19$1.40$1.67$1.99$2.36$3.06
PutsExpensive1.10×
CallsCheap0.80×
SkewBearish+14.08 pp
Implied moveBearish±$1.63
TiltBearish28.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.6281.6%18.4%
25Δ7.8980.9%16.4%
30Δ10.4779.6%20.1%8.1780.2%14.5%
35Δ9.9771.7%15.0%8.4479.6%12.5%
40Δ9.7271.4%13.3%8.7278.9%10.6%
45Δ9.4771.1%11.5%9.0078.2%8.6%
50Δ9.2370.8%9.7%9.2980.4%7.6%
55Δ8.9870.4%8.0%9.5982.6%6.6%
60Δ8.7569.0%7.0%9.8984.7%5.7%
65Δ8.5367.5%6.0%10.2586.5%4.7%
70Δ8.3066.1%5.0%10.6588.1%3.8%
75Δ8.0864.7%3.9%11.0990.2%3.0%
80Δ7.8563.3%2.9%11.8696.1%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.62
IV
81.6%
B/E move
18.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.89
IV
80.9%
B/E move
16.4%

30Δ

Calls
Pseudo strike
10.47
IV
79.6%
B/E move
20.1%
Puts
Pseudo strike
8.17
IV
80.2%
B/E move
14.5%

35Δ

Calls
Pseudo strike
9.97
IV
71.7%
B/E move
15.0%
Puts
Pseudo strike
8.44
IV
79.6%
B/E move
12.5%

40Δ

Calls
Pseudo strike
9.72
IV
71.4%
B/E move
13.3%
Puts
Pseudo strike
8.72
IV
78.9%
B/E move
10.6%

45Δ

Calls
Pseudo strike
9.47
IV
71.1%
B/E move
11.5%
Puts
Pseudo strike
9.00
IV
78.2%
B/E move
8.6%

50Δ

Calls
Pseudo strike
9.23
IV
70.8%
B/E move
9.7%
Puts
Pseudo strike
9.29
IV
80.4%
B/E move
7.6%

55Δ

Calls
Pseudo strike
8.98
IV
70.4%
B/E move
8.0%
Puts
Pseudo strike
9.59
IV
82.6%
B/E move
6.6%

60Δ

Calls
Pseudo strike
8.75
IV
69.0%
B/E move
7.0%
Puts
Pseudo strike
9.89
IV
84.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
8.53
IV
67.5%
B/E move
6.0%
Puts
Pseudo strike
10.25
IV
86.5%
B/E move
4.7%

70Δ

Calls
Pseudo strike
8.30
IV
66.1%
B/E move
5.0%
Puts
Pseudo strike
10.65
IV
88.1%
B/E move
3.8%

75Δ

Calls
Pseudo strike
8.08
IV
64.7%
B/E move
3.9%
Puts
Pseudo strike
11.09
IV
90.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
7.85
IV
63.3%
B/E move
2.9%
Puts
Pseudo strike
11.86
IV
96.1%
B/E move
2.3%

Options history

No recorded observations