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Reservoir Media, Inc. Common Stock RSVR

i

Market dataready · fetched 2026-11-12T01:42:54.477Z

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 · 2026-11-11T21:00:00.378874182Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:42:53.778223+00:00

Share price$10.41
1D+1.3%
AH$10.19$10.25$10.31$10.37$10.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSVR
Sold putSold callAH

Reservoir Media, Inc. Common Stock options

Live interpolated RSVR call and put midpoint premiums by absolute delta.Reservoir Media, Inc. Common Stock$0.47$0.93$1.39$1.86$2.32$7.40$8.60$9.81$11.01$12.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RSVR spot · $10.41RSVR PRICE$0.72$0.72$0.74$0.76$0.78$0.79$0.81$0.52$0.58$0.65$0.71$0.80$0.98$1.15$1.32$1.49$1.67$1.84$2.01$2.19
PutsExpensive2.71×
Calls——
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.92254.9%29.0%
25Δ8.48226.5%24.1%
30Δ14.79295.4%49.0%9.05198.0%19.3%
35Δ12.83230.7%30.2%9.61169.6%14.5%
40Δ12.13201.1%23.6%10.09148.8%10.8%
45Δ11.69178.6%19.5%10.38144.8%9.7%
50Δ11.24156.2%15.4%10.67140.9%8.6%
55Δ10.80133.7%11.3%10.95137.0%7.5%
60Δ10.35111.2%7.2%11.24133.0%6.4%
65Δ11.53129.1%5.3%
70Δ11.82125.1%4.2%
75Δ12.10121.2%3.1%
80Δ12.39117.3%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.92
IV
254.9%
B/E move
29.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.48
IV
226.5%
B/E move
24.1%

30Δ

Calls
Pseudo strike
14.79
IV
295.4%
B/E move
49.0%
Puts
Pseudo strike
9.05
IV
198.0%
B/E move
19.3%

35Δ

Calls
Pseudo strike
12.83
IV
230.7%
B/E move
30.2%
Puts
Pseudo strike
9.61
IV
169.6%
B/E move
14.5%

40Δ

Calls
Pseudo strike
12.13
IV
201.1%
B/E move
23.6%
Puts
Pseudo strike
10.09
IV
148.8%
B/E move
10.8%

45Δ

Calls
Pseudo strike
11.69
IV
178.6%
B/E move
19.5%
Puts
Pseudo strike
10.38
IV
144.8%
B/E move
9.7%

50Δ

Calls
Pseudo strike
11.24
IV
156.2%
B/E move
15.4%
Puts
Pseudo strike
10.67
IV
140.9%
B/E move
8.6%

55Δ

Calls
Pseudo strike
10.80
IV
133.7%
B/E move
11.3%
Puts
Pseudo strike
10.95
IV
137.0%
B/E move
7.5%

60Δ

Calls
Pseudo strike
10.35
IV
111.2%
B/E move
7.2%
Puts
Pseudo strike
11.24
IV
133.0%
B/E move
6.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.53
IV
129.1%
B/E move
5.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.82
IV
125.1%
B/E move
4.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.10
IV
121.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.39
IV
117.3%
B/E move
1.9%

Options history

IV · four-Friday blend55.69%
Daily EOD
RSVR55.6%55.7%55.7%2026-10-26: 55.69%Oct 26
1 observations2026-10-26 — 2026-10-26
Table
DateIV (%)
55.69%