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Reservoir Media, Inc. Common Stock RSVR

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Market datapartial · fetched 2026-10-22T16:35:58.988Z

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 · 2026-10-22T15:56:12.557622432Z

FundamentalsAlpha Vantage · unavailable

Share price$9.58
1D+0.6%
$9.51$9.55$9.59$9.64$9.685:30 AM6:30 AM9:00 AM1:00 PMRSVR
Sold putSold call

Reservoir Media, Inc. Common Stock options

Live interpolated RSVR call and put midpoint premiums by absolute delta.Reservoir Media, Inc. Common Stock$0.26$1.40$2.55$3.70$4.84$6.85$8.62$10.39$12.15$13.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSVR spot · $9.58RSVR PRICE$0.90$0.81$0.83$0.87$0.91$1.33$1.75$2.16$2.58$3.00$3.42$0.38$0.39$0.40$0.42$0.43$0.44$0.45$0.46$0.47$0.49$0.50$2.51$4.51
PutsExpensive2.55×
CallsExpensive4.31×
SkewBullish-59.58 pp
Implied moveBullish±$1.36
TiltBullish22.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.59115.3%24.8%
25Δ7.82106.3%22.4%
30Δ17.27239.2%89.6%8.0697.3%20.0%
35Δ12.70159.5%41.1%8.3088.3%17.7%
40Δ11.69136.7%30.7%8.5479.3%15.3%
45Δ10.84117.4%22.2%8.7870.3%13.0%
50Δ9.9998.5%13.8%9.0161.3%10.6%
55Δ9.44105.3%12.4%9.2552.3%8.2%
60Δ8.89112.1%11.0%9.4943.3%5.9%
65Δ8.34118.9%9.6%9.7334.3%3.5%
70Δ7.79125.7%8.2%9.9725.3%1.2%
75Δ7.23132.5%6.8%11.8485.1%2.6%
80Δ6.68139.3%5.5%13.83122.7%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.59
IV
115.3%
B/E move
24.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.82
IV
106.3%
B/E move
22.4%

30Δ

Calls
Pseudo strike
17.27
IV
239.2%
B/E move
89.6%
Puts
Pseudo strike
8.06
IV
97.3%
B/E move
20.0%

35Δ

Calls
Pseudo strike
12.70
IV
159.5%
B/E move
41.1%
Puts
Pseudo strike
8.30
IV
88.3%
B/E move
17.7%

40Δ

Calls
Pseudo strike
11.69
IV
136.7%
B/E move
30.7%
Puts
Pseudo strike
8.54
IV
79.3%
B/E move
15.3%

45Δ

Calls
Pseudo strike
10.84
IV
117.4%
B/E move
22.2%
Puts
Pseudo strike
8.78
IV
70.3%
B/E move
13.0%

50Δ

Calls
Pseudo strike
9.99
IV
98.5%
B/E move
13.8%
Puts
Pseudo strike
9.01
IV
61.3%
B/E move
10.6%

55Δ

Calls
Pseudo strike
9.44
IV
105.3%
B/E move
12.4%
Puts
Pseudo strike
9.25
IV
52.3%
B/E move
8.2%

60Δ

Calls
Pseudo strike
8.89
IV
112.1%
B/E move
11.0%
Puts
Pseudo strike
9.49
IV
43.3%
B/E move
5.9%

65Δ

Calls
Pseudo strike
8.34
IV
118.9%
B/E move
9.6%
Puts
Pseudo strike
9.73
IV
34.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
7.79
IV
125.7%
B/E move
8.2%
Puts
Pseudo strike
9.97
IV
25.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
7.23
IV
132.5%
B/E move
6.8%
Puts
Pseudo strike
11.84
IV
85.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
6.68
IV
139.3%
B/E move
5.5%
Puts
Pseudo strike
13.83
IV
122.7%
B/E move
2.8%

Options history

No recorded observations