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Reservoir Media Inc RSVR

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-23T02:31:30.881Z

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 · 2026-10-22T20:00:00.271939394Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:31:28.581810+00:00

Share price$9.60
1D+0.8%
AH$9.51$9.55$9.59$9.64$9.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSVR
Sold putSold callAH

Reservoir Media Inc options

Live interpolated RSVR call and put midpoint premiums by absolute delta.Reservoir Media Inc$0.29$1.12$1.96$2.79$3.62$7.06$8.73$10.41$12.08$13.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSVR spot · $9.60RSVR PRICE$0.80$0.80$0.83$0.87$0.90$1.31$1.72$2.14$2.55$2.97$3.38$0.38$0.39$0.40$0.42$0.43$0.44$0.45$0.47$0.48$0.49$0.79$1.76$2.72
PutsExpensive2.39×
CallsExpensive4.14×
SkewBullish-60.04 pp
Implied moveBullish±$1.35
TiltBullish31.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.59116.3%24.8%
25Δ7.84107.0%22.4%
30Δ15.44205.1%69.1%8.0997.6%19.9%
35Δ12.64158.0%40.0%8.3488.3%17.5%
40Δ11.70137.3%30.6%8.5978.9%15.0%
45Δ10.86117.9%22.1%8.8369.6%12.6%
50Δ10.0298.6%13.7%9.0860.2%10.1%
55Δ9.47104.1%12.2%9.3350.9%7.7%
60Δ8.92110.2%10.8%9.5841.5%5.2%
65Δ8.37116.3%9.5%9.8332.2%2.8%
70Δ7.83122.4%8.1%10.2832.8%1.1%
75Δ7.28128.4%6.7%11.2256.8%1.4%
80Δ6.73134.5%5.4%12.1680.7%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.59
IV
116.3%
B/E move
24.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.84
IV
107.0%
B/E move
22.4%

30Δ

Calls
Pseudo strike
15.44
IV
205.1%
B/E move
69.1%
Puts
Pseudo strike
8.09
IV
97.6%
B/E move
19.9%

35Δ

Calls
Pseudo strike
12.64
IV
158.0%
B/E move
40.0%
Puts
Pseudo strike
8.34
IV
88.3%
B/E move
17.5%

40Δ

Calls
Pseudo strike
11.70
IV
137.3%
B/E move
30.6%
Puts
Pseudo strike
8.59
IV
78.9%
B/E move
15.0%

45Δ

Calls
Pseudo strike
10.86
IV
117.9%
B/E move
22.1%
Puts
Pseudo strike
8.83
IV
69.6%
B/E move
12.6%

50Δ

Calls
Pseudo strike
10.02
IV
98.6%
B/E move
13.7%
Puts
Pseudo strike
9.08
IV
60.2%
B/E move
10.1%

55Δ

Calls
Pseudo strike
9.47
IV
104.1%
B/E move
12.2%
Puts
Pseudo strike
9.33
IV
50.9%
B/E move
7.7%

60Δ

Calls
Pseudo strike
8.92
IV
110.2%
B/E move
10.8%
Puts
Pseudo strike
9.58
IV
41.5%
B/E move
5.2%

65Δ

Calls
Pseudo strike
8.37
IV
116.3%
B/E move
9.5%
Puts
Pseudo strike
9.83
IV
32.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
7.83
IV
122.4%
B/E move
8.1%
Puts
Pseudo strike
10.28
IV
32.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
7.28
IV
128.4%
B/E move
6.7%
Puts
Pseudo strike
11.22
IV
56.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
6.73
IV
134.5%
B/E move
5.4%
Puts
Pseudo strike
12.16
IV
80.7%
B/E move
1.7%

Options history

No recorded observations