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RUM Group Inc. Class A Common Stock RUM

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-11-10T22:26:04.483Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:03:04.364590302Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:26:04.112679+00:00

Share price$5.10
1D+1.0%
AH$4.85$4.94$5.03$5.11$5.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRUM
Sold putSold callAH

RUM Group Inc. Class A Common Stock options

Live interpolated RUM call and put midpoint premiums by absolute delta.RUM Group Inc. Class A Common Stock$0.06$0.34$0.61$0.89$1.17$4.59$4.95$5.30$5.66$6.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RUM spot · $5.10RUM PRICE$0.09$0.12$0.15$0.18$0.22$0.26$0.31$0.35$0.39$0.44$0.49$0.54$0.59$0.10$0.14$0.19$0.24$0.28$0.32$0.34$0.37$0.40$0.42$0.45$1.09
Puts——
CallsExpensive1.86×
Skew——
Implied moveBearish±$0.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.94180.5%18.2%4.55165.2%12.7%
25Δ5.79179.1%15.8%4.65171.1%11.6%
30Δ5.64177.7%13.5%4.76177.0%10.5%
35Δ5.50176.3%11.2%4.86182.9%9.4%
40Δ5.39176.3%10.0%4.96188.7%8.3%
45Δ5.28176.3%8.7%5.05184.1%7.3%
50Δ5.17176.3%7.4%5.12172.5%6.3%
55Δ5.07176.3%6.2%5.20161.0%5.3%
60Δ4.97173.7%5.1%5.28149.5%4.3%
65Δ4.88166.6%4.3%5.35137.9%3.4%
70Δ4.79159.5%3.5%5.43126.4%2.4%
75Δ4.70152.4%2.7%
80Δ4.61145.3%1.9%6.09209.0%1.9%

20Δ

Calls
Pseudo strike
5.94
IV
180.5%
B/E move
18.2%
Puts
Pseudo strike
4.55
IV
165.2%
B/E move
12.7%

25Δ

Calls
Pseudo strike
5.79
IV
179.1%
B/E move
15.8%
Puts
Pseudo strike
4.65
IV
171.1%
B/E move
11.6%

30Δ

Calls
Pseudo strike
5.64
IV
177.7%
B/E move
13.5%
Puts
Pseudo strike
4.76
IV
177.0%
B/E move
10.5%

35Δ

Calls
Pseudo strike
5.50
IV
176.3%
B/E move
11.2%
Puts
Pseudo strike
4.86
IV
182.9%
B/E move
9.4%

40Δ

Calls
Pseudo strike
5.39
IV
176.3%
B/E move
10.0%
Puts
Pseudo strike
4.96
IV
188.7%
B/E move
8.3%

45Δ

Calls
Pseudo strike
5.28
IV
176.3%
B/E move
8.7%
Puts
Pseudo strike
5.05
IV
184.1%
B/E move
7.3%

50Δ

Calls
Pseudo strike
5.17
IV
176.3%
B/E move
7.4%
Puts
Pseudo strike
5.12
IV
172.5%
B/E move
6.3%

55Δ

Calls
Pseudo strike
5.07
IV
176.3%
B/E move
6.2%
Puts
Pseudo strike
5.20
IV
161.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
4.97
IV
173.7%
B/E move
5.1%
Puts
Pseudo strike
5.28
IV
149.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
4.88
IV
166.6%
B/E move
4.3%
Puts
Pseudo strike
5.35
IV
137.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
4.79
IV
159.5%
B/E move
3.5%
Puts
Pseudo strike
5.43
IV
126.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
4.70
IV
152.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.61
IV
145.3%
B/E move
1.9%
Puts
Pseudo strike
6.09
IV
209.0%
B/E move
1.9%

Options history

IV · four-Friday blend115.94%
Daily close
RUM70.6%94.9%119.3%2026-08-12: 90.63%2026-08-13: 84.74%2026-08-14: 78.59%2026-08-17: 87.45%2026-08-18: 85.20%2026-08-19: 88.28%2026-08-21: 83.34%2026-08-24: 95.00%2026-08-25: 97.37%2026-08-26: 98.67%2026-08-27: 96.49%2026-08-28: 88.65%2026-08-31: 85.10%2026-09-01: 86.02%2026-09-02: 85.33%2026-09-03: 96.88%2026-09-04: 75.00%2026-09-08: 86.88%2026-09-09: 88.92%2026-09-10: 96.94%2026-09-11: 76.27%2026-09-14: 101.61%2026-09-15: 98.17%2026-09-16: 100.32%2026-09-17: 91.18%2026-09-18: 88.75%2026-09-21: 90.74%2026-09-22: 87.32%2026-09-23: 94.19%2026-09-24: 87.65%2026-09-25: 83.90%2026-09-28: 85.41%2026-09-29: 83.71%2026-09-30: 87.02%2026-10-02: 81.24%2026-10-05: 80.10%2026-10-06: 78.43%2026-10-07: 79.20%2026-10-08: 79.08%2026-10-09: 73.92%2026-10-12: 81.02%2026-10-13: 83.62%2026-10-14: 76.67%2026-10-16: 78.03%2026-10-19: 80.93%2026-10-20: 85.63%2026-10-21: 84.21%2026-10-22: 107.25%2026-10-23: 80.05%2026-10-26: 85.25%2026-10-27: 89.67%2026-10-28: 92.21%2026-10-30: 115.94%Aug 12Sep 21Oct 30
53 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
90.63%
84.74%
78.59%
87.45%
85.20%
88.28%
83.34%
95.00%
97.37%
98.67%
96.49%
88.65%
85.10%
86.02%
85.33%
96.88%
75.00%
86.88%
88.92%
96.94%
76.27%
101.61%
98.17%
100.32%
91.18%
88.75%
90.74%
87.32%
94.19%
87.65%
83.90%
85.41%
83.71%
87.02%
81.24%
80.10%
78.43%
79.20%
79.08%
73.92%
81.02%
83.62%
76.67%
78.03%
80.93%
85.63%
84.21%
107.25%
80.05%
85.25%
89.67%
92.21%
115.94%