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Robinhood Ventures Fund I RVI

i

Market dataready · fetched 2026-11-12T02:45:35.769Z

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 · 2026-11-12T00:00:00.001789631Z

FundamentalsSEC EDGAR · ready · as of 2026-10-23 · fetched 2026-11-12T02:45:34.742005+00:00

Share price$21.23
1D+1.5%
AH$21.00$21.20$21.41$21.61$21.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRVI
Sold putSold callAH

Robinhood Ventures Fund I options

Live interpolated RVI call and put midpoint premiums by absolute delta.Robinhood Ventures Fund I$0.13$0.75$1.37$1.99$2.61$16.13$18.75$21.37$24.00$26.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVI spot · $21.23RVI PRICE$0.22$0.27$0.37$0.50$0.63$0.76$0.89$1.02$1.15$1.27$1.40$1.53$2.43$0.20$0.28$0.37$0.46$0.55$0.64$0.74$0.83$0.92$1.01$1.10$1.19$1.28
PutsCheap0.35×
CallsCheap0.45×
SkewBullish-15.90 pp
Implied moveBullish±$1.62
TiltBullish13.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.4261.0%11.4%19.8553.7%7.5%
25Δ22.7957.7%8.6%20.1749.3%6.3%
30Δ22.3656.3%7.1%20.3748.2%5.8%
35Δ22.1056.7%6.5%20.5747.1%5.3%
40Δ21.8457.1%5.8%20.7746.0%4.8%
45Δ21.5857.4%5.2%20.9744.8%4.3%
50Δ21.3357.8%4.6%21.1743.7%3.8%
55Δ21.0758.1%4.0%21.3642.6%3.3%
60Δ20.8158.5%3.4%21.5641.5%2.8%
65Δ20.5558.9%2.8%21.7640.3%2.3%
70Δ20.2959.2%2.2%21.9639.2%1.8%
75Δ20.0359.6%1.6%22.1638.1%1.2%
80Δ19.1079.8%1.4%22.3636.9%0.7%

20Δ

Calls
Pseudo strike
23.42
IV
61.0%
B/E move
11.4%
Puts
Pseudo strike
19.85
IV
53.7%
B/E move
7.5%

25Δ

Calls
Pseudo strike
22.79
IV
57.7%
B/E move
8.6%
Puts
Pseudo strike
20.17
IV
49.3%
B/E move
6.3%

30Δ

Calls
Pseudo strike
22.36
IV
56.3%
B/E move
7.1%
Puts
Pseudo strike
20.37
IV
48.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
22.10
IV
56.7%
B/E move
6.5%
Puts
Pseudo strike
20.57
IV
47.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
21.84
IV
57.1%
B/E move
5.8%
Puts
Pseudo strike
20.77
IV
46.0%
B/E move
4.8%

45Δ

Calls
Pseudo strike
21.58
IV
57.4%
B/E move
5.2%
Puts
Pseudo strike
20.97
IV
44.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
21.33
IV
57.8%
B/E move
4.6%
Puts
Pseudo strike
21.17
IV
43.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
21.07
IV
58.1%
B/E move
4.0%
Puts
Pseudo strike
21.36
IV
42.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
20.81
IV
58.5%
B/E move
3.4%
Puts
Pseudo strike
21.56
IV
41.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
20.55
IV
58.9%
B/E move
2.8%
Puts
Pseudo strike
21.76
IV
40.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
20.29
IV
59.2%
B/E move
2.2%
Puts
Pseudo strike
21.96
IV
39.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
20.03
IV
59.6%
B/E move
1.6%
Puts
Pseudo strike
22.16
IV
38.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
19.10
IV
79.8%
B/E move
1.4%
Puts
Pseudo strike
22.36
IV
36.9%
B/E move
0.7%

Options history

IV · four-Friday blend50.14%
Daily EOD
RVI49.6%51.3%53.0%2026-10-19: 52.72%2026-10-20: 52.03%2026-10-21: 52.15%2026-10-22: 49.79%2026-10-23: 51.84%2026-10-26: 51.99%2026-10-27: 50.83%2026-10-28: 50.57%2026-10-29: 50.34%2026-10-30: 50.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.72%
52.03%
52.15%
49.79%
51.84%
51.99%
50.83%
50.57%
50.34%
50.14%