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Revolve Group, Inc. RVLV

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-11-12T03:26:46.254Z

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 · 2026-11-12T00:00:00.003521475Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:19:33.150169+00:00

Share price$19.90
1D+4.3%
AH$19.71$20.00$20.29$20.58$20.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRVLV
Sold putSold callAH

Revolve Group, Inc. options

Live interpolated RVLV call and put midpoint premiums by absolute delta.Revolve Group, Inc.$0.04$1.82$3.60$5.38$7.17$15.05$17.67$20.29$22.90$25.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVLV spot · $19.90RVLV PRICE$0.23$0.30$0.38$0.45$0.53$0.60$0.68$0.95$1.23$1.50$1.78$2.05$2.33$0.28$0.36$0.44$0.53$0.61$0.69$0.79$1.77$2.75$3.72$4.70$5.68$6.65
PutsCheap0.59×
CallsCheap0.43×
SkewBearish+9.83 pp
Implied moveBearish±$1.47
TiltBearish38.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.9361.1%11.4%18.0172.5%10.9%
25Δ21.6160.5%10.1%18.3470.2%9.6%
30Δ21.2959.8%8.9%18.6867.9%8.4%
35Δ20.9759.2%7.6%19.0165.6%7.1%
40Δ20.6458.5%6.4%19.3463.3%5.9%
45Δ20.3257.9%5.1%19.6761.0%4.6%
50Δ20.0057.2%3.9%20.0258.9%3.4%
55Δ19.6560.9%3.5%21.0766.1%3.0%
60Δ19.2964.6%3.1%22.1273.2%2.7%
65Δ18.9468.3%2.7%23.1680.4%2.3%
70Δ18.5972.0%2.3%24.2187.5%2.0%
75Δ18.2375.7%1.9%25.2694.6%1.6%
80Δ17.8879.4%1.6%26.30101.8%1.3%

20Δ

Calls
Pseudo strike
21.93
IV
61.1%
B/E move
11.4%
Puts
Pseudo strike
18.01
IV
72.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
21.61
IV
60.5%
B/E move
10.1%
Puts
Pseudo strike
18.34
IV
70.2%
B/E move
9.6%

30Δ

Calls
Pseudo strike
21.29
IV
59.8%
B/E move
8.9%
Puts
Pseudo strike
18.68
IV
67.9%
B/E move
8.4%

35Δ

Calls
Pseudo strike
20.97
IV
59.2%
B/E move
7.6%
Puts
Pseudo strike
19.01
IV
65.6%
B/E move
7.1%

40Δ

Calls
Pseudo strike
20.64
IV
58.5%
B/E move
6.4%
Puts
Pseudo strike
19.34
IV
63.3%
B/E move
5.9%

45Δ

Calls
Pseudo strike
20.32
IV
57.9%
B/E move
5.1%
Puts
Pseudo strike
19.67
IV
61.0%
B/E move
4.6%

50Δ

Calls
Pseudo strike
20.00
IV
57.2%
B/E move
3.9%
Puts
Pseudo strike
20.02
IV
58.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
19.65
IV
60.9%
B/E move
3.5%
Puts
Pseudo strike
21.07
IV
66.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
19.29
IV
64.6%
B/E move
3.1%
Puts
Pseudo strike
22.12
IV
73.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
18.94
IV
68.3%
B/E move
2.7%
Puts
Pseudo strike
23.16
IV
80.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
18.59
IV
72.0%
B/E move
2.3%
Puts
Pseudo strike
24.21
IV
87.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
18.23
IV
75.7%
B/E move
1.9%
Puts
Pseudo strike
25.26
IV
94.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
17.88
IV
79.4%
B/E move
1.6%
Puts
Pseudo strike
26.30
IV
101.8%
B/E move
1.3%

Options history

IV · four-Friday blend61.19%
Daily EOD
RVLV58.0%60.3%62.6%2026-10-19: 60.04%2026-10-20: 58.30%2026-10-21: 59.63%2026-10-22: 60.07%2026-10-23: 61.07%2026-10-26: 60.94%2026-10-27: 60.99%2026-10-28: 62.29%2026-10-29: 61.77%2026-10-30: 61.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
60.04%
58.30%
59.63%
60.07%
61.07%
60.94%
60.99%
62.29%
61.77%
61.19%