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RxSight, Inc. Common Stock RXST

i

Market dataready · fetched 2026-11-11T15:54:46.904Z

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 · 2026-11-11T15:51:57.511478163Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:54:46.571432+00:00

Share price$4.87
1D-0.9%
$4.85$4.89$4.92$4.95$4.995:30 AM6:30 AM9:00 AM1:00 PMRXST
Sold putSold call

RxSight, Inc. Common Stock options

Live interpolated RXST call and put midpoint premiums by absolute delta.RxSight, Inc. Common Stock$0.33$0.74$1.15$1.55$1.96$3.13$4.01$4.88$5.76$6.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RXST spot · $4.87RXST PRICE$0.38$0.39$0.40$0.41$0.42$0.63$0.87$1.12$1.36$1.60$1.84$0.38$0.38$0.38$0.38$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied moveBullish±$0.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.00461.8%46.0%
25Δ3.30407.6%39.9%
30Δ7.44331.9%60.6%3.60353.4%33.8%
35Δ6.85290.0%48.7%3.90299.2%27.6%
40Δ6.26248.1%36.9%4.19245.0%21.5%
45Δ5.67206.2%25.1%4.49190.8%15.4%
50Δ5.09164.2%13.2%4.79136.6%9.3%
55Δ4.75177.4%10.6%
60Δ4.45200.1%9.5%
65Δ4.16222.8%8.4%
70Δ3.86245.6%7.3%
75Δ3.57268.3%6.2%
80Δ3.27291.0%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
461.8%
B/E move
46.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.30
IV
407.6%
B/E move
39.9%

30Δ

Calls
Pseudo strike
7.44
IV
331.9%
B/E move
60.6%
Puts
Pseudo strike
3.60
IV
353.4%
B/E move
33.8%

35Δ

Calls
Pseudo strike
6.85
IV
290.0%
B/E move
48.7%
Puts
Pseudo strike
3.90
IV
299.2%
B/E move
27.6%

40Δ

Calls
Pseudo strike
6.26
IV
248.1%
B/E move
36.9%
Puts
Pseudo strike
4.19
IV
245.0%
B/E move
21.5%

45Δ

Calls
Pseudo strike
5.67
IV
206.2%
B/E move
25.1%
Puts
Pseudo strike
4.49
IV
190.8%
B/E move
15.4%

50Δ

Calls
Pseudo strike
5.09
IV
164.2%
B/E move
13.2%
Puts
Pseudo strike
4.79
IV
136.6%
B/E move
9.3%

55Δ

Calls
Pseudo strike
4.75
IV
177.4%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.45
IV
200.1%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.16
IV
222.8%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.86
IV
245.6%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.57
IV
268.3%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.27
IV
291.0%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations