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RxSight, Inc. Common Stock RXST

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Market datapartial · fetched 2026-10-22T14:50:49.031Z

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 · 2026-10-22T14:50:36.582108413Z

FundamentalsAlpha Vantage · unavailable

Share price$4.89
1D+0.0%
$4.84$4.87$4.90$4.93$4.965:30 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$0.27$1.25$2.23$3.21$4.19$2.18$3.47$4.77$6.06$7.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RXST spot · $4.89RXST PRICE$0.38$0.39$0.41$0.43$0.44$1.28$1.66$2.03$2.40$2.78$3.15$3.53$3.90
PutsExpensive2.55×
CallsExpensive2.22×
SkewBearish+18.00 pp
Implied moveBearish±$2.10
TiltBearish82.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.45184.9%60.0%
35Δ6.89163.2%49.0%
40Δ6.34141.6%38.0%
45Δ5.78119.9%26.9%5.31174.9%17.5%
50Δ5.2298.2%15.9%5.77170.5%15.8%
55Δ6.23166.1%14.0%
60Δ6.69161.8%12.3%
65Δ7.15157.4%10.6%
70Δ7.61153.0%8.8%
75Δ8.07148.7%7.1%
80Δ8.53144.3%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.45
IV
184.9%
B/E move
60.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.89
IV
163.2%
B/E move
49.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.34
IV
141.6%
B/E move
38.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.78
IV
119.9%
B/E move
26.9%
Puts
Pseudo strike
5.31
IV
174.9%
B/E move
17.5%

50Δ

Calls
Pseudo strike
5.22
IV
98.2%
B/E move
15.9%
Puts
Pseudo strike
5.77
IV
170.5%
B/E move
15.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.23
IV
166.1%
B/E move
14.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.69
IV
161.8%
B/E move
12.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.15
IV
157.4%
B/E move
10.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.61
IV
153.0%
B/E move
8.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.07
IV
148.7%
B/E move
7.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.53
IV
144.3%
B/E move
5.3%

Options history

No recorded observations