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RxSight, Inc. Common Stock RXST

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Market datapartial · fetched 2026-10-22T21:11:38.610Z

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 · 2026-10-22T20:00:01.734943034Z

FundamentalsAlpha Vantage · unavailable

Share price$5.08
1D+3.5%
AH$4.83$4.90$4.97$5.03$5.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRXST
Sold putSold callAH

RxSight, Inc. Common Stock options

Live interpolated RXST call and put midpoint premiums by absolute delta.RxSight, Inc. Common Stock$0.25$1.45$2.64$3.84$5.04$1.54$3.07$4.60$6.13$7.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RXST spot · $5.08RXST PRICE$0.38$0.41$0.45$0.48$0.52$0.55$1.16$1.92$2.68$3.28$3.64$3.99$4.34$4.70
PutsExpensive3.36×
CallsExpensive2.15×
SkewBearish+67.24 pp
Implied moveBearish±$2.44
TiltBearish80.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.48175.4%54.7%
35Δ7.04160.8%46.7%
40Δ6.60146.1%38.7%
45Δ6.16131.5%30.7%5.55144.1%13.6%
50Δ5.71116.8%22.7%6.30183.5%13.9%
55Δ5.27102.2%14.7%7.04222.9%14.2%
60Δ7.68243.0%13.5%
65Δ8.14231.3%11.3%
70Δ8.61219.6%9.1%
75Δ9.07207.8%7.0%
80Δ9.53196.1%4.8%

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
7.48
IV
175.4%
B/E move
54.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.04
IV
160.8%
B/E move
46.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.60
IV
146.1%
B/E move
38.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.16
IV
131.5%
B/E move
30.7%
Puts
Pseudo strike
5.55
IV
144.1%
B/E move
13.6%

50Δ

Calls
Pseudo strike
5.71
IV
116.8%
B/E move
22.7%
Puts
Pseudo strike
6.30
IV
183.5%
B/E move
13.9%

55Δ

Calls
Pseudo strike
5.27
IV
102.2%
B/E move
14.7%
Puts
Pseudo strike
7.04
IV
222.9%
B/E move
14.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.68
IV
243.0%
B/E move
13.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.14
IV
231.3%
B/E move
11.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.61
IV
219.6%
B/E move
9.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.07
IV
207.8%
B/E move
7.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.53
IV
196.1%
B/E move
4.8%

Options history

No recorded observations