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ReposiTrak, Inc. TRAK

i

Market dataready · fetched 2026-11-12T03:21:12.904Z

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 · 2026-11-12T00:00:00.00318635Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T03:21:12.509030+00:00

Share price$7.15
1D+5.4%
AH$6.83$6.94$7.05$7.15$7.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRAK
Sold putSold callAH

ReposiTrak, Inc. options

Live interpolated TRAK call and put midpoint premiums by absolute delta.ReposiTrak, Inc.$0.26$1.29$2.32$3.34$4.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETRAK PRICE$0.38$0.47$0.50$0.54$0.57$0.61$0.64$0.68$0.71$1.11$1.65$2.19$2.73$4.07
PutsExpensive5.23×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.52395.6%108.3%3.85546.8%52.8%
25Δ4.35487.8%46.3%
30Δ4.85428.9%39.7%
35Δ5.35370.0%33.2%
40Δ5.85311.1%26.7%
45Δ6.35252.2%20.2%
50Δ6.85193.2%13.7%
55Δ7.35134.3%7.1%
60Δ7.90134.4%5.0%
65Δ8.47158.9%4.6%
70Δ9.04183.4%4.2%
75Δ9.61207.8%3.8%
80Δ10.97257.1%3.5%

20Δ

Calls
Pseudo strike
14.52
IV
395.6%
B/E move
108.3%
Puts
Pseudo strike
3.85
IV
546.8%
B/E move
52.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.35
IV
487.8%
B/E move
46.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.85
IV
428.9%
B/E move
39.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.35
IV
370.0%
B/E move
33.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.85
IV
311.1%
B/E move
26.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.35
IV
252.2%
B/E move
20.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.85
IV
193.2%
B/E move
13.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.35
IV
134.3%
B/E move
7.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.90
IV
134.4%
B/E move
5.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.47
IV
158.9%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.04
IV
183.4%
B/E move
4.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.61
IV
207.8%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.97
IV
257.1%
B/E move
3.5%

Options history

IV · four-Friday blend79.81%
Daily EOD
TRAK69.9%75.4%80.8%2026-10-20: 71.08%2026-10-22: 70.65%2026-10-23: 71.76%2026-10-26: 80.06%2026-10-27: 79.81%Oct 20Oct 23Oct 27
5 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
71.08%
70.65%
71.76%
80.06%
79.81%