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Rani Therapeutics Holdings, Inc. Class A Common Stock RANI

HEALTHCARE · BIOTECHNOLOGY
i

Market datapartial · fetched 2026-11-04T07:04:14.842Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-04T00:28:48.537940624Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T07:04:13.074597+00:00

Share price$0.55
1D-3.4%
AH$0.55$0.56$0.57$0.58$0.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRANI
Sold putSold callAH

Rani Therapeutics Holdings, Inc. Class A Common Stock options

Live interpolated RANI call and put midpoint premiums by absolute delta.Rani Therapeutics Holdings, Inc. Class A Common Stock$0.37$0.56$0.74$0.92$1.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 PRICERANI PRICE$0.39$0.41$0.42$0.43$0.44$0.45$0.46$0.47$0.48$0.49$0.60$0.83$1.05
PutsExpensive1.90×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.58471.3%66.6%
25Δ0.62438.9%60.6%
30Δ0.67406.4%54.6%
35Δ0.71374.0%48.6%
40Δ0.75341.5%42.6%
45Δ0.80309.0%36.6%
50Δ0.84276.6%30.5%
55Δ0.89244.1%24.5%
60Δ0.93211.7%18.5%
65Δ0.97179.2%12.5%
70Δ1.10162.5%8.2%
75Δ1.34166.8%6.0%
80Δ1.58171.1%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.58
IV
471.3%
B/E move
66.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.62
IV
438.9%
B/E move
60.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.67
IV
406.4%
B/E move
54.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.71
IV
374.0%
B/E move
48.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.75
IV
341.5%
B/E move
42.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.80
IV
309.0%
B/E move
36.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.84
IV
276.6%
B/E move
30.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.89
IV
244.1%
B/E move
24.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.93
IV
211.7%
B/E move
18.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.97
IV
179.2%
B/E move
12.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.10
IV
162.5%
B/E move
8.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
166.8%
B/E move
6.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.58
IV
171.1%
B/E move
3.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations