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Red Violet, Inc. Common Stock RDVT

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-06T20:58:13.183Z

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 · 2026-11-06T20:57:43.084461969Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T20:58:11.713727+00:00

Share price$70.01
1D-1.4%
$69$70$71$72$735:30 AM6:30 AM9:00 AM1:00 PMRDVT
Sold putSold call

Red Violet, Inc. Common Stock options

Live interpolated RDVT call and put midpoint premiums by absolute delta.Red Violet, Inc. Common Stock$1.22$3.03$4.84$6.65$8.46$47.87$57.59$67.31$77.03$86.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RDVT spot · $70.01RDVT PRICE$1.41$1.73$2.03$2.30$2.57$2.83$3.33$4.10$4.87$5.65$6.42$7.93$1.51$2.00$2.48$2.54$2.61$2.67$3.04$3.68$4.33$4.98$5.62$6.55$7.89
PutsCheap0.47×
Calls——
Skew——
Implied moveBearish±$5.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.3189.2%14.6%
25Δ78.3773.8%14.0%63.1988.2%12.6%
30Δ76.3771.0%11.6%65.0586.7%10.6%
35Δ74.5967.9%9.5%66.4776.3%8.7%
40Δ73.3063.8%8.0%67.9065.9%6.7%
45Δ72.0059.7%6.5%69.3255.4%4.8%
50Δ70.7055.6%5.0%70.5150.6%3.6%
55Δ69.4954.3%4.0%71.4950.9%3.1%
60Δ68.3856.3%3.5%72.4751.2%2.7%
65Δ67.2758.3%3.0%73.4551.5%2.2%
70Δ66.1660.3%2.6%74.4351.8%1.7%
75Δ65.0562.3%2.1%75.6552.1%1.3%
80Δ63.2364.9%1.7%77.2352.5%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.31
IV
89.2%
B/E move
14.6%

25Δ

Calls
Pseudo strike
78.37
IV
73.8%
B/E move
14.0%
Puts
Pseudo strike
63.19
IV
88.2%
B/E move
12.6%

30Δ

Calls
Pseudo strike
76.37
IV
71.0%
B/E move
11.6%
Puts
Pseudo strike
65.05
IV
86.7%
B/E move
10.6%

35Δ

Calls
Pseudo strike
74.59
IV
67.9%
B/E move
9.5%
Puts
Pseudo strike
66.47
IV
76.3%
B/E move
8.7%

40Δ

Calls
Pseudo strike
73.30
IV
63.8%
B/E move
8.0%
Puts
Pseudo strike
67.90
IV
65.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
72.00
IV
59.7%
B/E move
6.5%
Puts
Pseudo strike
69.32
IV
55.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
70.70
IV
55.6%
B/E move
5.0%
Puts
Pseudo strike
70.51
IV
50.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
69.49
IV
54.3%
B/E move
4.0%
Puts
Pseudo strike
71.49
IV
50.9%
B/E move
3.1%

60Δ

Calls
Pseudo strike
68.38
IV
56.3%
B/E move
3.5%
Puts
Pseudo strike
72.47
IV
51.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
67.27
IV
58.3%
B/E move
3.0%
Puts
Pseudo strike
73.45
IV
51.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
66.16
IV
60.3%
B/E move
2.6%
Puts
Pseudo strike
74.43
IV
51.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
65.05
IV
62.3%
B/E move
2.1%
Puts
Pseudo strike
75.65
IV
52.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
63.23
IV
64.9%
B/E move
1.7%
Puts
Pseudo strike
77.23
IV
52.5%
B/E move
1.0%

Options history

IV · four-Friday blend51.04%
Daily EOD
RDVT47.2%49.3%51.3%2026-10-19: 47.58%2026-10-20: 47.95%2026-10-21: 47.55%2026-10-22: 47.51%2026-10-23: 48.30%2026-10-26: 48.62%2026-10-27: 48.42%2026-10-28: 47.49%2026-10-29: 49.80%2026-10-30: 51.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.58%
47.95%
47.55%
47.51%
48.30%
48.62%
48.42%
47.49%
49.80%
51.04%