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Red Violet, Inc. Common Stock RDVT

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-08T21:12:52.031Z

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: 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 · 2026-11-06T22:48:33.509406296Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T21:12:51.689064+00:00

Share price$70.50
1D-1.3%
AH$69$70$71$72$735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDVT
Sold putSold callAH

Red Violet, Inc. Common Stock options

Live interpolated RDVT call and put midpoint premiums by absolute delta.Red Violet, Inc. Common Stock$1.13$3.44$5.75$8.06$10.38$48.60$58.12$67.64$77.16$86.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RDVT spot · $70.50RDVT PRICE$1.38$1.68$1.98$2.23$2.47$2.71$2.96$3.63$4.33$5.04$5.75$6.45$1.57$2.08$2.49$2.56$2.63$2.74$3.45$4.16$4.87$5.58$6.63$8.17$9.71
PutsCheap0.51×
Calls——
Skew——
Implied moveBearish±$6.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.5398.9%15.0%
25Δ78.5977.1%13.4%63.4898.0%12.9%
30Δ76.6774.0%11.1%65.3494.6%10.8%
35Δ74.8470.7%9.0%66.9282.5%8.7%
40Δ73.6666.3%7.6%68.5070.3%6.6%
45Δ72.4761.8%6.3%70.0558.9%4.5%
50Δ71.2857.4%5.0%71.1359.9%4.0%
55Δ70.0953.0%3.6%72.2161.0%3.5%
60Δ69.0653.6%3.1%73.2862.0%3.0%
65Δ68.0554.6%2.7%74.3663.1%2.4%
70Δ67.0355.6%2.2%75.7464.8%2.0%
75Δ66.0156.7%1.8%77.5567.5%1.6%
80Δ64.9957.7%1.3%79.3770.2%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.53
IV
98.9%
B/E move
15.0%

25Δ

Calls
Pseudo strike
78.59
IV
77.1%
B/E move
13.4%
Puts
Pseudo strike
63.48
IV
98.0%
B/E move
12.9%

30Δ

Calls
Pseudo strike
76.67
IV
74.0%
B/E move
11.1%
Puts
Pseudo strike
65.34
IV
94.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
74.84
IV
70.7%
B/E move
9.0%
Puts
Pseudo strike
66.92
IV
82.5%
B/E move
8.7%

40Δ

Calls
Pseudo strike
73.66
IV
66.3%
B/E move
7.6%
Puts
Pseudo strike
68.50
IV
70.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
72.47
IV
61.8%
B/E move
6.3%
Puts
Pseudo strike
70.05
IV
58.9%
B/E move
4.5%

50Δ

Calls
Pseudo strike
71.28
IV
57.4%
B/E move
5.0%
Puts
Pseudo strike
71.13
IV
59.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
70.09
IV
53.0%
B/E move
3.6%
Puts
Pseudo strike
72.21
IV
61.0%
B/E move
3.5%

60Δ

Calls
Pseudo strike
69.06
IV
53.6%
B/E move
3.1%
Puts
Pseudo strike
73.28
IV
62.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
68.05
IV
54.6%
B/E move
2.7%
Puts
Pseudo strike
74.36
IV
63.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
67.03
IV
55.6%
B/E move
2.2%
Puts
Pseudo strike
75.74
IV
64.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
66.01
IV
56.7%
B/E move
1.8%
Puts
Pseudo strike
77.55
IV
67.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
64.99
IV
57.7%
B/E move
1.3%
Puts
Pseudo strike
79.37
IV
70.2%
B/E move
1.2%

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%