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Richardson Electronics, Ltd. Common Stock RELL

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-11-03T21:56:31.558Z

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 · 2026-11-03T21:00:00.317984665Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-03T21:56:30.852837+00:00

Share price$20.67
1D+4.1%
AH$19.68$20.04$20.39$20.74$21.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRELL
Sold putSold callAH

Richardson Electronics, Ltd. Common Stock options

Live interpolated RELL call and put midpoint premiums by absolute delta.Richardson Electronics, Ltd. Common Stock$0.23$1.43$2.63$3.83$5.03$14.85$17.54$20.22$22.91$25.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RELL spot · $20.67RELL PRICE$0.36$0.47$0.59$0.73$0.93$1.12$1.31$1.50$1.70$2.30$3.07$3.84$4.49$0.89$1.12$1.26$1.40$1.55$1.79$2.03$2.27$2.51$2.86$3.47$4.08$4.68
PutsExpensive1.33×
CallsExpensive1.17×
SkewBearish+20.01 pp
Implied moveBearish±$3.34
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3076.6%19.3%16.50151.5%24.5%
25Δ23.6075.4%16.5%17.61143.5%20.2%
30Δ22.9074.2%13.6%18.43130.7%16.9%
35Δ22.3173.8%11.5%19.26117.9%13.6%
40Δ21.8774.7%10.3%20.05106.0%10.5%
45Δ21.4475.5%9.1%20.57102.1%9.1%
50Δ21.0076.4%7.9%21.1098.2%7.8%
55Δ20.5677.2%6.7%21.6294.3%6.4%
60Δ20.1278.1%5.6%22.1490.4%5.0%
65Δ19.4290.8%5.1%22.7388.2%3.9%
70Δ18.61108.3%4.9%23.4889.5%3.2%
75Δ17.80125.8%4.7%24.2390.8%2.5%
80Δ16.98128.7%3.9%24.9892.2%1.8%

20Δ

Calls
Pseudo strike
24.30
IV
76.6%
B/E move
19.3%
Puts
Pseudo strike
16.50
IV
151.5%
B/E move
24.5%

25Δ

Calls
Pseudo strike
23.60
IV
75.4%
B/E move
16.5%
Puts
Pseudo strike
17.61
IV
143.5%
B/E move
20.2%

30Δ

Calls
Pseudo strike
22.90
IV
74.2%
B/E move
13.6%
Puts
Pseudo strike
18.43
IV
130.7%
B/E move
16.9%

35Δ

Calls
Pseudo strike
22.31
IV
73.8%
B/E move
11.5%
Puts
Pseudo strike
19.26
IV
117.9%
B/E move
13.6%

40Δ

Calls
Pseudo strike
21.87
IV
74.7%
B/E move
10.3%
Puts
Pseudo strike
20.05
IV
106.0%
B/E move
10.5%

45Δ

Calls
Pseudo strike
21.44
IV
75.5%
B/E move
9.1%
Puts
Pseudo strike
20.57
IV
102.1%
B/E move
9.1%

50Δ

Calls
Pseudo strike
21.00
IV
76.4%
B/E move
7.9%
Puts
Pseudo strike
21.10
IV
98.2%
B/E move
7.8%

55Δ

Calls
Pseudo strike
20.56
IV
77.2%
B/E move
6.7%
Puts
Pseudo strike
21.62
IV
94.3%
B/E move
6.4%

60Δ

Calls
Pseudo strike
20.12
IV
78.1%
B/E move
5.6%
Puts
Pseudo strike
22.14
IV
90.4%
B/E move
5.0%

65Δ

Calls
Pseudo strike
19.42
IV
90.8%
B/E move
5.1%
Puts
Pseudo strike
22.73
IV
88.2%
B/E move
3.9%

70Δ

Calls
Pseudo strike
18.61
IV
108.3%
B/E move
4.9%
Puts
Pseudo strike
23.48
IV
89.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
17.80
IV
125.8%
B/E move
4.7%
Puts
Pseudo strike
24.23
IV
90.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
16.98
IV
128.7%
B/E move
3.9%
Puts
Pseudo strike
24.98
IV
92.2%
B/E move
1.8%

Options history

IV · four-Friday blend78.86%
Daily EOD
RELL72.3%75.8%79.3%2026-10-19: 76.27%2026-10-20: 75.57%2026-10-21: 73.88%2026-10-22: 72.78%2026-10-23: 76.77%2026-10-26: 78.75%2026-10-27: 76.53%2026-10-28: 75.65%2026-10-29: 74.02%2026-10-30: 78.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.27%
75.57%
73.88%
72.78%
76.77%
78.75%
76.53%
75.65%
74.02%
78.86%