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RH RH

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-11-04T00:15:02.242Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:09:27.652809665Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-04T00:15:01.349969+00:00

Share price$134.00
1D-9.2%
AH$131$135$139$144$1485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRH
Sold putSold callAH

RH options

Live interpolated RH call and put midpoint premiums by absolute delta.RH$0.78$4.20$7.62$11.04$14.46$118.03$128.02$138.00$147.98$157.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ 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 —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RH spot · $134.00RH PRICE$1.15$1.62$4.23$3.64$5.80$6.89$11.47$13.47$1.29$1.69$2.40$2.55$2.87$3.66$3.75
Puts——
Calls——
Skew——
Implied moveBalanced±$7.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.5886.4%8.0%125.5991.4%7.2%
25Δ142.4194.3%7.5%127.4288.5%6.2%
30Δ128.4598.4%5.9%
35Δ130.4986.4%4.5%
40Δ131.9679.4%3.7%
45Δ136.34108.3%4.9%133.1384.9%3.4%
50Δ134.4078.7%3.0%134.3174.4%2.6%
55Δ
60Δ131.6693.9%2.6%
65Δ130.0797.1%2.2%
70Δ
75Δ124.98125.1%1.8%
80Δ122.42128.0%1.4%

20Δ

Calls
Pseudo strike
143.58
IV
86.4%
B/E move
8.0%
Puts
Pseudo strike
125.59
IV
91.4%
B/E move
7.2%

25Δ

Calls
Pseudo strike
142.41
IV
94.3%
B/E move
7.5%
Puts
Pseudo strike
127.42
IV
88.5%
B/E move
6.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
128.45
IV
98.4%
B/E move
5.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
130.49
IV
86.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
131.96
IV
79.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
136.34
IV
108.3%
B/E move
4.9%
Puts
Pseudo strike
133.13
IV
84.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
134.40
IV
78.7%
B/E move
3.0%
Puts
Pseudo strike
134.31
IV
74.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
131.66
IV
93.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
130.07
IV
97.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
124.98
IV
125.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
122.42
IV
128.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend67.14%
Daily close
RH48.4%103.9%159.4%2026-08-05: 77.36%2026-08-06: 73.91%2026-08-07: 63.54%2026-08-10: 68.78%2026-08-11: 66.93%2026-08-12: 67.03%2026-08-13: 68.09%2026-08-14: 60.81%2026-08-17: 70.55%2026-08-18: 67.47%2026-08-19: 63.56%2026-08-20: 69.63%2026-08-21: 75.20%2026-08-24: 79.42%2026-08-25: 80.78%2026-08-26: 83.82%2026-08-27: 93.23%2026-08-28: 80.02%2026-08-31: 88.10%2026-09-01: 90.88%2026-09-02: 101.03%2026-09-03: 91.06%2026-09-04: 94.42%2026-09-08: 117.37%2026-09-09: 125.15%2026-09-10: 151.78%2026-09-11: 59.44%2026-09-14: 64.14%2026-09-15: 69.26%2026-09-16: 69.75%2026-09-17: 57.80%2026-09-18: 56.06%2026-09-21: 58.86%2026-09-22: 57.78%2026-09-23: 58.75%2026-09-24: 62.32%2026-09-25: 57.56%2026-09-28: 58.33%2026-09-29: 62.38%2026-09-30: 60.24%2026-10-01: 65.25%2026-10-02: 58.97%2026-10-05: 56.13%2026-10-06: 60.57%2026-10-07: 57.60%2026-10-08: 61.22%2026-10-09: 57.43%2026-10-12: 60.04%2026-10-13: 56.84%2026-10-14: 67.63%2026-10-15: 71.64%2026-10-16: 63.77%2026-10-19: 60.22%2026-10-20: 62.51%2026-10-21: 61.25%2026-10-22: 79.12%2026-10-23: 62.60%2026-10-26: 65.42%2026-10-27: 65.82%2026-10-28: 68.51%2026-10-29: 69.10%2026-10-30: 67.14%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
77.36%
73.91%
63.54%
68.78%
66.93%
67.03%
68.09%
60.81%
70.55%
67.47%
63.56%
69.63%
75.20%
79.42%
80.78%
83.82%
93.23%
80.02%
88.10%
90.88%
101.03%
91.06%
94.42%
117.37%
125.15%
151.78%
59.44%
64.14%
69.26%
69.75%
57.80%
56.06%
58.86%
57.78%
58.75%
62.32%
57.56%
58.33%
62.38%
60.24%
65.25%
58.97%
56.13%
60.57%
57.60%
61.22%
57.43%
60.04%
56.84%
67.63%
71.64%
63.77%
60.22%
62.51%
61.25%
79.12%
62.60%
65.42%
65.82%
68.51%
69.10%
67.14%