IntraAlpha
Create free account Start free

Rithm Capital Corp. RITM

i

Market dataready · fetched 2026-11-04T08:49:29.576Z

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 · 2026-11-04T00:58:47.129033119Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T08:49:29.002693+00:00

Share price$9.25
1D-2.3%
AH$9.19$9.27$9.34$9.42$9.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRITM
Sold putSold callAH

Rithm Capital Corp. options

Live interpolated RITM call and put midpoint premiums by absolute delta.Rithm Capital Corp.$0.03$0.47$0.90$1.33$1.77$8.08$8.68$9.29$9.89$10.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RITM spot · $9.25RITM PRICE$0.08$0.11$0.14$0.17$0.20$0.23$0.26$0.29$0.32$0.35$0.39$0.63$0.87$0.08$0.10$0.12$0.24$0.39$0.55$0.71$0.86$1.02$1.17$1.33$1.49$1.64
PutsFair0.98×
CallsCheap0.59×
SkewBearish+16.67 pp
Implied moveBearish±$0.96
TiltBearish41.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.8327.5%7.2%8.5537.8%8.4%
25Δ9.7527.6%6.6%8.7534.7%6.5%
30Δ9.6727.7%6.0%8.9431.6%4.6%
35Δ9.5827.8%5.4%9.1333.4%3.8%
40Δ9.5027.9%4.9%9.3237.2%3.5%
45Δ9.4128.0%4.3%9.5040.9%3.2%
50Δ9.3328.1%3.7%9.6844.6%2.9%
55Δ9.2528.2%3.1%9.8748.4%2.6%
60Δ9.1628.3%2.5%10.0552.1%2.4%
65Δ9.0828.4%1.9%10.2355.8%2.1%
70Δ8.9928.9%1.3%10.4259.6%1.8%
75Δ8.7336.7%1.2%10.6063.3%1.5%
80Δ8.4844.5%1.1%10.7967.0%1.2%

20Δ

Calls
Pseudo strike
9.83
IV
27.5%
B/E move
7.2%
Puts
Pseudo strike
8.55
IV
37.8%
B/E move
8.4%

25Δ

Calls
Pseudo strike
9.75
IV
27.6%
B/E move
6.6%
Puts
Pseudo strike
8.75
IV
34.7%
B/E move
6.5%

30Δ

Calls
Pseudo strike
9.67
IV
27.7%
B/E move
6.0%
Puts
Pseudo strike
8.94
IV
31.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
9.58
IV
27.8%
B/E move
5.4%
Puts
Pseudo strike
9.13
IV
33.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
9.50
IV
27.9%
B/E move
4.9%
Puts
Pseudo strike
9.32
IV
37.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
9.41
IV
28.0%
B/E move
4.3%
Puts
Pseudo strike
9.50
IV
40.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
9.33
IV
28.1%
B/E move
3.7%
Puts
Pseudo strike
9.68
IV
44.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
9.25
IV
28.2%
B/E move
3.1%
Puts
Pseudo strike
9.87
IV
48.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
9.16
IV
28.3%
B/E move
2.5%
Puts
Pseudo strike
10.05
IV
52.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
9.08
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
10.23
IV
55.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
8.99
IV
28.9%
B/E move
1.3%
Puts
Pseudo strike
10.42
IV
59.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
8.73
IV
36.7%
B/E move
1.2%
Puts
Pseudo strike
10.60
IV
63.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
8.48
IV
44.5%
B/E move
1.1%
Puts
Pseudo strike
10.79
IV
67.0%
B/E move
1.2%

Options history

IV · four-Friday blend38.74%
Daily EOD
RITM34.9%39.0%43.0%2026-10-19: 37.27%2026-10-21: 42.48%2026-10-22: 35.48%2026-10-26: 38.74%Oct 19Oct 21Oct 26
4 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
37.27%
42.48%
35.48%
38.74%