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Riskified Ltd. RSKD

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-04T04:45:32.558Z

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 · 2026-11-04T00:00:00.002430457Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:45:31.226593+00:00

Share price$8.62
1D+0.0%
AH$8.30$8.42$8.54$8.65$8.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSKD
Sold putSold callAH

Riskified Ltd. options

Live interpolated RSKD call and put midpoint premiums by absolute delta.Riskified Ltd.$0.22$1.16$2.10$3.04$3.99$6.96$7.77$8.59$9.41$10.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RSKD spot · $8.62RSKD PRICE$0.38$0.32$0.38$0.45$0.52$0.65$0.79$0.94$1.08$1.22$1.37$0.33$0.46$0.58$0.71$0.84$0.97$1.19$1.48$1.78$2.24$2.78$3.71
Puts——
Calls——
Skew——
Implied moveBearish±$1.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.65162.1%39.6%7.6994.6%14.6%
30Δ9.92100.0%18.7%7.9397.4%13.3%
35Δ9.6297.3%16.1%8.17100.2%12.0%
40Δ9.3394.5%13.5%8.41103.0%10.7%
45Δ9.0391.8%10.8%8.65105.8%9.4%
50Δ8.7993.3%9.5%8.89108.6%8.1%
55Δ8.5595.3%8.4%9.21113.1%7.0%
60Δ8.3197.4%7.3%9.57118.8%6.2%
65Δ8.0799.4%6.2%9.94124.6%5.3%
70Δ7.83101.5%5.1%10.48131.6%4.5%
75Δ7.60103.5%4.0%11.08139.4%3.7%
80Δ12.09153.3%2.9%

20Δ

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

25Δ

Calls
Pseudo strike
11.65
IV
162.1%
B/E move
39.6%
Puts
Pseudo strike
7.69
IV
94.6%
B/E move
14.6%

30Δ

Calls
Pseudo strike
9.92
IV
100.0%
B/E move
18.7%
Puts
Pseudo strike
7.93
IV
97.4%
B/E move
13.3%

35Δ

Calls
Pseudo strike
9.62
IV
97.3%
B/E move
16.1%
Puts
Pseudo strike
8.17
IV
100.2%
B/E move
12.0%

40Δ

Calls
Pseudo strike
9.33
IV
94.5%
B/E move
13.5%
Puts
Pseudo strike
8.41
IV
103.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
9.03
IV
91.8%
B/E move
10.8%
Puts
Pseudo strike
8.65
IV
105.8%
B/E move
9.4%

50Δ

Calls
Pseudo strike
8.79
IV
93.3%
B/E move
9.5%
Puts
Pseudo strike
8.89
IV
108.6%
B/E move
8.1%

55Δ

Calls
Pseudo strike
8.55
IV
95.3%
B/E move
8.4%
Puts
Pseudo strike
9.21
IV
113.1%
B/E move
7.0%

60Δ

Calls
Pseudo strike
8.31
IV
97.4%
B/E move
7.3%
Puts
Pseudo strike
9.57
IV
118.8%
B/E move
6.2%

65Δ

Calls
Pseudo strike
8.07
IV
99.4%
B/E move
6.2%
Puts
Pseudo strike
9.94
IV
124.6%
B/E move
5.3%

70Δ

Calls
Pseudo strike
7.83
IV
101.5%
B/E move
5.1%
Puts
Pseudo strike
10.48
IV
131.6%
B/E move
4.5%

75Δ

Calls
Pseudo strike
7.60
IV
103.5%
B/E move
4.0%
Puts
Pseudo strike
11.08
IV
139.4%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.09
IV
153.3%
B/E move
2.9%

Options history

IV · four-Friday blend69.33%
Daily EOD
RSKD67.3%74.7%82.0%2026-10-19: 68.73%2026-10-20: 73.77%2026-10-21: 74.53%2026-10-22: 68.34%2026-10-23: 70.24%2026-10-26: 69.55%2026-10-27: 80.97%2026-10-28: 73.00%2026-10-29: 74.47%2026-10-30: 69.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.73%
73.77%
74.53%
68.34%
70.24%
69.55%
80.97%
73.00%
74.47%
69.33%