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Revolve Group, Inc. RVLV

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-11-04T06:53:37.078Z

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 · 2026-11-04T00:55:37.103580059Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T06:53:35.585136+00:00

Share price$20.50
1D-8.4%
AH$19.79$20.55$21.31$22.08$22.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRVLV
Sold putSold callAH

Revolve Group, Inc. options

Live interpolated RVLV call and put midpoint premiums by absolute delta.Revolve Group, Inc.$0.21$1.81$3.42$5.02$6.62$16.57$19.23$21.88$24.54$27.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVLV spot · $20.50RVLV PRICE$0.43$0.61$0.79$0.97$1.20$1.53$1.85$2.18$2.56$3.23$3.90$4.76$6.16$0.38$0.49$0.59$0.69$0.80$0.95$1.11$1.26$1.41$1.57$1.72$1.88$2.03
PutsCheap0.87×
CallsExpensive2.49×
SkewBullish-72.07 pp
Implied moveBullish±$2.96
TiltBullish34.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9798.8%23.9%18.0474.8%13.9%
25Δ24.30101.2%21.5%18.5571.1%11.9%
30Δ23.63103.5%19.2%19.0667.3%9.9%
35Δ22.96105.9%16.8%19.5763.6%7.9%
40Δ22.31109.1%14.7%20.0460.1%6.1%
45Δ21.71114.3%13.4%20.3358.2%5.5%
50Δ21.11119.4%12.0%20.6156.3%4.8%
55Δ20.51124.6%10.6%20.9054.4%4.2%
60Δ19.86131.0%9.4%21.1852.5%3.6%
65Δ19.00143.7%8.4%21.4750.5%2.9%
70Δ18.14156.4%7.5%21.7648.6%2.3%
75Δ17.11173.7%6.7%22.0446.7%1.6%
80Δ15.59204.2%6.1%22.3344.8%1.0%

20Δ

Calls
Pseudo strike
24.97
IV
98.8%
B/E move
23.9%
Puts
Pseudo strike
18.04
IV
74.8%
B/E move
13.9%

25Δ

Calls
Pseudo strike
24.30
IV
101.2%
B/E move
21.5%
Puts
Pseudo strike
18.55
IV
71.1%
B/E move
11.9%

30Δ

Calls
Pseudo strike
23.63
IV
103.5%
B/E move
19.2%
Puts
Pseudo strike
19.06
IV
67.3%
B/E move
9.9%

35Δ

Calls
Pseudo strike
22.96
IV
105.9%
B/E move
16.8%
Puts
Pseudo strike
19.57
IV
63.6%
B/E move
7.9%

40Δ

Calls
Pseudo strike
22.31
IV
109.1%
B/E move
14.7%
Puts
Pseudo strike
20.04
IV
60.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
21.71
IV
114.3%
B/E move
13.4%
Puts
Pseudo strike
20.33
IV
58.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
21.11
IV
119.4%
B/E move
12.0%
Puts
Pseudo strike
20.61
IV
56.3%
B/E move
4.8%

55Δ

Calls
Pseudo strike
20.51
IV
124.6%
B/E move
10.6%
Puts
Pseudo strike
20.90
IV
54.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
19.86
IV
131.0%
B/E move
9.4%
Puts
Pseudo strike
21.18
IV
52.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
19.00
IV
143.7%
B/E move
8.4%
Puts
Pseudo strike
21.47
IV
50.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
18.14
IV
156.4%
B/E move
7.5%
Puts
Pseudo strike
21.76
IV
48.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
17.11
IV
173.7%
B/E move
6.7%
Puts
Pseudo strike
22.04
IV
46.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
15.59
IV
204.2%
B/E move
6.1%
Puts
Pseudo strike
22.33
IV
44.8%
B/E move
1.0%

Options history

IV · four-Friday blend61.19%
Daily EOD
RVLV58.0%60.3%62.6%2026-10-19: 60.04%2026-10-20: 58.30%2026-10-21: 59.63%2026-10-22: 60.07%2026-10-23: 61.07%2026-10-26: 60.94%2026-10-27: 60.99%2026-10-28: 62.29%2026-10-29: 61.77%2026-10-30: 61.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
60.04%
58.30%
59.63%
60.07%
61.07%
60.94%
60.99%
62.29%
61.77%
61.19%