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RxSight, Inc. Common Stock RXST

i

Market dataready · fetched 2026-11-07T05:45:28.358Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T21:00:00.941997741Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T05:45:27.491102+00:00

Share price$4.54
1D+0.7%
AH$4.36$4.42$4.48$4.54$4.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRXST
Sold putSold callAH

RxSight, Inc. Common Stock options

Live interpolated RXST call and put midpoint premiums by absolute delta.RxSight, Inc. Common Stock$1.79$2.72$3.65$4.58$5.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ 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 —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERXST PRICE$1.89$2.14$2.39$2.46$2.89$3.12$3.36$3.59$3.83$4.07$4.30$4.54$4.78$5.01$5.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ5.33405.2%46.2%
35Δ5.74384.2%42.3%
40Δ6.16363.2%38.4%
45Δ6.57342.2%34.5%
50Δ6.98321.1%30.5%
55Δ7.40300.1%26.6%
60Δ7.81279.1%22.7%
65Δ5.83386.4%70.2%8.23258.0%18.8%
70Δ5.46418.0%67.4%8.64237.0%14.9%
75Δ5.09449.6%64.7%9.05216.0%10.9%
80Δ4.11388.4%44.7%9.47195.0%7.0%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.33
IV
405.2%
B/E move
46.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.74
IV
384.2%
B/E move
42.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.16
IV
363.2%
B/E move
38.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.57
IV
342.2%
B/E move
34.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.98
IV
321.1%
B/E move
30.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.40
IV
300.1%
B/E move
26.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.81
IV
279.1%
B/E move
22.7%

65Δ

Calls
Pseudo strike
5.83
IV
386.4%
B/E move
70.2%
Puts
Pseudo strike
8.23
IV
258.0%
B/E move
18.8%

70Δ

Calls
Pseudo strike
5.46
IV
418.0%
B/E move
67.4%
Puts
Pseudo strike
8.64
IV
237.0%
B/E move
14.9%

75Δ

Calls
Pseudo strike
5.09
IV
449.6%
B/E move
64.7%
Puts
Pseudo strike
9.05
IV
216.0%
B/E move
10.9%

80Δ

Calls
Pseudo strike
4.11
IV
388.4%
B/E move
44.7%
Puts
Pseudo strike
9.47
IV
195.0%
B/E move
7.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations