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REalloys Inc. Common Stock ALOY

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-11T05:54:29.735Z

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 · 2026-11-11T00:59:36.867439273Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T05:54:29.408540+00:00

Share price$6.31
1D-4.7%
AH$6.13$6.25$6.38$6.51$6.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALOY
Sold putSold callAH

REalloys Inc. Common Stock options

Live interpolated ALOY call and put midpoint premiums by absolute delta.REalloys Inc. Common Stock$0.09$0.49$0.90$1.30$1.70$4.22$5.17$6.11$7.06$8.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALOY spot · $6.31ALOY PRICE$0.14$0.18$0.22$0.27$0.34$0.41$0.48$0.55$0.62$0.70$0.82$0.93$1.05$0.17$0.22$0.27$0.32$0.42$0.53$0.65$0.76$0.87$1.00$1.19$1.39$1.59
PutsCheap0.77×
CallsFair0.97×
SkewBearish+2.59 pp
Implied moveBearish±$1.13
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.76129.3%25.1%5.37127.9%17.6%
25Δ7.48127.9%21.4%5.57125.7%15.2%
30Δ7.20126.6%17.6%5.77123.6%12.8%
35Δ6.95125.8%14.5%5.97121.4%10.4%
40Δ6.79126.6%13.0%6.15123.5%9.2%
45Δ6.62127.4%11.5%6.32126.2%8.3%
50Δ6.46128.2%10.0%6.50129.0%7.3%
55Δ6.29129.0%8.4%6.67131.8%6.3%
60Δ6.13129.8%6.9%6.85134.5%5.4%
65Δ5.96129.4%5.6%7.03136.8%4.4%
70Δ5.79125.4%4.7%7.27134.6%3.7%
75Δ5.62121.4%3.8%7.52132.5%2.9%
80Δ5.44117.4%2.9%7.76130.3%2.1%

20Δ

Calls
Pseudo strike
7.76
IV
129.3%
B/E move
25.1%
Puts
Pseudo strike
5.37
IV
127.9%
B/E move
17.6%

25Δ

Calls
Pseudo strike
7.48
IV
127.9%
B/E move
21.4%
Puts
Pseudo strike
5.57
IV
125.7%
B/E move
15.2%

30Δ

Calls
Pseudo strike
7.20
IV
126.6%
B/E move
17.6%
Puts
Pseudo strike
5.77
IV
123.6%
B/E move
12.8%

35Δ

Calls
Pseudo strike
6.95
IV
125.8%
B/E move
14.5%
Puts
Pseudo strike
5.97
IV
121.4%
B/E move
10.4%

40Δ

Calls
Pseudo strike
6.79
IV
126.6%
B/E move
13.0%
Puts
Pseudo strike
6.15
IV
123.5%
B/E move
9.2%

45Δ

Calls
Pseudo strike
6.62
IV
127.4%
B/E move
11.5%
Puts
Pseudo strike
6.32
IV
126.2%
B/E move
8.3%

50Δ

Calls
Pseudo strike
6.46
IV
128.2%
B/E move
10.0%
Puts
Pseudo strike
6.50
IV
129.0%
B/E move
7.3%

55Δ

Calls
Pseudo strike
6.29
IV
129.0%
B/E move
8.4%
Puts
Pseudo strike
6.67
IV
131.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
6.13
IV
129.8%
B/E move
6.9%
Puts
Pseudo strike
6.85
IV
134.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
5.96
IV
129.4%
B/E move
5.6%
Puts
Pseudo strike
7.03
IV
136.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
5.79
IV
125.4%
B/E move
4.7%
Puts
Pseudo strike
7.27
IV
134.6%
B/E move
3.7%

75Δ

Calls
Pseudo strike
5.62
IV
121.4%
B/E move
3.8%
Puts
Pseudo strike
7.52
IV
132.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
5.44
IV
117.4%
B/E move
2.9%
Puts
Pseudo strike
7.76
IV
130.3%
B/E move
2.1%

Options history

IV · four-Friday blend112.22%
Daily close
ALOY100.9%115.9%130.8%2026-08-13: 123.65%2026-08-14: 123.25%2026-08-17: 126.76%2026-08-18: 127.19%2026-08-20: 128.74%2026-08-24: 124.40%2026-08-26: 123.60%2026-08-27: 120.17%2026-08-28: 122.17%2026-08-31: 122.50%2026-09-01: 119.54%2026-09-02: 118.86%2026-09-03: 115.15%2026-09-04: 116.29%2026-09-08: 120.36%2026-09-09: 116.48%2026-09-10: 115.91%2026-09-11: 114.32%2026-09-14: 119.11%2026-09-15: 117.94%2026-09-16: 122.79%2026-09-18: 118.26%2026-09-21: 121.97%2026-09-22: 113.98%2026-09-23: 115.17%2026-09-24: 112.27%2026-09-25: 111.38%2026-09-28: 109.42%2026-09-29: 108.77%2026-09-30: 110.01%2026-10-01: 109.77%2026-10-02: 106.17%2026-10-05: 105.30%2026-10-06: 105.79%2026-10-07: 104.56%2026-10-08: 106.38%2026-10-09: 102.99%2026-10-16: 107.75%2026-10-19: 106.01%2026-10-20: 111.48%2026-10-21: 104.81%2026-10-22: 105.50%2026-10-23: 105.90%2026-10-26: 105.56%2026-10-27: 106.97%2026-10-28: 105.80%2026-10-29: 104.34%2026-10-30: 112.22%Aug 13Sep 22Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
123.65%
123.25%
126.76%
127.19%
128.74%
124.40%
123.60%
120.17%
122.17%
122.50%
119.54%
118.86%
115.15%
116.29%
120.36%
116.48%
115.91%
114.32%
119.11%
117.94%
122.79%
118.26%
121.97%
113.98%
115.17%
112.27%
111.38%
109.42%
108.77%
110.01%
109.77%
106.17%
105.30%
105.79%
104.56%
106.38%
102.99%
107.75%
106.01%
111.48%
104.81%
105.50%
105.90%
105.56%
106.97%
105.80%
104.34%
112.22%