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REalloys Inc. Common Stock ALOY

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Market datapartial · fetched 2026-10-22T05:14:54.260Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:29:21.716189637Z

FundamentalsAlpha Vantage · unavailable

Share price$7.16
1D-3.0%
AH$7.00$7.12$7.24$7.36$7.485:30 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$1.12$2.15$3.17$4.20$4.26$5.63$6.99$8.35$9.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALOY spot · $7.16ALOY PRICE$0.20$0.27$0.34$0.42$0.49$0.59$0.69$0.79$0.90$1.05$1.19$1.34$0.26$0.36$0.47$0.59$0.71$0.93$1.18$1.43$1.83$2.26$2.71$3.15$3.91
PutsExpensive1.19×
CallsExpensive1.08×
SkewBearish+16.88 pp
Implied moveBearish±$1.87
TiltBearish41.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.57101.5%36.5%5.87100.4%21.7%
25Δ9.07100.9%30.4%6.1998.3%18.6%
30Δ8.71100.5%26.4%6.4499.7%16.6%
35Δ8.37100.2%22.7%6.70101.0%14.6%
40Δ8.0399.8%19.0%6.96102.4%12.7%
45Δ7.7699.5%16.6%7.28107.5%11.4%
50Δ7.4999.2%14.3%7.61113.2%10.2%
55Δ7.2298.8%11.9%7.94119.0%9.1%
60Δ6.9698.5%9.7%8.42126.1%8.0%
65Δ6.7098.0%8.2%8.93133.6%6.9%
70Δ6.4597.5%6.7%9.46135.1%5.6%
75Δ6.1997.1%5.2%10.00135.6%4.3%
80Δ10.84138.5%3.2%

20Δ

Calls
Pseudo strike
9.57
IV
101.5%
B/E move
36.5%
Puts
Pseudo strike
5.87
IV
100.4%
B/E move
21.7%

25Δ

Calls
Pseudo strike
9.07
IV
100.9%
B/E move
30.4%
Puts
Pseudo strike
6.19
IV
98.3%
B/E move
18.6%

30Δ

Calls
Pseudo strike
8.71
IV
100.5%
B/E move
26.4%
Puts
Pseudo strike
6.44
IV
99.7%
B/E move
16.6%

35Δ

Calls
Pseudo strike
8.37
IV
100.2%
B/E move
22.7%
Puts
Pseudo strike
6.70
IV
101.0%
B/E move
14.6%

40Δ

Calls
Pseudo strike
8.03
IV
99.8%
B/E move
19.0%
Puts
Pseudo strike
6.96
IV
102.4%
B/E move
12.7%

45Δ

Calls
Pseudo strike
7.76
IV
99.5%
B/E move
16.6%
Puts
Pseudo strike
7.28
IV
107.5%
B/E move
11.4%

50Δ

Calls
Pseudo strike
7.49
IV
99.2%
B/E move
14.3%
Puts
Pseudo strike
7.61
IV
113.2%
B/E move
10.2%

55Δ

Calls
Pseudo strike
7.22
IV
98.8%
B/E move
11.9%
Puts
Pseudo strike
7.94
IV
119.0%
B/E move
9.1%

60Δ

Calls
Pseudo strike
6.96
IV
98.5%
B/E move
9.7%
Puts
Pseudo strike
8.42
IV
126.1%
B/E move
8.0%

65Δ

Calls
Pseudo strike
6.70
IV
98.0%
B/E move
8.2%
Puts
Pseudo strike
8.93
IV
133.6%
B/E move
6.9%

70Δ

Calls
Pseudo strike
6.45
IV
97.5%
B/E move
6.7%
Puts
Pseudo strike
9.46
IV
135.1%
B/E move
5.6%

75Δ

Calls
Pseudo strike
6.19
IV
97.1%
B/E move
5.2%
Puts
Pseudo strike
10.00
IV
135.6%
B/E move
4.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.84
IV
138.5%
B/E move
3.2%

Options history

No recorded observations