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Accuray Incorporated ARAY

HEALTHCARE · MEDICAL DEVICES
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Market dataready · fetched 2026-10-15T20:03:49.259Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.20788822Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:48.147959+00:00

Share price$0.17
1D+0.9%
AH$0.16$0.16$0.17$0.18$0.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARAY
Sold putSold callAH

Accuray Incorporated options

Live interpolated ARAY call and put midpoint premiums by absolute delta.Accuray Incorporated$0.00$2.14$4.28$6.42$8.56$-0.35$-0.12$0.11$0.35$0.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $0.17OPTION PRICELive ARAY spot · $0.17ARAY PRICE$0.01$0.01$0.01$0.07$0.18$0.29$0.40$0.50$0.40$0.49$0.40$0.29$0.18$0.49$0.74$1.04$1.56$2.27$2.98$3.68$4.39$5.10$5.80$6.51$7.22$7.92
PutsExpensive3.28×
CallsExpensive1.80×
SkewBearish+223.06 pp
Implied moveBearish±$4.08
TiltBearish87.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ-0.9772.5%656.1%0.49800.0%100.9%
25Δ-0.40176.9%328.1%0.78800.0%75.9%
30Δ0.17281.3%0.2%1.10800.0%65.8%
35Δ0.74385.7%365.4%1.56800.0%100.0%
40Δ1.31490.2%755.6%2.27800.0%100.0%
45Δ1.88594.6%1145.9%2.98800.0%100.0%
50Δ2.45699.0%1536.2%3.68800.0%100.0%
55Δ2.97800.0%1897.2%4.39800.0%100.0%
60Δ2.18800.0%1383.7%5.10800.0%100.0%
65Δ1.55800.0%1073.4%5.80800.0%100.0%
70Δ1.10800.0%765.8%6.51800.0%100.0%
75Δ0.67800.0%452.6%7.22800.0%100.0%
80Δ0.23800.0%139.3%7.92800.0%100.0%

20Δ

Calls
Pseudo strike
-0.97
IV
72.5%
B/E move
656.1%
Puts
Pseudo strike
0.49
IV
800.0%
B/E move
100.9%

25Δ

Calls
Pseudo strike
-0.40
IV
176.9%
B/E move
328.1%
Puts
Pseudo strike
0.78
IV
800.0%
B/E move
75.9%

30Δ

Calls
Pseudo strike
0.17
IV
281.3%
B/E move
0.2%
Puts
Pseudo strike
1.10
IV
800.0%
B/E move
65.8%

35Δ

Calls
Pseudo strike
0.74
IV
385.7%
B/E move
365.4%
Puts
Pseudo strike
1.56
IV
800.0%
B/E move
100.0%

40Δ

Calls
Pseudo strike
1.31
IV
490.2%
B/E move
755.6%
Puts
Pseudo strike
2.27
IV
800.0%
B/E move
100.0%

45Δ

Calls
Pseudo strike
1.88
IV
594.6%
B/E move
1145.9%
Puts
Pseudo strike
2.98
IV
800.0%
B/E move
100.0%

50Δ

Calls
Pseudo strike
2.45
IV
699.0%
B/E move
1536.2%
Puts
Pseudo strike
3.68
IV
800.0%
B/E move
100.0%

55Δ

Calls
Pseudo strike
2.97
IV
800.0%
B/E move
1897.2%
Puts
Pseudo strike
4.39
IV
800.0%
B/E move
100.0%

60Δ

Calls
Pseudo strike
2.18
IV
800.0%
B/E move
1383.7%
Puts
Pseudo strike
5.10
IV
800.0%
B/E move
100.0%

65Δ

Calls
Pseudo strike
1.55
IV
800.0%
B/E move
1073.4%
Puts
Pseudo strike
5.80
IV
800.0%
B/E move
100.0%

70Δ

Calls
Pseudo strike
1.10
IV
800.0%
B/E move
765.8%
Puts
Pseudo strike
6.51
IV
800.0%
B/E move
100.0%

75Δ

Calls
Pseudo strike
0.67
IV
800.0%
B/E move
452.6%
Puts
Pseudo strike
7.22
IV
800.0%
B/E move
100.0%

80Δ

Calls
Pseudo strike
0.23
IV
800.0%
B/E move
139.3%
Puts
Pseudo strike
7.92
IV
800.0%
B/E move
100.0%