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Accuray Incorporated ARAY

HEALTHCARE · MEDICAL DEVICES
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Market dataready · fetched 2026-10-15T20:35:21.250Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:27:05.89041574Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:19.240884+00:00

Share price$0.17
1D+1.2%
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$1.05$1.57$2.27$2.98$3.69$4.39$5.10$5.81$6.51$7.22$7.92
PutsExpensive3.27×
CallsExpensive1.81×
SkewBearish+223.16 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-0.9672.5%650.1%0.49800.0%100.8%
25Δ-0.40176.8%323.8%0.78800.0%75.9%
30Δ0.17281.2%2.4%1.11800.0%66.0%
35Δ0.74385.6%366.5%1.57800.0%100.0%
40Δ1.31489.9%754.7%2.27800.0%100.0%
45Δ1.88594.3%1142.9%2.98800.0%100.0%
50Δ2.45698.7%1531.1%3.69800.0%100.0%
55Δ2.98800.0%1893.1%4.39800.0%100.0%
60Δ2.18800.0%1381.3%5.10800.0%100.0%
65Δ1.55800.0%1070.9%5.81800.0%100.0%
70Δ1.11800.0%764.5%6.51800.0%100.0%
75Δ0.67800.0%452.2%7.22800.0%100.0%
80Δ0.23800.0%139.8%7.92800.0%100.0%

20Δ

Calls
Pseudo strike
-0.96
IV
72.5%
B/E move
650.1%
Puts
Pseudo strike
0.49
IV
800.0%
B/E move
100.8%

25Δ

Calls
Pseudo strike
-0.40
IV
176.8%
B/E move
323.8%
Puts
Pseudo strike
0.78
IV
800.0%
B/E move
75.9%

30Δ

Calls
Pseudo strike
0.17
IV
281.2%
B/E move
2.4%
Puts
Pseudo strike
1.11
IV
800.0%
B/E move
66.0%

35Δ

Calls
Pseudo strike
0.74
IV
385.6%
B/E move
366.5%
Puts
Pseudo strike
1.57
IV
800.0%
B/E move
100.0%

40Δ

Calls
Pseudo strike
1.31
IV
489.9%
B/E move
754.7%
Puts
Pseudo strike
2.27
IV
800.0%
B/E move
100.0%

45Δ

Calls
Pseudo strike
1.88
IV
594.3%
B/E move
1142.9%
Puts
Pseudo strike
2.98
IV
800.0%
B/E move
100.0%

50Δ

Calls
Pseudo strike
2.45
IV
698.7%
B/E move
1531.1%
Puts
Pseudo strike
3.69
IV
800.0%
B/E move
100.0%

55Δ

Calls
Pseudo strike
2.98
IV
800.0%
B/E move
1893.1%
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
1381.3%
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
1070.9%
Puts
Pseudo strike
5.81
IV
800.0%
B/E move
100.0%

70Δ

Calls
Pseudo strike
1.11
IV
800.0%
B/E move
764.5%
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
452.2%
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
139.8%
Puts
Pseudo strike
7.92
IV
800.0%
B/E move
100.0%