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Critical Metals Corp. Ordinary Shares CRML

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-15T20:04:40.183Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:11.73076771Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:39.813399+00:00

Share price$6.96
1D+15.4%
AH$5.84$6.14$6.44$6.74$7.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRML
Sold putSold callAH

Critical Metals Corp. Ordinary Shares options

Live interpolated CRML call and put midpoint premiums by absolute delta.Critical Metals Corp. Ordinary Shares$0.00$0.93$1.86$2.79$3.72$5.70$6.26$6.82$7.37$7.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $6.96OPTION PRICELive CRML spot · $6.96CRML PRICE$0.10$0.10$0.10$0.10$0.10$0.10$0.26$0.44$0.62$0.80$0.99$1.17$1.35$0.06$0.09$0.12$0.14$0.17$0.19$0.22$0.42$0.72$1.01$1.29$2.75$3.45
PutsExpensive2.04×
CallsExpensive1.10×
SkewBearish+67.28 pp
Implied moveBullish±$0.48
TiltBearish26.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.96388.3%30.1%6.54143.9%6.9%
25Δ8.57328.3%24.6%6.61143.3%6.3%
30Δ8.19268.4%19.1%6.69142.8%5.6%
35Δ7.81208.4%13.6%6.76142.3%4.9%
40Δ7.43148.4%8.1%6.83141.8%4.2%
45Δ7.0588.5%2.7%6.90141.2%3.6%
50Δ6.83104.1%1.9%6.98140.7%2.9%
55Δ6.64129.9%1.7%7.19192.6%2.9%
60Δ6.44155.6%1.5%7.46268.7%3.2%
65Δ6.25181.4%1.3%7.73344.8%3.4%
70Δ6.05207.1%1.2%7.99416.7%3.7%
75Δ5.86232.9%1.0%9.40675.4%4.5%
80Δ5.67258.7%0.8%10.17680.4%3.4%

20Δ

Calls
Pseudo strike
8.96
IV
388.3%
B/E move
30.1%
Puts
Pseudo strike
6.54
IV
143.9%
B/E move
6.9%

25Δ

Calls
Pseudo strike
8.57
IV
328.3%
B/E move
24.6%
Puts
Pseudo strike
6.61
IV
143.3%
B/E move
6.3%

30Δ

Calls
Pseudo strike
8.19
IV
268.4%
B/E move
19.1%
Puts
Pseudo strike
6.69
IV
142.8%
B/E move
5.6%

35Δ

Calls
Pseudo strike
7.81
IV
208.4%
B/E move
13.6%
Puts
Pseudo strike
6.76
IV
142.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
7.43
IV
148.4%
B/E move
8.1%
Puts
Pseudo strike
6.83
IV
141.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
7.05
IV
88.5%
B/E move
2.7%
Puts
Pseudo strike
6.90
IV
141.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
6.83
IV
104.1%
B/E move
1.9%
Puts
Pseudo strike
6.98
IV
140.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
6.64
IV
129.9%
B/E move
1.7%
Puts
Pseudo strike
7.19
IV
192.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
6.44
IV
155.6%
B/E move
1.5%
Puts
Pseudo strike
7.46
IV
268.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
6.25
IV
181.4%
B/E move
1.3%
Puts
Pseudo strike
7.73
IV
344.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
6.05
IV
207.1%
B/E move
1.2%
Puts
Pseudo strike
7.99
IV
416.7%
B/E move
3.7%

75Δ

Calls
Pseudo strike
5.86
IV
232.9%
B/E move
1.0%
Puts
Pseudo strike
9.40
IV
675.4%
B/E move
4.5%

80Δ

Calls
Pseudo strike
5.67
IV
258.7%
B/E move
0.8%
Puts
Pseudo strike
10.17
IV
680.4%
B/E move
3.4%