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Critical Metals Corp. Ordinary Shares CRML

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Market datapartial · fetched 2026-11-07T02:31:44.256Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:40.731722818Z

FundamentalsAlpha Vantage · unavailable

Share price$5.84
1D+3.3%
AH$5.49$5.61$5.73$5.84$5.965:30 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$0.04$0.33$0.61$0.89$1.17$4.49$5.32$6.15$6.98$7.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRML spot · $5.84CRML PRICE$0.08$0.10$0.14$0.17$0.20$0.23$0.26$0.29$0.32$0.36$0.39$0.42$0.51$0.11$0.15$0.19$0.24$0.29$0.35$0.41$0.48$0.59$0.70$0.81$0.95$1.09
PutsCheap0.89×
CallsCheap0.76×
SkewBearish+33.61 pp
Implied moveBearish±$0.67
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.5388.6%13.2%5.16115.1%13.6%
25Δ6.4087.1%11.4%5.30113.1%11.8%
30Δ6.3088.0%10.2%5.45111.1%9.9%
35Δ6.1989.0%8.9%5.57110.6%8.6%
40Δ6.0989.9%7.6%5.69111.1%7.6%
45Δ5.9990.1%6.5%5.80111.6%6.7%
50Δ5.9186.3%5.6%5.92112.0%5.7%
55Δ5.8382.6%4.8%6.04113.2%4.8%
60Δ5.7578.8%4.0%6.19116.4%4.2%
65Δ5.6775.1%3.2%6.34119.6%3.5%
70Δ5.5971.3%2.4%6.49122.7%2.9%
75Δ5.5167.6%1.6%6.66121.3%2.3%
80Δ5.4066.0%1.2%6.83119.4%1.7%

20Δ

Calls
Pseudo strike
6.53
IV
88.6%
B/E move
13.2%
Puts
Pseudo strike
5.16
IV
115.1%
B/E move
13.6%

25Δ

Calls
Pseudo strike
6.40
IV
87.1%
B/E move
11.4%
Puts
Pseudo strike
5.30
IV
113.1%
B/E move
11.8%

30Δ

Calls
Pseudo strike
6.30
IV
88.0%
B/E move
10.2%
Puts
Pseudo strike
5.45
IV
111.1%
B/E move
9.9%

35Δ

Calls
Pseudo strike
6.19
IV
89.0%
B/E move
8.9%
Puts
Pseudo strike
5.57
IV
110.6%
B/E move
8.6%

40Δ

Calls
Pseudo strike
6.09
IV
89.9%
B/E move
7.6%
Puts
Pseudo strike
5.69
IV
111.1%
B/E move
7.6%

45Δ

Calls
Pseudo strike
5.99
IV
90.1%
B/E move
6.5%
Puts
Pseudo strike
5.80
IV
111.6%
B/E move
6.7%

50Δ

Calls
Pseudo strike
5.91
IV
86.3%
B/E move
5.6%
Puts
Pseudo strike
5.92
IV
112.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
5.83
IV
82.6%
B/E move
4.8%
Puts
Pseudo strike
6.04
IV
113.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
5.75
IV
78.8%
B/E move
4.0%
Puts
Pseudo strike
6.19
IV
116.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
5.67
IV
75.1%
B/E move
3.2%
Puts
Pseudo strike
6.34
IV
119.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
5.59
IV
71.3%
B/E move
2.4%
Puts
Pseudo strike
6.49
IV
122.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
5.51
IV
67.6%
B/E move
1.6%
Puts
Pseudo strike
6.66
IV
121.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
5.40
IV
66.0%
B/E move
1.2%
Puts
Pseudo strike
6.83
IV
119.4%
B/E move
1.7%

Options history

IV · four-Friday blend136.14%
Daily close
CRML93.2%119.5%145.7%2026-08-10: 114.08%2026-08-11: 104.42%2026-08-12: 104.05%2026-08-13: 123.59%2026-08-14: 97.07%2026-08-17: 105.79%2026-08-18: 99.18%2026-08-19: 102.23%2026-08-21: 102.15%2026-08-24: 108.66%2026-08-25: 118.73%2026-08-26: 118.24%2026-08-27: 118.03%2026-08-28: 105.53%2026-08-31: 104.11%2026-09-01: 102.22%2026-09-02: 106.73%2026-09-03: 107.33%2026-09-04: 99.59%2026-09-08: 110.09%2026-09-09: 109.39%2026-09-11: 98.46%2026-09-14: 102.88%2026-09-15: 100.74%2026-09-16: 108.26%2026-09-17: 105.46%2026-09-18: 101.27%2026-09-21: 128.88%2026-09-22: 117.11%2026-09-23: 116.26%2026-09-24: 125.67%2026-09-25: 104.87%2026-09-28: 110.52%2026-09-29: 107.60%2026-09-30: 112.13%2026-10-01: 110.12%2026-10-02: 99.88%2026-10-05: 104.25%2026-10-06: 100.29%2026-10-07: 96.86%2026-10-09: 97.59%2026-10-12: 102.49%2026-10-13: 100.29%2026-10-14: 106.57%2026-10-16: 99.63%2026-10-19: 105.06%2026-10-20: 110.96%2026-10-21: 115.53%2026-10-22: 120.15%2026-10-23: 103.49%2026-10-26: 99.34%2026-10-27: 142.05%2026-10-28: 112.12%2026-10-29: 117.14%2026-10-30: 136.14%Aug 10Sep 21Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
114.08%
104.42%
104.05%
123.59%
97.07%
105.79%
99.18%
102.23%
102.15%
108.66%
118.73%
118.24%
118.03%
105.53%
104.11%
102.22%
106.73%
107.33%
99.59%
110.09%
109.39%
98.46%
102.88%
100.74%
108.26%
105.46%
101.27%
128.88%
117.11%
116.26%
125.67%
104.87%
110.52%
107.60%
112.13%
110.12%
99.88%
104.25%
100.29%
96.86%
97.59%
102.49%
100.29%
106.57%
99.63%
105.06%
110.96%
115.53%
120.15%
103.49%
99.34%
142.05%
112.12%
117.14%
136.14%