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Critical Metals Corp. Ordinary Shares CRML

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-15T20:37:19.452Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:37:07.393117657Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:18.498202+00:00

Share price$6.88
1D+14.6%
AH$5.84$6.14$6.44$6.75$7.055:30 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$0.56$1.13$1.69$2.26$5.72$6.23$6.74$7.25$7.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $6.88OPTION PRICELive CRML spot · $6.88CRML PRICE$0.10$0.10$0.10$0.10$0.11$0.14$0.18$0.22$0.26$0.29$0.33$0.37$0.41$0.05$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.57$0.94$1.35$2.10
PutsExpensive1.36×
CallsCheap0.85×
SkewBearish+25.62 pp
Implied moveBalanced±$0.36
TiltBearish39.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.81384.9%29.4%6.51130.5%6.2%
25Δ8.33311.0%22.5%6.57128.0%5.6%
30Δ7.85237.0%15.6%6.63125.5%5.0%
35Δ7.38163.0%8.7%6.69123.0%4.5%
40Δ6.99104.7%3.1%6.75120.5%3.9%
45Δ6.93106.5%2.8%6.82118.1%3.3%
50Δ6.87108.3%2.5%6.88115.6%2.7%
55Δ6.82110.2%2.2%6.94113.1%2.2%
60Δ6.76112.0%1.9%7.00110.6%1.6%
65Δ6.70113.8%1.6%7.32196.7%1.9%
70Δ6.65115.7%1.4%7.66288.7%2.3%
75Δ6.59117.5%1.1%8.05387.6%2.7%
80Δ6.53119.3%0.8%8.81479.2%2.5%

20Δ

Calls
Pseudo strike
8.81
IV
384.9%
B/E move
29.4%
Puts
Pseudo strike
6.51
IV
130.5%
B/E move
6.2%

25Δ

Calls
Pseudo strike
8.33
IV
311.0%
B/E move
22.5%
Puts
Pseudo strike
6.57
IV
128.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
7.85
IV
237.0%
B/E move
15.6%
Puts
Pseudo strike
6.63
IV
125.5%
B/E move
5.0%

35Δ

Calls
Pseudo strike
7.38
IV
163.0%
B/E move
8.7%
Puts
Pseudo strike
6.69
IV
123.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
6.99
IV
104.7%
B/E move
3.1%
Puts
Pseudo strike
6.75
IV
120.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
6.93
IV
106.5%
B/E move
2.8%
Puts
Pseudo strike
6.82
IV
118.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
6.87
IV
108.3%
B/E move
2.5%
Puts
Pseudo strike
6.88
IV
115.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
6.82
IV
110.2%
B/E move
2.2%
Puts
Pseudo strike
6.94
IV
113.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
6.76
IV
112.0%
B/E move
1.9%
Puts
Pseudo strike
7.00
IV
110.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
6.70
IV
113.8%
B/E move
1.6%
Puts
Pseudo strike
7.32
IV
196.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
6.65
IV
115.7%
B/E move
1.4%
Puts
Pseudo strike
7.66
IV
288.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
6.59
IV
117.5%
B/E move
1.1%
Puts
Pseudo strike
8.05
IV
387.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
6.53
IV
119.3%
B/E move
0.8%
Puts
Pseudo strike
8.81
IV
479.2%
B/E move
2.5%