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Critical Metals Corp. Ordinary Shares CRML

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-16T00:19:21.817Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:59.493286409Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:21.135438+00:00

Share price$6.87
1D+14.1%
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$0.02$1.84$3.66$5.48$7.30$3.62$5.24$6.86$8.49$10.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRML spot · $6.87CRML PRICE$0.22$0.29$0.36$0.44$0.51$0.59$0.75$0.90$1.06$1.22$1.38$1.54$1.69$0.38$0.52$0.67$0.82$0.96$1.11$1.25$1.59$2.12$2.66$3.20$4.49$6.78
PutsExpensive1.23×
CallsCheap0.78×
SkewBearish+27.39 pp
Implied moveBearish±$2.00
TiltBearish41.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.6099.1%42.9%5.49103.2%25.6%
25Δ9.1798.1%37.7%5.80104.4%23.2%
30Δ8.7497.1%32.6%6.11105.7%20.9%
35Δ8.3296.0%27.4%6.42107.0%18.5%
40Δ7.8995.0%22.3%6.72108.3%16.1%
45Δ7.4894.0%17.4%7.03109.5%13.7%
50Δ7.2093.8%15.7%7.34110.8%11.3%
55Δ6.9293.5%13.9%7.80115.2%9.5%
60Δ6.6593.2%12.2%8.42122.8%8.4%
65Δ6.3792.9%10.5%9.03130.5%7.2%
70Δ6.0992.7%8.7%9.65138.1%6.0%
75Δ5.8192.4%7.0%11.02153.1%4.9%
80Δ5.5492.1%5.2%13.38177.4%3.9%

20Δ

Calls
Pseudo strike
9.60
IV
99.1%
B/E move
42.9%
Puts
Pseudo strike
5.49
IV
103.2%
B/E move
25.6%

25Δ

Calls
Pseudo strike
9.17
IV
98.1%
B/E move
37.7%
Puts
Pseudo strike
5.80
IV
104.4%
B/E move
23.2%

30Δ

Calls
Pseudo strike
8.74
IV
97.1%
B/E move
32.6%
Puts
Pseudo strike
6.11
IV
105.7%
B/E move
20.9%

35Δ

Calls
Pseudo strike
8.32
IV
96.0%
B/E move
27.4%
Puts
Pseudo strike
6.42
IV
107.0%
B/E move
18.5%

40Δ

Calls
Pseudo strike
7.89
IV
95.0%
B/E move
22.3%
Puts
Pseudo strike
6.72
IV
108.3%
B/E move
16.1%

45Δ

Calls
Pseudo strike
7.48
IV
94.0%
B/E move
17.4%
Puts
Pseudo strike
7.03
IV
109.5%
B/E move
13.7%

50Δ

Calls
Pseudo strike
7.20
IV
93.8%
B/E move
15.7%
Puts
Pseudo strike
7.34
IV
110.8%
B/E move
11.3%

55Δ

Calls
Pseudo strike
6.92
IV
93.5%
B/E move
13.9%
Puts
Pseudo strike
7.80
IV
115.2%
B/E move
9.5%

60Δ

Calls
Pseudo strike
6.65
IV
93.2%
B/E move
12.2%
Puts
Pseudo strike
8.42
IV
122.8%
B/E move
8.4%

65Δ

Calls
Pseudo strike
6.37
IV
92.9%
B/E move
10.5%
Puts
Pseudo strike
9.03
IV
130.5%
B/E move
7.2%

70Δ

Calls
Pseudo strike
6.09
IV
92.7%
B/E move
8.7%
Puts
Pseudo strike
9.65
IV
138.1%
B/E move
6.0%

75Δ

Calls
Pseudo strike
5.81
IV
92.4%
B/E move
7.0%
Puts
Pseudo strike
11.02
IV
153.1%
B/E move
4.9%

80Δ

Calls
Pseudo strike
5.54
IV
92.1%
B/E move
5.2%
Puts
Pseudo strike
13.38
IV
177.4%
B/E move
3.9%