IntraAlpha
Create free account Start free

IREN Limited Ordinary Shares IREN

i

Market dataready · fetched 2026-11-07T01:51:35.762Z

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 · 2026-11-07T00:59:54.710713029Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:51:35.196182+00:00

Share price$21.81
1D+5.5%
AH$20.17$20.69$21.21$21.74$22.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIREN
Sold putSold callAH

IREN Limited Ordinary Shares options

Live interpolated IREN call and put midpoint premiums by absolute delta.IREN Limited Ordinary Shares$0.25$1.65$3.05$4.45$5.85$15.36$18.66$21.95$25.24$28.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IREN spot · $21.81IREN PRICE$0.40$0.53$0.68$0.84$1.02$1.22$1.44$1.69$1.98$2.29$2.61$2.99$3.46$0.61$0.81$1.02$1.24$1.49$1.74$2.04$2.38$2.77$3.19$3.71$4.42$5.45
PutsCheap0.87×
CallsCheap0.73×
SkewBearish+17.95 pp
Implied moveBearish±$3.48
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.75128.3%19.9%18.52162.9%17.9%
25Δ25.00128.3%17.0%19.26159.7%15.4%
30Δ24.36129.0%14.8%19.94156.8%13.2%
35Δ23.78129.9%12.9%20.57153.9%11.4%
40Δ23.23130.9%11.2%21.15152.3%9.8%
45Δ22.71132.1%9.7%21.72149.2%8.4%
50Δ22.20133.7%8.4%22.29147.5%7.1%
55Δ21.70135.3%7.2%22.87147.3%6.1%
60Δ21.18137.8%6.2%23.47147.3%5.1%
65Δ20.64139.0%5.1%24.08145.8%4.2%
70Δ20.10138.9%4.1%24.78146.1%3.4%
75Δ19.52139.2%3.2%25.64149.9%2.7%
80Δ18.88140.3%2.5%26.80157.3%2.1%

20Δ

Calls
Pseudo strike
25.75
IV
128.3%
B/E move
19.9%
Puts
Pseudo strike
18.52
IV
162.9%
B/E move
17.9%

25Δ

Calls
Pseudo strike
25.00
IV
128.3%
B/E move
17.0%
Puts
Pseudo strike
19.26
IV
159.7%
B/E move
15.4%

30Δ

Calls
Pseudo strike
24.36
IV
129.0%
B/E move
14.8%
Puts
Pseudo strike
19.94
IV
156.8%
B/E move
13.2%

35Δ

Calls
Pseudo strike
23.78
IV
129.9%
B/E move
12.9%
Puts
Pseudo strike
20.57
IV
153.9%
B/E move
11.4%

40Δ

Calls
Pseudo strike
23.23
IV
130.9%
B/E move
11.2%
Puts
Pseudo strike
21.15
IV
152.3%
B/E move
9.8%

45Δ

Calls
Pseudo strike
22.71
IV
132.1%
B/E move
9.7%
Puts
Pseudo strike
21.72
IV
149.2%
B/E move
8.4%

50Δ

Calls
Pseudo strike
22.20
IV
133.7%
B/E move
8.4%
Puts
Pseudo strike
22.29
IV
147.5%
B/E move
7.1%

55Δ

Calls
Pseudo strike
21.70
IV
135.3%
B/E move
7.2%
Puts
Pseudo strike
22.87
IV
147.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
21.18
IV
137.8%
B/E move
6.2%
Puts
Pseudo strike
23.47
IV
147.3%
B/E move
5.1%

65Δ

Calls
Pseudo strike
20.64
IV
139.0%
B/E move
5.1%
Puts
Pseudo strike
24.08
IV
145.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
20.10
IV
138.9%
B/E move
4.1%
Puts
Pseudo strike
24.78
IV
146.1%
B/E move
3.4%

75Δ

Calls
Pseudo strike
19.52
IV
139.2%
B/E move
3.2%
Puts
Pseudo strike
25.64
IV
149.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
18.88
IV
140.3%
B/E move
2.5%
Puts
Pseudo strike
26.80
IV
157.3%
B/E move
2.1%

Options history

IV · four-Friday blend136.52%
Daily close
IREN61.6%108.7%155.8%2026-08-10: 106.24%2026-08-11: 102.81%2026-08-12: 93.83%2026-08-13: 99.14%2026-08-14: 96.34%2026-08-17: 102.66%2026-08-18: 102.66%2026-08-19: 107.50%2026-08-20: 108.78%2026-08-21: 110.68%2026-08-24: 120.09%2026-08-25: 119.91%2026-08-26: 125.45%2026-08-27: 149.32%2026-08-28: 75.39%2026-08-31: 78.03%2026-09-01: 79.91%2026-09-02: 80.66%2026-09-03: 79.30%2026-09-04: 80.98%2026-09-08: 91.05%2026-09-09: 84.63%2026-09-10: 87.08%2026-09-11: 77.19%2026-09-14: 84.88%2026-09-15: 84.11%2026-09-16: 84.66%2026-09-17: 81.58%2026-09-18: 79.17%2026-09-21: 84.51%2026-09-22: 81.40%2026-09-23: 80.07%2026-09-24: 77.82%2026-09-25: 73.44%2026-09-28: 77.42%2026-09-29: 76.55%2026-09-30: 75.71%2026-10-01: 71.57%2026-10-02: 68.56%2026-10-05: 69.59%2026-10-06: 69.93%2026-10-07: 70.46%2026-10-08: 73.12%2026-10-09: 68.12%2026-10-12: 76.39%2026-10-13: 80.80%2026-10-14: 102.17%2026-10-15: 105.81%2026-10-16: 105.61%2026-10-19: 110.12%2026-10-20: 115.77%2026-10-21: 112.06%2026-10-22: 119.45%2026-10-23: 115.55%2026-10-26: 123.23%2026-10-27: 124.31%2026-10-28: 127.07%2026-10-29: 125.58%2026-10-30: 136.52%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
106.24%
102.81%
93.83%
99.14%
96.34%
102.66%
102.66%
107.50%
108.78%
110.68%
120.09%
119.91%
125.45%
149.32%
75.39%
78.03%
79.91%
80.66%
79.30%
80.98%
91.05%
84.63%
87.08%
77.19%
84.88%
84.11%
84.66%
81.58%
79.17%
84.51%
81.40%
80.07%
77.82%
73.44%
77.42%
76.55%
75.71%
71.57%
68.56%
69.59%
69.93%
70.46%
73.12%
68.12%
76.39%
80.80%
102.17%
105.81%
105.61%
110.12%
115.77%
112.06%
119.45%
115.55%
123.23%
124.31%
127.07%
125.58%
136.52%