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IREN Ltd IREN

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-15T20:03:47.608Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:46.856181063Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:47.088556+00:00

Share price$30.68
1D+5.0%
AH$26$28$29$30$315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIREN
Sold putSold callAH

IREN Ltd options

Live interpolated IREN call and put midpoint premiums by absolute delta.IREN Ltd$0.11$1.01$1.92$2.83$3.74$26.03$27.96$29.89$31.83$33.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $30.68OPTION PRICELive IREN spot · $30.68IREN PRICE$0.21$0.26$0.33$0.40$0.47$0.55$0.64$0.73$0.82$0.91$1.00$1.10$1.19$0.25$0.35$0.45$0.55$0.72$0.91$1.10$1.33$1.62$1.92$2.30$2.68$3.47
PutsFair0.97×
CallsCheap0.69×
SkewBearish+60.21 pp
Implied moveBearish±$1.73
TiltBearish34.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.43117.7%6.4%28.97135.4%6.4%
25Δ31.99112.9%5.1%29.29136.3%5.7%
30Δ31.72110.4%4.5%29.60137.4%5.0%
35Δ31.46107.8%3.8%29.91138.6%4.3%
40Δ31.19105.3%3.2%30.21144.0%3.9%
45Δ30.94102.8%2.6%30.51151.2%3.5%
50Δ30.75100.5%2.3%30.81158.5%3.1%
55Δ30.5598.2%2.0%31.15165.5%2.8%
60Δ30.3595.8%1.6%31.56172.3%2.4%
65Δ30.1593.5%1.3%31.96179.2%2.1%
70Δ29.9691.2%0.9%32.44183.1%1.7%
75Δ29.7688.8%0.6%32.94186.7%1.4%
80Δ29.5686.5%0.2%33.81205.7%1.1%

20Δ

Calls
Pseudo strike
32.43
IV
117.7%
B/E move
6.4%
Puts
Pseudo strike
28.97
IV
135.4%
B/E move
6.4%

25Δ

Calls
Pseudo strike
31.99
IV
112.9%
B/E move
5.1%
Puts
Pseudo strike
29.29
IV
136.3%
B/E move
5.7%

30Δ

Calls
Pseudo strike
31.72
IV
110.4%
B/E move
4.5%
Puts
Pseudo strike
29.60
IV
137.4%
B/E move
5.0%

35Δ

Calls
Pseudo strike
31.46
IV
107.8%
B/E move
3.8%
Puts
Pseudo strike
29.91
IV
138.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
31.19
IV
105.3%
B/E move
3.2%
Puts
Pseudo strike
30.21
IV
144.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
30.94
IV
102.8%
B/E move
2.6%
Puts
Pseudo strike
30.51
IV
151.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
30.75
IV
100.5%
B/E move
2.3%
Puts
Pseudo strike
30.81
IV
158.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
30.55
IV
98.2%
B/E move
2.0%
Puts
Pseudo strike
31.15
IV
165.5%
B/E move
2.8%

60Δ

Calls
Pseudo strike
30.35
IV
95.8%
B/E move
1.6%
Puts
Pseudo strike
31.56
IV
172.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
30.15
IV
93.5%
B/E move
1.3%
Puts
Pseudo strike
31.96
IV
179.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
29.96
IV
91.2%
B/E move
0.9%
Puts
Pseudo strike
32.44
IV
183.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
29.76
IV
88.8%
B/E move
0.6%
Puts
Pseudo strike
32.94
IV
186.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
29.56
IV
86.5%
B/E move
0.2%
Puts
Pseudo strike
33.81
IV
205.7%
B/E move
1.1%