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IREN Ltd IREN

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-15T20:35:17.749Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:35:06.162875935Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:16.746609+00:00

Share price$30.84
1D+5.4%
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$0.04$1.50$2.96$4.42$5.89$26.01$27.99$29.98$31.96$33.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $30.84OPTION PRICELive IREN spot · $30.84IREN PRICE$0.20$0.25$0.31$0.37$0.43$0.50$0.57$0.64$0.72$0.79$0.86$0.94$1.01$0.27$0.38$0.48$0.60$0.80$1.00$1.20$1.51$1.82$2.20$2.62$3.38$5.47
PutsExpensive1.11×
CallsCheap0.61×
SkewBearish+95.99 pp
Implied moveBearish±$1.77
TiltBearish48.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.51111.5%6.1%29.04142.6%6.7%
25Δ32.09106.2%4.9%29.37144.6%6.0%
30Δ31.81102.6%4.1%29.70146.5%5.3%
35Δ31.5799.5%3.6%30.02149.1%4.6%
40Δ31.3396.4%3.0%30.34157.8%4.2%
45Δ31.0993.3%2.4%30.66166.5%3.8%
50Δ30.9089.9%2.0%30.98175.2%3.4%
55Δ30.7486.2%1.8%31.40184.2%3.1%
60Δ30.5882.6%1.5%31.83193.1%2.7%
65Δ30.4279.0%1.2%32.32200.8%2.3%
70Δ30.2675.4%0.9%32.86207.6%1.9%
75Δ30.1071.8%0.6%33.71230.9%1.7%
80Δ29.9468.2%0.4%35.80311.7%1.7%

20Δ

Calls
Pseudo strike
32.51
IV
111.5%
B/E move
6.1%
Puts
Pseudo strike
29.04
IV
142.6%
B/E move
6.7%

25Δ

Calls
Pseudo strike
32.09
IV
106.2%
B/E move
4.9%
Puts
Pseudo strike
29.37
IV
144.6%
B/E move
6.0%

30Δ

Calls
Pseudo strike
31.81
IV
102.6%
B/E move
4.1%
Puts
Pseudo strike
29.70
IV
146.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
31.57
IV
99.5%
B/E move
3.6%
Puts
Pseudo strike
30.02
IV
149.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
31.33
IV
96.4%
B/E move
3.0%
Puts
Pseudo strike
30.34
IV
157.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
31.09
IV
93.3%
B/E move
2.4%
Puts
Pseudo strike
30.66
IV
166.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
30.90
IV
89.9%
B/E move
2.0%
Puts
Pseudo strike
30.98
IV
175.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
30.74
IV
86.2%
B/E move
1.8%
Puts
Pseudo strike
31.40
IV
184.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
30.58
IV
82.6%
B/E move
1.5%
Puts
Pseudo strike
31.83
IV
193.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
30.42
IV
79.0%
B/E move
1.2%
Puts
Pseudo strike
32.32
IV
200.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
30.26
IV
75.4%
B/E move
0.9%
Puts
Pseudo strike
32.86
IV
207.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
30.10
IV
71.8%
B/E move
0.6%
Puts
Pseudo strike
33.71
IV
230.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
29.94
IV
68.2%
B/E move
0.4%
Puts
Pseudo strike
35.80
IV
311.7%
B/E move
1.7%