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IREN Ltd IREN

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-20T06:07:21.026Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:59:49.676990461Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:20.190156+00:00

Share price$27.62
1D-3.3%
AH$27.30$27.70$28.09$28.48$28.875:30 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$0.55$3.11$5.68$8.24$10.80$15.39$24.77$34.16$43.55$52.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IREN spot · $27.62IREN PRICE$0.83$1.10$1.40$1.73$2.08$2.48$2.91$3.39$3.91$4.53$5.21$6.17$7.05$1.21$1.60$2.02$2.48$3.00$3.53$4.15$4.85$5.58$6.47$7.46$8.64$10.06
PutsExpensive1.32×
CallsExpensive1.58×
SkewBullish-4.67 pp
Implied moveBearish±$7.06
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.68105.8%39.4%22.15113.6%24.2%
25Δ35.80105.9%33.6%23.45111.7%20.9%
30Δ34.21106.3%28.9%24.65110.0%18.1%
35Δ32.80106.9%25.0%25.79108.7%15.6%
40Δ31.52107.6%21.7%26.88107.6%13.5%
45Δ30.30108.2%18.7%27.96106.0%11.6%
50Δ29.15109.0%16.1%29.04105.2%9.9%
55Δ28.02110.2%13.7%30.16104.6%8.3%
60Δ26.90110.6%11.5%31.29103.2%6.9%
65Δ25.77112.5%9.7%32.53102.8%5.7%
70Δ24.60114.0%7.9%33.84101.9%4.5%
75Δ23.26120.0%6.6%35.32101.1%3.4%
80Δ21.94120.3%4.9%37.01100.5%2.4%

20Δ

Calls
Pseudo strike
37.68
IV
105.8%
B/E move
39.4%
Puts
Pseudo strike
22.15
IV
113.6%
B/E move
24.2%

25Δ

Calls
Pseudo strike
35.80
IV
105.9%
B/E move
33.6%
Puts
Pseudo strike
23.45
IV
111.7%
B/E move
20.9%

30Δ

Calls
Pseudo strike
34.21
IV
106.3%
B/E move
28.9%
Puts
Pseudo strike
24.65
IV
110.0%
B/E move
18.1%

35Δ

Calls
Pseudo strike
32.80
IV
106.9%
B/E move
25.0%
Puts
Pseudo strike
25.79
IV
108.7%
B/E move
15.6%

40Δ

Calls
Pseudo strike
31.52
IV
107.6%
B/E move
21.7%
Puts
Pseudo strike
26.88
IV
107.6%
B/E move
13.5%

45Δ

Calls
Pseudo strike
30.30
IV
108.2%
B/E move
18.7%
Puts
Pseudo strike
27.96
IV
106.0%
B/E move
11.6%

50Δ

Calls
Pseudo strike
29.15
IV
109.0%
B/E move
16.1%
Puts
Pseudo strike
29.04
IV
105.2%
B/E move
9.9%

55Δ

Calls
Pseudo strike
28.02
IV
110.2%
B/E move
13.7%
Puts
Pseudo strike
30.16
IV
104.6%
B/E move
8.3%

60Δ

Calls
Pseudo strike
26.90
IV
110.6%
B/E move
11.5%
Puts
Pseudo strike
31.29
IV
103.2%
B/E move
6.9%

65Δ

Calls
Pseudo strike
25.77
IV
112.5%
B/E move
9.7%
Puts
Pseudo strike
32.53
IV
102.8%
B/E move
5.7%

70Δ

Calls
Pseudo strike
24.60
IV
114.0%
B/E move
7.9%
Puts
Pseudo strike
33.84
IV
101.9%
B/E move
4.5%

75Δ

Calls
Pseudo strike
23.26
IV
120.0%
B/E move
6.6%
Puts
Pseudo strike
35.32
IV
101.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
21.94
IV
120.3%
B/E move
4.9%
Puts
Pseudo strike
37.01
IV
100.5%
B/E move
2.4%

Options history

IREN105.32105.43105.532026-10-19T19:59:58.342000+00:00: 105.43%Oct 19Oct 19
Table
ObservationIVSkewImplied move
105.43%5.69 pp25.56%