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Standard Lithium Ltd SLI

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-15T20:33:44.814Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:15:29.006435621Z

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-15T20:33:43.727249+00:00

Share price$1.41
1D+6.8%
AH$1.31$1.34$1.37$1.40$1.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLI
Sold putSold callAH

Standard Lithium Ltd options

Live interpolated SLI call and put midpoint premiums by absolute delta.Standard Lithium Ltd$0.00$0.21$0.42$0.63$0.84$-1.82$-0.90$0.01$0.93$1.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $1.41OPTION PRICELive SLI spot · $1.41SLI PRICE$0.06$0.07$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.15$0.17$0.19$0.21$0.24$0.26$0.30$0.36$0.43$0.49$0.56$0.62$0.78
PutsExpensive6.21×
CallsCheap-33.78×
SkewBearish+4709.21 pp
Implied moveBearish±$0.30
TiltBearish92.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.20785.9%59.7%1.08794.3%34.2%
25Δ2.03793.8%49.2%1.15788.6%30.5%
30Δ1.3517.3%3.7%1.22782.9%26.8%
35Δ0.54-947.9%61.3%1.30777.2%23.1%
40Δ-0.27-1913.0%118.6%1.37771.6%19.4%
45Δ-1.08-2878.2%175.9%1.45765.9%15.6%
50Δ-1.88-3843.3%233.2%1.53760.2%12.6%
55Δ-2.69-4808.4%290.5%1.62754.6%11.1%
60Δ-3.50-5773.6%347.8%1.70749.0%9.5%
65Δ-4.31-6738.7%405.1%1.79743.4%8.0%
70Δ-5.11-7703.8%462.4%1.88737.8%6.4%
75Δ-5.92-8669.0%519.7%1.97732.1%4.9%
80Δ-6.73-9634.1%577.0%2.14749.2%3.8%

20Δ

Calls
Pseudo strike
2.20
IV
785.9%
B/E move
59.7%
Puts
Pseudo strike
1.08
IV
794.3%
B/E move
34.2%

25Δ

Calls
Pseudo strike
2.03
IV
793.8%
B/E move
49.2%
Puts
Pseudo strike
1.15
IV
788.6%
B/E move
30.5%

30Δ

Calls
Pseudo strike
1.35
IV
17.3%
B/E move
3.7%
Puts
Pseudo strike
1.22
IV
782.9%
B/E move
26.8%

35Δ

Calls
Pseudo strike
0.54
IV
-947.9%
B/E move
61.3%
Puts
Pseudo strike
1.30
IV
777.2%
B/E move
23.1%

40Δ

Calls
Pseudo strike
-0.27
IV
-1913.0%
B/E move
118.6%
Puts
Pseudo strike
1.37
IV
771.6%
B/E move
19.4%

45Δ

Calls
Pseudo strike
-1.08
IV
-2878.2%
B/E move
175.9%
Puts
Pseudo strike
1.45
IV
765.9%
B/E move
15.6%

50Δ

Calls
Pseudo strike
-1.88
IV
-3843.3%
B/E move
233.2%
Puts
Pseudo strike
1.53
IV
760.2%
B/E move
12.6%

55Δ

Calls
Pseudo strike
-2.69
IV
-4808.4%
B/E move
290.5%
Puts
Pseudo strike
1.62
IV
754.6%
B/E move
11.1%

60Δ

Calls
Pseudo strike
-3.50
IV
-5773.6%
B/E move
347.8%
Puts
Pseudo strike
1.70
IV
749.0%
B/E move
9.5%

65Δ

Calls
Pseudo strike
-4.31
IV
-6738.7%
B/E move
405.1%
Puts
Pseudo strike
1.79
IV
743.4%
B/E move
8.0%

70Δ

Calls
Pseudo strike
-5.11
IV
-7703.8%
B/E move
462.4%
Puts
Pseudo strike
1.88
IV
737.8%
B/E move
6.4%

75Δ

Calls
Pseudo strike
-5.92
IV
-8669.0%
B/E move
519.7%
Puts
Pseudo strike
1.97
IV
732.1%
B/E move
4.9%

80Δ

Calls
Pseudo strike
-6.73
IV
-9634.1%
B/E move
577.0%
Puts
Pseudo strike
2.14
IV
749.2%
B/E move
3.8%