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Standard Lithium Ltd SLI

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-16T22:51:55.266Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.004752504Z

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-16T22:51:54.643853+00:00

Share price$1.45
1D+1.5%
AH$1.40$1.41$1.43$1.45$1.465:30 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$1.08$2.15$3.22$4.29$0.54$1.13$1.73$2.33$2.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLI spot · $1.45SLI PRICE$0.12$0.15$0.18$0.21$0.25$0.28$0.31$0.34$0.37$0.40$0.43$0.46$0.50$0.25$0.23$0.21$0.19$0.17$0.16$0.14$0.16$0.26$0.36$0.46$0.56$3.98
PutsExpensive1.50×
CallsExpensive3.39×
SkewBullish-125.61 pp
Implied moveBullish±$0.45
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.57384.2%568.5%1.01300.5%47.3%
25Δ8.91366.5%524.8%1.08263.8%41.0%
30Δ8.25348.8%481.2%1.16227.2%34.6%
35Δ7.58331.1%437.6%1.23190.5%28.3%
40Δ6.92313.5%394.0%1.30153.9%22.0%
45Δ6.25295.8%350.4%1.38117.2%15.7%
50Δ5.59278.1%306.8%1.4580.6%9.4%
55Δ4.93260.4%263.2%1.5460.0%5.1%
60Δ4.26242.7%219.6%1.6472.0%4.7%
65Δ3.60225.1%176.0%1.7583.9%4.3%
70Δ2.94207.4%132.4%1.8595.8%4.0%
75Δ2.27189.7%88.8%1.96107.7%3.6%
80Δ1.61172.0%45.2%5.38229.4%3.4%

20Δ

Calls
Pseudo strike
9.57
IV
384.2%
B/E move
568.5%
Puts
Pseudo strike
1.01
IV
300.5%
B/E move
47.3%

25Δ

Calls
Pseudo strike
8.91
IV
366.5%
B/E move
524.8%
Puts
Pseudo strike
1.08
IV
263.8%
B/E move
41.0%

30Δ

Calls
Pseudo strike
8.25
IV
348.8%
B/E move
481.2%
Puts
Pseudo strike
1.16
IV
227.2%
B/E move
34.6%

35Δ

Calls
Pseudo strike
7.58
IV
331.1%
B/E move
437.6%
Puts
Pseudo strike
1.23
IV
190.5%
B/E move
28.3%

40Δ

Calls
Pseudo strike
6.92
IV
313.5%
B/E move
394.0%
Puts
Pseudo strike
1.30
IV
153.9%
B/E move
22.0%

45Δ

Calls
Pseudo strike
6.25
IV
295.8%
B/E move
350.4%
Puts
Pseudo strike
1.38
IV
117.2%
B/E move
15.7%

50Δ

Calls
Pseudo strike
5.59
IV
278.1%
B/E move
306.8%
Puts
Pseudo strike
1.45
IV
80.6%
B/E move
9.4%

55Δ

Calls
Pseudo strike
4.93
IV
260.4%
B/E move
263.2%
Puts
Pseudo strike
1.54
IV
60.0%
B/E move
5.1%

60Δ

Calls
Pseudo strike
4.26
IV
242.7%
B/E move
219.6%
Puts
Pseudo strike
1.64
IV
72.0%
B/E move
4.7%

65Δ

Calls
Pseudo strike
3.60
IV
225.1%
B/E move
176.0%
Puts
Pseudo strike
1.75
IV
83.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
2.94
IV
207.4%
B/E move
132.4%
Puts
Pseudo strike
1.85
IV
95.8%
B/E move
4.0%

75Δ

Calls
Pseudo strike
2.27
IV
189.7%
B/E move
88.8%
Puts
Pseudo strike
1.96
IV
107.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
1.61
IV
172.0%
B/E move
45.2%
Puts
Pseudo strike
5.38
IV
229.4%
B/E move
3.4%