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Standard Lithium Ltd SLI

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-16T01:03:59.048Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.089102238Z

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-16T01:03:58.258259+00:00

Share price$1.39
1D+9.1%
AH$1.31$1.35$1.38$1.41$1.455:30 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$1.94$3.88$5.82$7.76$0.44$0.97$1.51$2.04$2.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLI spot · $1.39SLI PRICE$0.10$0.11$0.11$0.12$0.12$0.12$0.16$0.20$0.24$0.28$0.33$0.37$0.41$0.13$0.14$0.15$0.16$0.17$0.18$0.19$0.20$1.23$2.72$4.21$5.70$7.19
PutsExpensive1.69×
CallsExpensive2.13×
SkewBullish-1.04 pp
Implied moveBearish±$0.34
TiltBearish78.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.18370.5%568.0%1.01190.6%36.7%
25Δ7.73318.6%463.8%1.07175.4%32.6%
30Δ6.28266.6%359.6%1.14160.1%28.4%
35Δ4.82214.7%255.4%1.21144.9%24.3%
40Δ3.37162.7%151.2%1.28129.7%20.2%
45Δ1.92110.8%47.0%1.34114.5%16.0%
50Δ1.4599.0%15.7%1.4199.2%11.9%
55Δ1.39103.6%14.1%1.4884.0%7.8%
60Δ1.32108.2%12.4%2.54116.5%6.0%
65Δ1.26112.8%10.8%4.04170.4%5.4%
70Δ1.19117.3%9.1%5.53224.3%4.8%
75Δ1.13121.9%7.5%7.03278.2%4.1%
80Δ1.06126.5%5.8%8.53332.1%3.5%

20Δ

Calls
Pseudo strike
9.18
IV
370.5%
B/E move
568.0%
Puts
Pseudo strike
1.01
IV
190.6%
B/E move
36.7%

25Δ

Calls
Pseudo strike
7.73
IV
318.6%
B/E move
463.8%
Puts
Pseudo strike
1.07
IV
175.4%
B/E move
32.6%

30Δ

Calls
Pseudo strike
6.28
IV
266.6%
B/E move
359.6%
Puts
Pseudo strike
1.14
IV
160.1%
B/E move
28.4%

35Δ

Calls
Pseudo strike
4.82
IV
214.7%
B/E move
255.4%
Puts
Pseudo strike
1.21
IV
144.9%
B/E move
24.3%

40Δ

Calls
Pseudo strike
3.37
IV
162.7%
B/E move
151.2%
Puts
Pseudo strike
1.28
IV
129.7%
B/E move
20.2%

45Δ

Calls
Pseudo strike
1.92
IV
110.8%
B/E move
47.0%
Puts
Pseudo strike
1.34
IV
114.5%
B/E move
16.0%

50Δ

Calls
Pseudo strike
1.45
IV
99.0%
B/E move
15.7%
Puts
Pseudo strike
1.41
IV
99.2%
B/E move
11.9%

55Δ

Calls
Pseudo strike
1.39
IV
103.6%
B/E move
14.1%
Puts
Pseudo strike
1.48
IV
84.0%
B/E move
7.8%

60Δ

Calls
Pseudo strike
1.32
IV
108.2%
B/E move
12.4%
Puts
Pseudo strike
2.54
IV
116.5%
B/E move
6.0%

65Δ

Calls
Pseudo strike
1.26
IV
112.8%
B/E move
10.8%
Puts
Pseudo strike
4.04
IV
170.4%
B/E move
5.4%

70Δ

Calls
Pseudo strike
1.19
IV
117.3%
B/E move
9.1%
Puts
Pseudo strike
5.53
IV
224.3%
B/E move
4.8%

75Δ

Calls
Pseudo strike
1.13
IV
121.9%
B/E move
7.5%
Puts
Pseudo strike
7.03
IV
278.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
1.06
IV
126.5%
B/E move
5.8%
Puts
Pseudo strike
8.53
IV
332.1%
B/E move
3.5%