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USA Rare Earth, Inc. Class A Common Stock USAR

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Market dataready · fetched 2026-11-10T16:52:43.631Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T16:52:40.716604786Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-10T16:52:43.168787+00:00

Share price$7.76
1D-4.3%
$7.67$7.86$8.06$8.25$8.445:30 AM6:30 AM9:00 AM1:00 PMUSAR
Sold putSold call

USA Rare Earth, Inc. Class A Common Stock options

Live interpolated USAR call and put midpoint premiums by absolute delta.USA Rare Earth, Inc. Class A Common Stock$0.06$0.38$0.70$1.02$1.33$6.52$7.23$7.94$8.65$9.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USAR spot · $7.75USAR PRICE$0.10$0.13$0.16$0.20$0.23$0.28$0.32$0.37$0.42$0.47$0.56$0.64$0.73$0.11$0.15$0.19$0.23$0.29$0.35$0.41$0.48$0.55$0.66$0.76$0.86$1.24
PutsExpensive1.08×
CallsExpensive1.30×
SkewBearish+12.35 pp
Implied moveBearish±$0.74
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.67131.5%13.1%7.07129.2%10.3%
25Δ8.46129.5%10.8%7.20129.5%9.1%
30Δ8.32127.2%9.4%7.33129.9%8.0%
35Δ8.18125.0%8.0%7.46130.2%6.8%
40Δ8.03122.7%6.6%7.58130.6%6.0%
45Δ7.92121.2%5.7%7.70131.1%5.2%
50Δ7.81119.9%4.9%7.82131.5%4.5%
55Δ7.70118.6%4.2%7.93132.0%3.8%
60Δ7.60117.3%3.4%8.06132.4%3.2%
65Δ7.49116.0%2.7%8.20132.8%2.7%
70Δ7.37115.3%2.2%8.34133.1%2.2%
75Δ7.25114.6%1.8%8.48133.5%1.7%
80Δ7.13113.9%1.3%8.88157.4%1.5%

20Δ

Calls
Pseudo strike
8.67
IV
131.5%
B/E move
13.1%
Puts
Pseudo strike
7.07
IV
129.2%
B/E move
10.3%

25Δ

Calls
Pseudo strike
8.46
IV
129.5%
B/E move
10.8%
Puts
Pseudo strike
7.20
IV
129.5%
B/E move
9.1%

30Δ

Calls
Pseudo strike
8.32
IV
127.2%
B/E move
9.4%
Puts
Pseudo strike
7.33
IV
129.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
8.18
IV
125.0%
B/E move
8.0%
Puts
Pseudo strike
7.46
IV
130.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
8.03
IV
122.7%
B/E move
6.6%
Puts
Pseudo strike
7.58
IV
130.6%
B/E move
6.0%

45Δ

Calls
Pseudo strike
7.92
IV
121.2%
B/E move
5.7%
Puts
Pseudo strike
7.70
IV
131.1%
B/E move
5.2%

50Δ

Calls
Pseudo strike
7.81
IV
119.9%
B/E move
4.9%
Puts
Pseudo strike
7.82
IV
131.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
7.70
IV
118.6%
B/E move
4.2%
Puts
Pseudo strike
7.93
IV
132.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
7.60
IV
117.3%
B/E move
3.4%
Puts
Pseudo strike
8.06
IV
132.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
7.49
IV
116.0%
B/E move
2.7%
Puts
Pseudo strike
8.20
IV
132.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
7.37
IV
115.3%
B/E move
2.2%
Puts
Pseudo strike
8.34
IV
133.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
7.25
IV
114.6%
B/E move
1.8%
Puts
Pseudo strike
8.48
IV
133.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
7.13
IV
113.9%
B/E move
1.3%
Puts
Pseudo strike
8.88
IV
157.4%
B/E move
1.5%

Options history

IV · four-Friday blend95.21%
Daily close
USAR59.8%79.5%99.2%2026-08-12: 89.15%2026-08-13: 88.18%2026-08-14: 86.58%2026-08-17: 89.66%2026-08-18: 89.31%2026-08-19: 86.31%2026-08-20: 85.01%2026-08-21: 87.82%2026-08-24: 90.92%2026-08-25: 96.48%2026-08-26: 92.91%2026-08-27: 91.68%2026-08-28: 80.59%2026-08-31: 80.97%2026-09-01: 77.88%2026-09-02: 78.92%2026-09-03: 76.32%2026-09-04: 74.75%2026-09-08: 85.43%2026-09-09: 81.87%2026-09-10: 80.07%2026-09-11: 73.91%2026-09-14: 79.38%2026-09-15: 78.62%2026-09-16: 75.01%2026-09-17: 69.91%2026-09-18: 68.98%2026-09-21: 78.93%2026-09-22: 79.24%2026-09-23: 72.97%2026-09-24: 69.95%2026-09-25: 66.19%2026-09-28: 67.81%2026-09-29: 67.27%2026-09-30: 69.88%2026-10-01: 68.07%2026-10-02: 62.48%2026-10-05: 65.48%2026-10-06: 65.34%2026-10-07: 64.58%2026-10-08: 65.16%2026-10-09: 63.02%2026-10-12: 69.43%2026-10-13: 72.26%2026-10-14: 80.97%2026-10-15: 84.77%2026-10-16: 79.46%2026-10-19: 84.66%2026-10-20: 80.93%2026-10-21: 83.73%2026-10-22: 86.71%2026-10-23: 84.74%2026-10-26: 91.53%2026-10-27: 95.99%2026-10-28: 93.72%2026-10-29: 91.93%2026-10-30: 95.21%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
89.15%
88.18%
86.58%
89.66%
89.31%
86.31%
85.01%
87.82%
90.92%
96.48%
92.91%
91.68%
80.59%
80.97%
77.88%
78.92%
76.32%
74.75%
85.43%
81.87%
80.07%
73.91%
79.38%
78.62%
75.01%
69.91%
68.98%
78.93%
79.24%
72.97%
69.95%
66.19%
67.81%
67.27%
69.88%
68.07%
62.48%
65.48%
65.34%
64.58%
65.16%
63.02%
69.43%
72.26%
80.97%
84.77%
79.46%
84.66%
80.93%
83.73%
86.71%
84.74%
91.53%
95.99%
93.72%
91.93%
95.21%