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USA Rare Earth, Inc. USAR

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-20T20:59:19.633Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T20:59:04.915937313Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T20:59:19.101391+00:00

Share price$10.23
1D+3.1%
AH$9.69$9.87$10.05$10.22$10.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSAR
Sold putSold callAH

USA Rare Earth, Inc. options

Live interpolated USAR call and put midpoint premiums by absolute delta.USA Rare Earth, Inc.$0.00$0.81$1.63$2.44$3.26$8.80$9.37$9.94$10.51$11.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USAR spot · $10.23USAR PRICE$0.08$0.10$0.13$0.15$0.18$0.21$0.24$0.28$0.31$0.34$0.11$0.16$0.20$0.25$0.30$0.39$0.47$0.55$0.68$0.86$1.07$1.49$3.02
PutsExpensive1.62×
CallsFair1.00×
SkewBearish+62.97 pp
Implied moveBearish±$0.71
TiltBearish65.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.8974.7%7.2%9.50102.6%8.2%
25Δ10.7773.6%6.2%9.64103.4%7.3%
30Δ10.6472.5%5.3%9.77104.2%6.5%
35Δ10.5271.4%4.3%9.90105.0%5.6%
40Δ10.4369.7%3.8%10.04106.5%4.9%
45Δ10.3567.9%3.3%10.17110.0%4.4%
50Δ10.2866.1%2.8%10.30113.5%3.9%
55Δ10.2064.2%2.4%10.44117.0%3.4%
60Δ10.1262.4%1.9%10.61123.5%3.0%
65Δ10.0460.6%1.4%10.82132.5%2.6%
70Δ11.06144.3%2.3%
75Δ11.51172.9%2.1%
80Δ13.01271.4%2.4%

20Δ

Calls
Pseudo strike
10.89
IV
74.7%
B/E move
7.2%
Puts
Pseudo strike
9.50
IV
102.6%
B/E move
8.2%

25Δ

Calls
Pseudo strike
10.77
IV
73.6%
B/E move
6.2%
Puts
Pseudo strike
9.64
IV
103.4%
B/E move
7.3%

30Δ

Calls
Pseudo strike
10.64
IV
72.5%
B/E move
5.3%
Puts
Pseudo strike
9.77
IV
104.2%
B/E move
6.5%

35Δ

Calls
Pseudo strike
10.52
IV
71.4%
B/E move
4.3%
Puts
Pseudo strike
9.90
IV
105.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
10.43
IV
69.7%
B/E move
3.8%
Puts
Pseudo strike
10.04
IV
106.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
10.35
IV
67.9%
B/E move
3.3%
Puts
Pseudo strike
10.17
IV
110.0%
B/E move
4.4%

50Δ

Calls
Pseudo strike
10.28
IV
66.1%
B/E move
2.8%
Puts
Pseudo strike
10.30
IV
113.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
10.20
IV
64.2%
B/E move
2.4%
Puts
Pseudo strike
10.44
IV
117.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
10.12
IV
62.4%
B/E move
1.9%
Puts
Pseudo strike
10.61
IV
123.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
10.04
IV
60.6%
B/E move
1.4%
Puts
Pseudo strike
10.82
IV
132.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.06
IV
144.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.51
IV
172.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.01
IV
271.4%
B/E move
2.4%

Options history

No recorded observations