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USA Rare Earth, Inc. USAR

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-16T01:53:21.765Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:57:59.748141989Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:43:48.474498+00:00

Share price$11.28
1D+12.7%
AH$9.72$10.13$10.54$10.95$11.365:30 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$0.59$1.18$1.77$2.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEUSAR PRICE$0.05$0.06$0.08$0.09$0.12$0.15$0.19$0.26$0.33$0.40$0.47$0.60$0.76$0.93$1.70$2.19
PutsExpensive2.04×
CallsCheap0.43×
SkewBearish+106.96 pp
Implied move——
TiltBearish95.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.7680.8%4.7%10.68122.6%6.1%
25Δ11.6475.9%3.8%10.80123.2%5.3%
30Δ11.5271.0%2.8%10.91123.8%4.6%
35Δ11.03126.4%3.9%
40Δ11.13134.4%3.6%
45Δ11.24142.5%3.3%
50Δ11.35150.5%3.0%
55Δ11.45158.6%2.7%
60Δ11.61171.0%2.4%
65Δ11.80187.3%2.2%
70Δ12.00203.5%1.9%
75Δ12.73350.0%2.2%
80Δ13.27383.5%1.8%

20Δ

Calls
Pseudo strike
11.76
IV
80.8%
B/E move
4.7%
Puts
Pseudo strike
10.68
IV
122.6%
B/E move
6.1%

25Δ

Calls
Pseudo strike
11.64
IV
75.9%
B/E move
3.8%
Puts
Pseudo strike
10.80
IV
123.2%
B/E move
5.3%

30Δ

Calls
Pseudo strike
11.52
IV
71.0%
B/E move
2.8%
Puts
Pseudo strike
10.91
IV
123.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.03
IV
126.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.13
IV
134.4%
B/E move
3.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.24
IV
142.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.35
IV
150.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.45
IV
158.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.61
IV
171.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.80
IV
187.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.00
IV
203.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.73
IV
350.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.27
IV
383.5%
B/E move
1.8%