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USA Rare Earth, Inc. USAR

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-16T01:04:56.884Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:56.165895+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.$0.03$2.52$5.01$7.50$9.99$6.46$9.41$12.36$15.30$18.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USAR spot · $11.28USAR PRICE$0.30$0.40$0.50$0.61$0.73$0.85$0.98$1.13$1.27$1.45$1.63$1.80$1.91$0.42$0.57$0.73$0.93$1.12$1.39$1.67$1.99$2.34$3.10$3.80$5.46$9.27
PutsExpensive1.61×
CallsExpensive1.38×
SkewBearish+25.15 pp
Implied moveBearish±$2.65
TiltBearish41.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.6984.3%32.9%9.2591.4%21.8%
25Δ14.0685.0%28.1%9.7191.5%19.0%
30Δ13.5084.1%24.1%10.1591.7%16.5%
35Δ12.9683.1%20.3%10.5692.1%14.6%
40Δ12.5282.2%17.5%10.9792.5%12.6%
45Δ12.0981.2%14.7%11.4194.2%11.1%
50Δ11.7080.2%12.5%11.8695.9%9.7%
55Δ11.3379.1%10.5%12.3496.8%8.3%
60Δ10.9778.0%8.5%12.8397.3%7.0%
65Δ10.6376.7%7.1%13.68107.4%6.2%
70Δ10.2975.3%5.6%14.50111.7%5.1%
75Δ9.9772.9%4.3%16.26126.8%4.3%
80Δ9.7665.1%3.5%20.12165.2%3.8%

20Δ

Calls
Pseudo strike
14.69
IV
84.3%
B/E move
32.9%
Puts
Pseudo strike
9.25
IV
91.4%
B/E move
21.8%

25Δ

Calls
Pseudo strike
14.06
IV
85.0%
B/E move
28.1%
Puts
Pseudo strike
9.71
IV
91.5%
B/E move
19.0%

30Δ

Calls
Pseudo strike
13.50
IV
84.1%
B/E move
24.1%
Puts
Pseudo strike
10.15
IV
91.7%
B/E move
16.5%

35Δ

Calls
Pseudo strike
12.96
IV
83.1%
B/E move
20.3%
Puts
Pseudo strike
10.56
IV
92.1%
B/E move
14.6%

40Δ

Calls
Pseudo strike
12.52
IV
82.2%
B/E move
17.5%
Puts
Pseudo strike
10.97
IV
92.5%
B/E move
12.6%

45Δ

Calls
Pseudo strike
12.09
IV
81.2%
B/E move
14.7%
Puts
Pseudo strike
11.41
IV
94.2%
B/E move
11.1%

50Δ

Calls
Pseudo strike
11.70
IV
80.2%
B/E move
12.5%
Puts
Pseudo strike
11.86
IV
95.9%
B/E move
9.7%

55Δ

Calls
Pseudo strike
11.33
IV
79.1%
B/E move
10.5%
Puts
Pseudo strike
12.34
IV
96.8%
B/E move
8.3%

60Δ

Calls
Pseudo strike
10.97
IV
78.0%
B/E move
8.5%
Puts
Pseudo strike
12.83
IV
97.3%
B/E move
7.0%

65Δ

Calls
Pseudo strike
10.63
IV
76.7%
B/E move
7.1%
Puts
Pseudo strike
13.68
IV
107.4%
B/E move
6.2%

70Δ

Calls
Pseudo strike
10.29
IV
75.3%
B/E move
5.6%
Puts
Pseudo strike
14.50
IV
111.7%
B/E move
5.1%

75Δ

Calls
Pseudo strike
9.97
IV
72.9%
B/E move
4.3%
Puts
Pseudo strike
16.26
IV
126.8%
B/E move
4.3%

80Δ

Calls
Pseudo strike
9.76
IV
65.1%
B/E move
3.5%
Puts
Pseudo strike
20.12
IV
165.2%
B/E move
3.8%