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Critical Metals Corp. Ordinary Shares CRML

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-03T23:42:18.141Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T23:41:50.896783986Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T23:42:16.156595+00:00

Share price$6.37
1D-7.4%
AH$6.14$6.35$6.55$6.75$6.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRML
Sold putSold callAH

Critical Metals Corp. Ordinary Shares options

Live interpolated CRML call and put midpoint premiums by absolute delta.Critical Metals Corp. Ordinary Shares$0.03$0.41$0.80$1.18$1.57$5.24$5.86$6.48$7.10$7.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CRML spot · $6.37CRML PRICE$0.07$0.09$0.11$0.12$0.14$0.18$0.23$0.28$0.33$0.38$0.43$0.11$0.14$0.17$0.21$0.26$0.30$0.34$0.39$0.50$0.62$0.73$1.35$1.46
PutsExpensive1.57×
Calls——
Skew——
Implied moveBearish±$0.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.15112.9%13.3%5.73146.7%11.8%
25Δ7.00107.5%11.3%5.86146.8%10.2%
30Δ6.85102.1%9.2%5.99146.8%8.6%
35Δ6.7096.7%7.2%6.10143.8%7.6%
40Δ6.5691.3%5.2%6.20140.7%6.6%
45Δ6.4591.3%4.1%6.31137.6%5.7%
50Δ6.3794.4%3.7%6.41134.5%4.7%
55Δ6.3097.6%3.3%6.52133.1%3.8%
60Δ6.22100.8%2.9%6.66140.4%3.3%
65Δ6.14103.9%2.4%6.80147.8%2.9%
70Δ6.07107.1%2.0%6.94155.2%2.5%
75Δ7.54241.0%2.9%
80Δ7.69223.3%2.2%

20Δ

Calls
Pseudo strike
7.15
IV
112.9%
B/E move
13.3%
Puts
Pseudo strike
5.73
IV
146.7%
B/E move
11.8%

25Δ

Calls
Pseudo strike
7.00
IV
107.5%
B/E move
11.3%
Puts
Pseudo strike
5.86
IV
146.8%
B/E move
10.2%

30Δ

Calls
Pseudo strike
6.85
IV
102.1%
B/E move
9.2%
Puts
Pseudo strike
5.99
IV
146.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
6.70
IV
96.7%
B/E move
7.2%
Puts
Pseudo strike
6.10
IV
143.8%
B/E move
7.6%

40Δ

Calls
Pseudo strike
6.56
IV
91.3%
B/E move
5.2%
Puts
Pseudo strike
6.20
IV
140.7%
B/E move
6.6%

45Δ

Calls
Pseudo strike
6.45
IV
91.3%
B/E move
4.1%
Puts
Pseudo strike
6.31
IV
137.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
6.37
IV
94.4%
B/E move
3.7%
Puts
Pseudo strike
6.41
IV
134.5%
B/E move
4.7%

55Δ

Calls
Pseudo strike
6.30
IV
97.6%
B/E move
3.3%
Puts
Pseudo strike
6.52
IV
133.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
6.22
IV
100.8%
B/E move
2.9%
Puts
Pseudo strike
6.66
IV
140.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
6.14
IV
103.9%
B/E move
2.4%
Puts
Pseudo strike
6.80
IV
147.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
6.07
IV
107.1%
B/E move
2.0%
Puts
Pseudo strike
6.94
IV
155.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.54
IV
241.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.69
IV
223.3%
B/E move
2.2%

Options history

IV · four-Friday blend136.14%
Daily close
CRML93.2%119.5%145.7%2026-08-05: 123.66%2026-08-06: 122.20%2026-08-07: 108.23%2026-08-10: 114.08%2026-08-11: 104.42%2026-08-12: 104.05%2026-08-13: 123.59%2026-08-14: 97.07%2026-08-17: 105.79%2026-08-18: 99.18%2026-08-19: 102.23%2026-08-21: 102.15%2026-08-24: 108.66%2026-08-25: 118.73%2026-08-26: 118.24%2026-08-27: 118.03%2026-08-28: 105.53%2026-08-31: 104.11%2026-09-01: 102.22%2026-09-02: 106.73%2026-09-03: 107.33%2026-09-04: 99.59%2026-09-08: 110.09%2026-09-09: 109.39%2026-09-11: 98.46%2026-09-14: 102.88%2026-09-15: 100.74%2026-09-16: 108.26%2026-09-17: 105.46%2026-09-18: 101.27%2026-09-21: 128.88%2026-09-22: 117.11%2026-09-23: 116.26%2026-09-24: 125.67%2026-09-25: 104.87%2026-09-28: 110.52%2026-09-29: 107.60%2026-09-30: 112.13%2026-10-01: 110.12%2026-10-02: 99.88%2026-10-05: 104.25%2026-10-06: 100.29%2026-10-07: 96.86%2026-10-09: 97.59%2026-10-12: 102.49%2026-10-13: 100.29%2026-10-14: 106.57%2026-10-16: 99.63%2026-10-19: 105.06%2026-10-20: 110.96%2026-10-21: 115.53%2026-10-22: 120.15%2026-10-23: 103.49%2026-10-26: 99.34%2026-10-27: 142.05%2026-10-28: 112.12%2026-10-29: 117.14%2026-10-30: 136.14%Aug 5Sep 17Oct 30
58 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
123.66%
122.20%
108.23%
114.08%
104.42%
104.05%
123.59%
97.07%
105.79%
99.18%
102.23%
102.15%
108.66%
118.73%
118.24%
118.03%
105.53%
104.11%
102.22%
106.73%
107.33%
99.59%
110.09%
109.39%
98.46%
102.88%
100.74%
108.26%
105.46%
101.27%
128.88%
117.11%
116.26%
125.67%
104.87%
110.52%
107.60%
112.13%
110.12%
99.88%
104.25%
100.29%
96.86%
97.59%
102.49%
100.29%
106.57%
99.63%
105.06%
110.96%
115.53%
120.15%
103.49%
99.34%
142.05%
112.12%
117.14%
136.14%