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Warrior Met Coal, Inc. HCC

BASIC MATERIALS · COKING COAL
i

Market dataready · fetched 2026-11-12T02:39:01.013Z

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

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 · 2026-11-12T00:00:00.002345108Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:39:00.556342+00:00

Share price$83.50
1D-2.3%
AH$83.27$83.86$84.45$85.04$85.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHCC
Sold putSold callAH

Warrior Met Coal, Inc. options

Live interpolated HCC call and put midpoint premiums by absolute delta.Warrior Met Coal, Inc.$0.56$2.63$4.70$6.77$8.84$71.77$77.50$83.22$88.95$94.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCC spot · $83.50HCC PRICE$0.79$1.02$1.31$1.69$2.08$2.46$2.85$3.24$4.06$4.88$5.71$6.53$8.25$0.95$1.21$1.46$1.72$1.98$2.24$2.74$3.23$3.72$4.22$4.71$5.21$6.31
PutsCheap0.68×
CallsCheap0.84×
SkewBullish-7.60 pp
Implied moveBalanced±$5.58
TiltBullish6.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.5054.2%9.3%77.1862.2%8.7%
25Δ88.9953.6%7.8%78.6659.0%7.2%
30Δ87.6853.4%6.6%79.7656.2%6.2%
35Δ86.7454.0%5.9%80.8553.5%5.2%
40Δ85.8054.5%5.2%81.9550.7%4.2%
45Δ84.8655.1%4.6%83.0348.0%3.2%
50Δ83.9255.6%3.9%83.8547.6%2.9%
55Δ82.9856.2%3.3%84.6647.1%2.5%
60Δ81.8358.2%2.9%85.4846.7%2.1%
65Δ80.6860.3%2.5%86.3046.2%1.7%
70Δ79.5362.3%2.1%87.1145.8%1.3%
75Δ78.3864.4%1.7%87.9345.3%0.9%
80Δ76.3970.2%1.4%89.2344.7%0.7%

20Δ

Calls
Pseudo strike
90.50
IV
54.2%
B/E move
9.3%
Puts
Pseudo strike
77.18
IV
62.2%
B/E move
8.7%

25Δ

Calls
Pseudo strike
88.99
IV
53.6%
B/E move
7.8%
Puts
Pseudo strike
78.66
IV
59.0%
B/E move
7.2%

30Δ

Calls
Pseudo strike
87.68
IV
53.4%
B/E move
6.6%
Puts
Pseudo strike
79.76
IV
56.2%
B/E move
6.2%

35Δ

Calls
Pseudo strike
86.74
IV
54.0%
B/E move
5.9%
Puts
Pseudo strike
80.85
IV
53.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
85.80
IV
54.5%
B/E move
5.2%
Puts
Pseudo strike
81.95
IV
50.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
84.86
IV
55.1%
B/E move
4.6%
Puts
Pseudo strike
83.03
IV
48.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
83.92
IV
55.6%
B/E move
3.9%
Puts
Pseudo strike
83.85
IV
47.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
82.98
IV
56.2%
B/E move
3.3%
Puts
Pseudo strike
84.66
IV
47.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
81.83
IV
58.2%
B/E move
2.9%
Puts
Pseudo strike
85.48
IV
46.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
80.68
IV
60.3%
B/E move
2.5%
Puts
Pseudo strike
86.30
IV
46.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
79.53
IV
62.3%
B/E move
2.1%
Puts
Pseudo strike
87.11
IV
45.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
78.38
IV
64.4%
B/E move
1.7%
Puts
Pseudo strike
87.93
IV
45.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
76.39
IV
70.2%
B/E move
1.4%
Puts
Pseudo strike
89.23
IV
44.7%
B/E move
0.7%

Options history

IV · four-Friday blend54.79%
Daily close
HCC45.0%50.3%55.5%2026-08-13: 47.27%2026-08-14: 45.75%2026-08-17: 48.61%2026-08-19: 47.34%2026-08-21: 46.87%2026-08-24: 48.19%2026-08-25: 47.67%2026-08-26: 48.00%2026-08-27: 46.96%2026-08-28: 47.05%2026-08-31: 47.10%2026-09-01: 46.65%2026-09-02: 46.55%2026-09-03: 47.01%2026-09-04: 46.54%2026-09-08: 48.44%2026-09-09: 48.69%2026-09-10: 48.04%2026-09-11: 46.51%2026-09-14: 49.41%2026-09-15: 50.47%2026-09-16: 52.86%2026-09-18: 49.04%2026-09-21: 49.23%2026-09-22: 49.15%2026-09-23: 49.34%2026-09-24: 49.30%2026-09-25: 49.41%2026-09-28: 49.31%2026-09-29: 49.16%2026-09-30: 49.07%2026-10-01: 49.17%2026-10-02: 48.15%2026-10-05: 49.26%2026-10-06: 48.66%2026-10-07: 49.07%2026-10-08: 48.46%2026-10-09: 48.45%2026-10-12: 51.59%2026-10-13: 51.76%2026-10-14: 52.20%2026-10-16: 50.25%2026-10-19: 51.26%2026-10-20: 52.01%2026-10-21: 51.65%2026-10-22: 51.86%2026-10-23: 52.52%2026-10-26: 52.19%2026-10-27: 52.54%2026-10-28: 53.67%2026-10-29: 53.57%2026-10-30: 54.79%Aug 13Sep 23Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
47.27%
45.75%
48.61%
47.34%
46.87%
48.19%
47.67%
48.00%
46.96%
47.05%
47.10%
46.65%
46.55%
47.01%
46.54%
48.44%
48.69%
48.04%
46.51%
49.41%
50.47%
52.86%
49.04%
49.23%
49.15%
49.34%
49.30%
49.41%
49.31%
49.16%
49.07%
49.17%
48.15%
49.26%
48.66%
49.07%
48.46%
48.45%
51.59%
51.76%
52.20%
50.25%
51.26%
52.01%
51.65%
51.86%
52.52%
52.19%
52.54%
53.67%
53.57%
54.79%