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Warrior Met Coal Inc HCC

BASIC MATERIALS · COKING COAL
i

Market dataready · fetched 2026-10-22T23:51:05.922Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002115976Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:51:05.191855+00:00

Share price$83.00
1D-0.0%
AH$82.61$83.17$83.73$84.28$84.845:30 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$1.08$4.66$8.25$11.83$15.42$66.85$75.16$83.46$91.77$100.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCC spot · $83.00HCC PRICE$1.46$1.93$2.46$2.99$3.59$4.18$4.91$5.84$6.77$7.84$9.05$10.27$12.23$1.67$2.21$2.85$3.48$4.16$4.88$5.59$6.53$7.67$8.81$10.34$12.10$14.39
PutsFair1.02×
CallsExpensive1.08×
SkewBullish-3.98 pp
Implied moveBearish±$10.50
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.5860.0%19.3%73.4057.8%13.6%
25Δ94.6659.8%16.4%75.5457.8%11.6%
30Δ92.3559.5%14.2%77.3857.5%10.2%
35Δ90.0559.3%12.1%79.2257.2%8.7%
40Δ88.1158.4%10.5%80.9456.4%7.5%
45Δ86.1857.6%8.9%82.5755.2%6.4%
50Δ84.3457.4%7.5%84.1954.0%5.3%
55Δ82.6158.4%6.6%85.8753.5%4.4%
60Δ80.8959.4%5.6%87.6053.6%3.7%
65Δ79.0860.0%4.7%89.3453.7%3.0%
70Δ77.1860.2%3.9%91.3854.1%2.4%
75Δ75.2860.5%3.1%93.6154.6%1.8%
80Δ72.7762.1%2.4%96.3355.6%1.3%

20Δ

Calls
Pseudo strike
97.58
IV
60.0%
B/E move
19.3%
Puts
Pseudo strike
73.40
IV
57.8%
B/E move
13.6%

25Δ

Calls
Pseudo strike
94.66
IV
59.8%
B/E move
16.4%
Puts
Pseudo strike
75.54
IV
57.8%
B/E move
11.6%

30Δ

Calls
Pseudo strike
92.35
IV
59.5%
B/E move
14.2%
Puts
Pseudo strike
77.38
IV
57.5%
B/E move
10.2%

35Δ

Calls
Pseudo strike
90.05
IV
59.3%
B/E move
12.1%
Puts
Pseudo strike
79.22
IV
57.2%
B/E move
8.7%

40Δ

Calls
Pseudo strike
88.11
IV
58.4%
B/E move
10.5%
Puts
Pseudo strike
80.94
IV
56.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
86.18
IV
57.6%
B/E move
8.9%
Puts
Pseudo strike
82.57
IV
55.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
84.34
IV
57.4%
B/E move
7.5%
Puts
Pseudo strike
84.19
IV
54.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
82.61
IV
58.4%
B/E move
6.6%
Puts
Pseudo strike
85.87
IV
53.5%
B/E move
4.4%

60Δ

Calls
Pseudo strike
80.89
IV
59.4%
B/E move
5.6%
Puts
Pseudo strike
87.60
IV
53.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
79.08
IV
60.0%
B/E move
4.7%
Puts
Pseudo strike
89.34
IV
53.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
77.18
IV
60.2%
B/E move
3.9%
Puts
Pseudo strike
91.38
IV
54.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
75.28
IV
60.5%
B/E move
3.1%
Puts
Pseudo strike
93.61
IV
54.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
72.77
IV
62.1%
B/E move
2.4%
Puts
Pseudo strike
96.33
IV
55.6%
B/E move
1.3%

Options history

No recorded observations