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Hecla Mining Company HL

i

Market dataready · fetched 2026-11-10T22:22:20.018Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:21:07.853593128Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:22:19.516592+00:00

Share price$14.32
1D-2.7%
AH$14.10$14.33$14.56$14.79$15.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHL
Sold putSold callAH

Hecla Mining Company options

Live interpolated HL call and put midpoint premiums by absolute delta.Hecla Mining Company$0.08$0.28$0.47$0.66$0.86$13.19$13.89$14.58$15.28$15.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HL spot · $14.32HL PRICE$0.11$0.14$0.18$0.22$0.27$0.31$0.36$0.41$0.46$0.51$0.60$0.70$0.80$0.11$0.15$0.19$0.23$0.28$0.32$0.37$0.42$0.48$0.54$0.61$0.68$0.75
PutsExpensive1.12×
CallsExpensive1.74×
SkewBullish-3.12 pp
Implied moveBalanced±$0.73
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.2072.9%6.9%13.5772.1%6.0%
25Δ15.0273.1%5.8%13.7272.1%5.3%
30Δ14.8873.2%5.1%13.8672.2%4.6%
35Δ14.7473.2%4.5%14.0072.2%3.9%
40Δ14.6173.2%3.9%14.1170.7%3.4%
45Δ14.4872.8%3.3%14.2369.1%2.9%
50Δ14.3771.0%2.8%14.3467.5%2.4%
55Δ14.2569.2%2.4%14.4565.9%2.0%
60Δ14.1467.3%1.9%14.5664.3%1.6%
65Δ14.0365.5%1.5%14.6762.7%1.3%
70Δ13.9065.2%1.2%14.7861.1%1.1%
75Δ13.7665.5%1.0%14.8959.5%0.8%
80Δ13.6365.8%0.7%14.9957.8%0.5%

20Δ

Calls
Pseudo strike
15.20
IV
72.9%
B/E move
6.9%
Puts
Pseudo strike
13.57
IV
72.1%
B/E move
6.0%

25Δ

Calls
Pseudo strike
15.02
IV
73.1%
B/E move
5.8%
Puts
Pseudo strike
13.72
IV
72.1%
B/E move
5.3%

30Δ

Calls
Pseudo strike
14.88
IV
73.2%
B/E move
5.1%
Puts
Pseudo strike
13.86
IV
72.2%
B/E move
4.6%

35Δ

Calls
Pseudo strike
14.74
IV
73.2%
B/E move
4.5%
Puts
Pseudo strike
14.00
IV
72.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
14.61
IV
73.2%
B/E move
3.9%
Puts
Pseudo strike
14.11
IV
70.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
14.48
IV
72.8%
B/E move
3.3%
Puts
Pseudo strike
14.23
IV
69.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
14.37
IV
71.0%
B/E move
2.8%
Puts
Pseudo strike
14.34
IV
67.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
14.25
IV
69.2%
B/E move
2.4%
Puts
Pseudo strike
14.45
IV
65.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
14.14
IV
67.3%
B/E move
1.9%
Puts
Pseudo strike
14.56
IV
64.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
14.03
IV
65.5%
B/E move
1.5%
Puts
Pseudo strike
14.67
IV
62.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
13.90
IV
65.2%
B/E move
1.2%
Puts
Pseudo strike
14.78
IV
61.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
13.76
IV
65.5%
B/E move
1.0%
Puts
Pseudo strike
14.89
IV
59.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
13.63
IV
65.8%
B/E move
0.7%
Puts
Pseudo strike
14.99
IV
57.8%
B/E move
0.5%

Options history

IV · four-Friday blend71.24%
Daily close
HL46.4%60.6%74.8%2026-08-12: 67.27%2026-08-13: 65.13%2026-08-14: 63.16%2026-08-17: 64.80%2026-08-18: 63.50%2026-08-19: 69.83%2026-08-20: 65.34%2026-08-21: 62.33%2026-08-24: 67.23%2026-08-25: 67.53%2026-08-26: 65.70%2026-08-27: 65.79%2026-08-28: 60.26%2026-08-31: 62.53%2026-09-01: 62.28%2026-09-02: 64.94%2026-09-03: 63.03%2026-09-04: 59.89%2026-09-08: 65.28%2026-09-09: 66.40%2026-09-10: 70.62%2026-09-11: 60.57%2026-09-14: 63.95%2026-09-15: 64.70%2026-09-16: 65.06%2026-09-17: 61.71%2026-09-18: 57.78%2026-09-21: 61.59%2026-09-22: 61.31%2026-09-23: 58.96%2026-09-24: 59.40%2026-09-25: 54.94%2026-09-28: 59.81%2026-09-29: 57.61%2026-09-30: 55.95%2026-10-01: 56.22%2026-10-02: 50.83%2026-10-05: 52.60%2026-10-06: 53.03%2026-10-07: 52.84%2026-10-08: 50.88%2026-10-09: 48.38%2026-10-12: 54.63%2026-10-13: 55.27%2026-10-14: 61.39%2026-10-15: 55.95%2026-10-16: 56.34%2026-10-19: 58.09%2026-10-20: 58.03%2026-10-21: 60.14%2026-10-22: 66.90%2026-10-23: 60.72%2026-10-26: 63.40%2026-10-27: 66.13%2026-10-28: 69.05%2026-10-29: 72.85%2026-10-30: 71.24%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
67.27%
65.13%
63.16%
64.80%
63.50%
69.83%
65.34%
62.33%
67.23%
67.53%
65.70%
65.79%
60.26%
62.53%
62.28%
64.94%
63.03%
59.89%
65.28%
66.40%
70.62%
60.57%
63.95%
64.70%
65.06%
61.71%
57.78%
61.59%
61.31%
58.96%
59.40%
54.94%
59.81%
57.61%
55.95%
56.22%
50.83%
52.60%
53.03%
52.84%
50.88%
48.38%
54.63%
55.27%
61.39%
55.95%
56.34%
58.09%
58.03%
60.14%
66.90%
60.72%
63.40%
66.13%
69.05%
72.85%
71.24%