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Hallador Energy Company Common Stock HNRG

i

Market dataready · fetched 2026-11-12T03:45:03.347Z

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 · 2026-11-11T22:55:29.147340076Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:45:03.111563+00:00

Share price$10.80
1D+3.4%
AH$10.39$10.61$10.82$11.03$11.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHNRG
Sold putSold callAH

Hallador Energy Company Common Stock options

Live interpolated HNRG call and put midpoint premiums by absolute delta.Hallador Energy Company Common Stock$0.18$0.64$1.10$1.55$2.01$8.49$9.60$10.70$11.80$12.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HNRG spot · $10.80HNRG PRICE$0.23$0.29$0.36$0.43$0.50$0.61$0.77$0.94$1.10$1.28$1.58$1.88$0.23$0.31$0.38$0.43$0.47$0.52$0.57$0.62$0.71$0.79$0.88$0.96$1.05
PutsCheap0.72×
Calls——
Skew——
Implied moveBullish±$1.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.53102.6%13.9%
25Δ12.0995.4%14.1%9.78105.9%12.3%
30Δ11.8697.3%12.5%10.02107.9%10.7%
35Δ11.6296.4%11.0%10.23100.6%9.2%
40Δ11.3995.4%9.5%10.4493.3%7.8%
45Δ11.1594.5%7.9%10.6486.0%6.3%
50Δ10.9296.0%6.7%10.8578.7%4.8%
55Δ10.68102.2%6.1%11.0372.4%3.6%
60Δ10.45108.3%5.4%11.1769.2%3.1%
65Δ10.21114.4%4.7%11.3166.0%2.6%
70Δ9.96120.7%4.1%11.4462.7%2.2%
75Δ9.58127.9%3.4%11.5859.5%1.7%
80Δ9.21135.2%2.7%11.7256.2%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.53
IV
102.6%
B/E move
13.9%

25Δ

Calls
Pseudo strike
12.09
IV
95.4%
B/E move
14.1%
Puts
Pseudo strike
9.78
IV
105.9%
B/E move
12.3%

30Δ

Calls
Pseudo strike
11.86
IV
97.3%
B/E move
12.5%
Puts
Pseudo strike
10.02
IV
107.9%
B/E move
10.7%

35Δ

Calls
Pseudo strike
11.62
IV
96.4%
B/E move
11.0%
Puts
Pseudo strike
10.23
IV
100.6%
B/E move
9.2%

40Δ

Calls
Pseudo strike
11.39
IV
95.4%
B/E move
9.5%
Puts
Pseudo strike
10.44
IV
93.3%
B/E move
7.8%

45Δ

Calls
Pseudo strike
11.15
IV
94.5%
B/E move
7.9%
Puts
Pseudo strike
10.64
IV
86.0%
B/E move
6.3%

50Δ

Calls
Pseudo strike
10.92
IV
96.0%
B/E move
6.7%
Puts
Pseudo strike
10.85
IV
78.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
10.68
IV
102.2%
B/E move
6.1%
Puts
Pseudo strike
11.03
IV
72.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
10.45
IV
108.3%
B/E move
5.4%
Puts
Pseudo strike
11.17
IV
69.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
10.21
IV
114.4%
B/E move
4.7%
Puts
Pseudo strike
11.31
IV
66.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
9.96
IV
120.7%
B/E move
4.1%
Puts
Pseudo strike
11.44
IV
62.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
9.58
IV
127.9%
B/E move
3.4%
Puts
Pseudo strike
11.58
IV
59.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
9.21
IV
135.2%
B/E move
2.7%
Puts
Pseudo strike
11.72
IV
56.2%
B/E move
1.2%

Options history

IV · four-Friday blend71.84%
Daily EOD
HNRG69.4%77.9%86.4%2026-10-19: 76.41%2026-10-20: 77.96%2026-10-21: 73.00%2026-10-22: 73.37%2026-10-23: 82.71%2026-10-26: 85.19%2026-10-27: 79.13%2026-10-28: 70.59%2026-10-29: 75.12%2026-10-30: 71.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.41%
77.96%
73.00%
73.37%
82.71%
85.19%
79.13%
70.59%
75.12%
71.84%