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Hallador Energy Company Common Stock HNRG

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Market datapartial · fetched 2026-10-22T15:48:26.838Z

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 · 2026-10-22T15:48:25.260951205Z

FundamentalsAlpha Vantage · unavailable

Share price$10.90
1D-1.8%
$10.72$10.82$10.92$11.01$11.115:30 AM6:30 AM9:00 AM1:00 PMHNRG
Sold putSold call

Hallador Energy Company Common Stock options

Live interpolated HNRG call and put midpoint premiums by absolute delta.Hallador Energy Company Common Stock$0.25$0.92$1.59$2.27$2.94$7.38$9.55$11.72$13.89$16.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HNRG spot · $10.90HNRG PRICE$0.40$0.40$0.46$0.57$0.67$0.76$0.85$0.99$1.22$1.45$1.73$2.12$2.74$0.32$0.44$0.55$0.69$0.82$0.96$1.09$1.22$1.36$1.49$1.79$2.09$2.59
PutsCheap0.87×
CallsExpensive1.24×
SkewBullish-18.81 pp
Implied moveBearish±$1.94
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.43137.9%54.4%9.2381.8%18.3%
25Δ13.97102.0%31.8%9.5882.3%16.1%
30Δ12.8788.3%22.2%9.9482.8%13.9%
35Δ12.4488.2%19.3%10.2681.9%12.2%
40Δ12.0188.0%16.3%10.5880.5%10.5%
45Δ11.6283.5%13.6%10.9079.2%8.8%
50Δ11.2478.9%10.9%11.1876.8%7.4%
55Δ10.8877.9%8.8%11.4573.8%6.2%
60Δ10.5583.1%7.9%11.7270.8%5.0%
65Δ10.2288.2%7.0%11.9867.8%3.7%
70Δ9.8394.3%6.1%12.3668.3%3.0%
75Δ9.35102.2%5.2%12.7469.0%2.3%
80Δ8.64120.0%4.5%13.3172.8%1.7%

20Δ

Calls
Pseudo strike
16.43
IV
137.9%
B/E move
54.4%
Puts
Pseudo strike
9.23
IV
81.8%
B/E move
18.3%

25Δ

Calls
Pseudo strike
13.97
IV
102.0%
B/E move
31.8%
Puts
Pseudo strike
9.58
IV
82.3%
B/E move
16.1%

30Δ

Calls
Pseudo strike
12.87
IV
88.3%
B/E move
22.2%
Puts
Pseudo strike
9.94
IV
82.8%
B/E move
13.9%

35Δ

Calls
Pseudo strike
12.44
IV
88.2%
B/E move
19.3%
Puts
Pseudo strike
10.26
IV
81.9%
B/E move
12.2%

40Δ

Calls
Pseudo strike
12.01
IV
88.0%
B/E move
16.3%
Puts
Pseudo strike
10.58
IV
80.5%
B/E move
10.5%

45Δ

Calls
Pseudo strike
11.62
IV
83.5%
B/E move
13.6%
Puts
Pseudo strike
10.90
IV
79.2%
B/E move
8.8%

50Δ

Calls
Pseudo strike
11.24
IV
78.9%
B/E move
10.9%
Puts
Pseudo strike
11.18
IV
76.8%
B/E move
7.4%

55Δ

Calls
Pseudo strike
10.88
IV
77.9%
B/E move
8.8%
Puts
Pseudo strike
11.45
IV
73.8%
B/E move
6.2%

60Δ

Calls
Pseudo strike
10.55
IV
83.1%
B/E move
7.9%
Puts
Pseudo strike
11.72
IV
70.8%
B/E move
5.0%

65Δ

Calls
Pseudo strike
10.22
IV
88.2%
B/E move
7.0%
Puts
Pseudo strike
11.98
IV
67.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
9.83
IV
94.3%
B/E move
6.1%
Puts
Pseudo strike
12.36
IV
68.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
9.35
IV
102.2%
B/E move
5.2%
Puts
Pseudo strike
12.74
IV
69.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
8.64
IV
120.0%
B/E move
4.5%
Puts
Pseudo strike
13.31
IV
72.8%
B/E move
1.7%

Options history

No recorded observations