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Hallador Energy Company Common Stock HNRG

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Market datapartial · fetched 2026-10-22T16:44:34.236Z

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 · 2026-10-22T16:44:19.660212801Z

FundamentalsAlpha Vantage · unavailable

Share price$11.12
1D+0.6%
$10.72$10.83$10.95$11.07$11.185:30 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$1.21$2.17$3.14$4.10$7.57$9.69$11.81$13.93$16.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HNRG spot · $11.12HNRG PRICE$0.40$0.40$0.44$0.54$0.64$0.77$0.90$1.04$1.19$1.35$1.51$1.75$2.10$0.35$0.47$0.59$0.73$0.87$1.02$1.20$1.37$1.60$1.97$2.36$3.14$3.82
PutsFair0.99×
CallsExpensive1.13×
SkewBullish-0.61 pp
Implied moveBearish±$2.10
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.59134.1%52.8%9.3486.4%19.2%
25Δ14.1398.7%30.7%9.7386.6%16.7%
30Δ12.9582.3%20.4%10.1186.3%14.4%
35Δ12.5481.5%17.7%10.4584.9%12.6%
40Δ12.1480.8%14.9%10.7983.6%10.7%
45Δ11.7980.9%12.9%11.1382.3%9.1%
50Δ11.4681.6%11.2%11.4581.1%7.8%
55Δ11.1382.2%9.5%11.7779.9%6.5%
60Δ10.8181.4%8.0%12.1380.0%5.3%
65Δ10.5079.7%6.6%12.5882.9%4.5%
70Δ10.1978.1%5.2%13.0686.4%3.7%
75Δ9.8278.8%4.0%13.9196.3%3.2%
80Δ9.3782.9%3.2%14.6898.6%2.3%

20Δ

Calls
Pseudo strike
16.59
IV
134.1%
B/E move
52.8%
Puts
Pseudo strike
9.34
IV
86.4%
B/E move
19.2%

25Δ

Calls
Pseudo strike
14.13
IV
98.7%
B/E move
30.7%
Puts
Pseudo strike
9.73
IV
86.6%
B/E move
16.7%

30Δ

Calls
Pseudo strike
12.95
IV
82.3%
B/E move
20.4%
Puts
Pseudo strike
10.11
IV
86.3%
B/E move
14.4%

35Δ

Calls
Pseudo strike
12.54
IV
81.5%
B/E move
17.7%
Puts
Pseudo strike
10.45
IV
84.9%
B/E move
12.6%

40Δ

Calls
Pseudo strike
12.14
IV
80.8%
B/E move
14.9%
Puts
Pseudo strike
10.79
IV
83.6%
B/E move
10.7%

45Δ

Calls
Pseudo strike
11.79
IV
80.9%
B/E move
12.9%
Puts
Pseudo strike
11.13
IV
82.3%
B/E move
9.1%

50Δ

Calls
Pseudo strike
11.46
IV
81.6%
B/E move
11.2%
Puts
Pseudo strike
11.45
IV
81.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
11.13
IV
82.2%
B/E move
9.5%
Puts
Pseudo strike
11.77
IV
79.9%
B/E move
6.5%

60Δ

Calls
Pseudo strike
10.81
IV
81.4%
B/E move
8.0%
Puts
Pseudo strike
12.13
IV
80.0%
B/E move
5.3%

65Δ

Calls
Pseudo strike
10.50
IV
79.7%
B/E move
6.6%
Puts
Pseudo strike
12.58
IV
82.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
10.19
IV
78.1%
B/E move
5.2%
Puts
Pseudo strike
13.06
IV
86.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
9.82
IV
78.8%
B/E move
4.0%
Puts
Pseudo strike
13.91
IV
96.3%
B/E move
3.2%

80Δ

Calls
Pseudo strike
9.37
IV
82.9%
B/E move
3.2%
Puts
Pseudo strike
14.68
IV
98.6%
B/E move
2.3%

Options history

No recorded observations