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Hycroft Mining Holding Corporation Class A Common Stock HYMC

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-11T14:55:58.963Z

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 · 2026-11-11T14:55:51.697412677Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:55:58.437518+00:00

Share price$19.04
1D-2.2%
$18.69$18.89$19.09$19.29$19.505:30 AM6:30 AM9:00 AM1:00 PMHYMC
Sold putSold call

Hycroft Mining Holding Corporation Class A Common Stock options

Live interpolated HYMC call and put midpoint premiums by absolute delta.Hycroft Mining Holding Corporation Class A Common Stock$0.19$1.14$2.09$3.03$3.98$14.43$16.76$19.09$21.42$23.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYMC spot · $19.04HYMC PRICE$0.29$0.39$0.50$0.61$0.73$0.87$1.02$1.17$1.35$1.53$1.69$1.81$1.93$0.37$0.50$0.64$0.78$0.94$1.09$1.32$1.58$1.87$2.24$2.61$3.02$3.71
PutsCheap0.84×
CallsCheap0.71×
SkewBearish+12.99 pp
Implied moveBearish±$2.34
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7992.5%16.0%16.88100.9%13.3%
25Δ21.2993.3%13.9%17.31101.8%11.7%
30Δ20.8393.6%12.0%17.74101.8%10.2%
35Δ20.4193.2%10.4%18.15101.1%8.8%
40Δ19.9992.9%8.8%18.5399.3%7.6%
45Δ19.6392.6%7.7%18.9197.4%6.4%
50Δ19.2792.3%6.5%19.3198.6%5.6%
55Δ18.9191.9%5.5%19.70100.7%4.8%
60Δ18.5791.0%4.6%20.13102.9%4.1%
65Δ18.2390.1%3.8%20.61105.1%3.5%
70Δ17.9287.2%3.0%21.11106.7%2.8%
75Δ17.6980.3%2.4%21.64106.0%2.2%
80Δ17.4573.4%1.8%22.43110.8%1.7%

20Δ

Calls
Pseudo strike
21.79
IV
92.5%
B/E move
16.0%
Puts
Pseudo strike
16.88
IV
100.9%
B/E move
13.3%

25Δ

Calls
Pseudo strike
21.29
IV
93.3%
B/E move
13.9%
Puts
Pseudo strike
17.31
IV
101.8%
B/E move
11.7%

30Δ

Calls
Pseudo strike
20.83
IV
93.6%
B/E move
12.0%
Puts
Pseudo strike
17.74
IV
101.8%
B/E move
10.2%

35Δ

Calls
Pseudo strike
20.41
IV
93.2%
B/E move
10.4%
Puts
Pseudo strike
18.15
IV
101.1%
B/E move
8.8%

40Δ

Calls
Pseudo strike
19.99
IV
92.9%
B/E move
8.8%
Puts
Pseudo strike
18.53
IV
99.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
19.63
IV
92.6%
B/E move
7.7%
Puts
Pseudo strike
18.91
IV
97.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
19.27
IV
92.3%
B/E move
6.5%
Puts
Pseudo strike
19.31
IV
98.6%
B/E move
5.6%

55Δ

Calls
Pseudo strike
18.91
IV
91.9%
B/E move
5.5%
Puts
Pseudo strike
19.70
IV
100.7%
B/E move
4.8%

60Δ

Calls
Pseudo strike
18.57
IV
91.0%
B/E move
4.6%
Puts
Pseudo strike
20.13
IV
102.9%
B/E move
4.1%

65Δ

Calls
Pseudo strike
18.23
IV
90.1%
B/E move
3.8%
Puts
Pseudo strike
20.61
IV
105.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
17.92
IV
87.2%
B/E move
3.0%
Puts
Pseudo strike
21.11
IV
106.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
17.69
IV
80.3%
B/E move
2.4%
Puts
Pseudo strike
21.64
IV
106.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.45
IV
73.4%
B/E move
1.8%
Puts
Pseudo strike
22.43
IV
110.8%
B/E move
1.7%

Options history

IV · four-Friday blend76.78%
Daily EOD
HYMC74.6%77.4%80.2%2026-10-19: 77.92%2026-10-20: 79.77%2026-10-21: 77.10%2026-10-22: 78.04%2026-10-23: 76.03%2026-10-26: 76.47%2026-10-27: 76.66%2026-10-28: 75.29%2026-10-29: 74.94%2026-10-30: 76.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.92%
79.77%
77.10%
78.04%
76.03%
76.47%
76.66%
75.29%
74.94%
76.78%