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Hycroft Mining Holding Corporation Class A Common Stock HYMC

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Market datapartial · fetched 2026-10-23T15:19:52.655Z

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 · 2026-10-23T15:19:45.702874454Z

FundamentalsAlpha Vantage · unavailable

Share price$15.64
1D-0.7%
$15.06$15.24$15.42$15.60$15.785:30 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$1.69$3.19$4.69$6.20$10.16$13.35$16.55$19.74$22.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYMC spot · $15.64HYMC PRICE$0.35$0.46$0.58$0.72$0.86$1.03$1.20$1.39$1.58$1.82$2.10$2.34$2.49$0.44$0.59$0.79$1.00$1.23$1.47$1.75$2.10$2.51$3.01$3.35$3.67$5.76
PutsCheap0.89×
CallsCheap0.94×
SkewBearish+9.52 pp
Implied moveBearish±$2.95
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.3479.0%25.9%13.3180.6%17.7%
25Δ18.6579.0%22.2%13.8181.1%15.5%
30Δ17.9978.1%18.7%14.2982.5%13.7%
35Δ17.4878.3%16.4%14.7484.4%12.2%
40Δ16.9778.5%14.0%15.1985.5%10.7%
45Δ16.5278.7%12.2%15.6685.5%9.3%
50Δ16.0778.9%10.4%16.1585.9%7.9%
55Δ15.6478.4%8.9%16.6787.4%6.9%
60Δ15.2177.6%7.3%17.2489.3%5.8%
65Δ14.7777.7%6.1%17.8891.8%4.9%
70Δ14.3278.5%5.0%18.3988.7%3.9%
75Δ13.9177.0%3.9%18.8784.2%2.8%
80Δ13.6170.1%3.0%21.02106.7%2.5%

20Δ

Calls
Pseudo strike
19.34
IV
79.0%
B/E move
25.9%
Puts
Pseudo strike
13.31
IV
80.6%
B/E move
17.7%

25Δ

Calls
Pseudo strike
18.65
IV
79.0%
B/E move
22.2%
Puts
Pseudo strike
13.81
IV
81.1%
B/E move
15.5%

30Δ

Calls
Pseudo strike
17.99
IV
78.1%
B/E move
18.7%
Puts
Pseudo strike
14.29
IV
82.5%
B/E move
13.7%

35Δ

Calls
Pseudo strike
17.48
IV
78.3%
B/E move
16.4%
Puts
Pseudo strike
14.74
IV
84.4%
B/E move
12.2%

40Δ

Calls
Pseudo strike
16.97
IV
78.5%
B/E move
14.0%
Puts
Pseudo strike
15.19
IV
85.5%
B/E move
10.7%

45Δ

Calls
Pseudo strike
16.52
IV
78.7%
B/E move
12.2%
Puts
Pseudo strike
15.66
IV
85.5%
B/E move
9.3%

50Δ

Calls
Pseudo strike
16.07
IV
78.9%
B/E move
10.4%
Puts
Pseudo strike
16.15
IV
85.9%
B/E move
7.9%

55Δ

Calls
Pseudo strike
15.64
IV
78.4%
B/E move
8.9%
Puts
Pseudo strike
16.67
IV
87.4%
B/E move
6.9%

60Δ

Calls
Pseudo strike
15.21
IV
77.6%
B/E move
7.3%
Puts
Pseudo strike
17.24
IV
89.3%
B/E move
5.8%

65Δ

Calls
Pseudo strike
14.77
IV
77.7%
B/E move
6.1%
Puts
Pseudo strike
17.88
IV
91.8%
B/E move
4.9%

70Δ

Calls
Pseudo strike
14.32
IV
78.5%
B/E move
5.0%
Puts
Pseudo strike
18.39
IV
88.7%
B/E move
3.9%

75Δ

Calls
Pseudo strike
13.91
IV
77.0%
B/E move
3.9%
Puts
Pseudo strike
18.87
IV
84.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
13.61
IV
70.1%
B/E move
3.0%
Puts
Pseudo strike
21.02
IV
106.7%
B/E move
2.5%

Options history

No recorded observations