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Ramaco Resources, Inc. Class A Common Stock METC

BASIC MATERIALS · COKING COAL
i

Market dataready · fetched 2026-11-12T02:52:04.663Z

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 · 2026-11-11T21:51:30.56940915Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:52:04.323985+00:00

Share price$7.25
1D+7.4%
AH$6.67$6.90$7.13$7.35$7.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMETC
Sold putSold callAH

Ramaco Resources, Inc. Class A Common Stock options

Live interpolated METC call and put midpoint premiums by absolute delta.Ramaco Resources, Inc. Class A Common Stock$0.11$0.40$0.69$0.97$1.26$4.76$5.90$7.03$8.17$9.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive METC spot · $7.25METC PRICE$0.14$0.17$0.20$0.26$0.31$0.36$0.42$0.47$0.52$0.64$0.82$1.00$1.18$0.14$0.18$0.22$0.26$0.33$0.41$0.50$0.59$0.67$0.76$0.85$0.97$1.15
PutsCheap0.50×
CallsCheap0.72×
SkewBullish-12.84 pp
Implied moveBearish±$0.92
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.78125.4%23.0%6.33101.7%14.6%
25Δ8.38113.0%17.9%6.5397.5%12.4%
30Δ7.99101.3%13.0%6.7293.4%10.3%
35Δ7.8499.8%11.7%6.9289.2%8.1%
40Δ7.6998.4%10.3%7.0887.7%6.8%
45Δ7.5496.9%8.9%7.2288.1%6.1%
50Δ7.3895.4%7.6%7.3688.6%5.4%
55Δ7.2394.0%6.2%7.5089.0%4.7%
60Δ7.0892.5%4.9%7.6489.4%3.9%
65Δ6.9095.4%3.9%7.7889.8%3.2%
70Δ6.68103.1%3.4%7.9190.2%2.5%
75Δ6.46110.9%2.8%8.0888.8%1.9%
80Δ6.24118.7%2.3%8.2984.7%1.5%

20Δ

Calls
Pseudo strike
8.78
IV
125.4%
B/E move
23.0%
Puts
Pseudo strike
6.33
IV
101.7%
B/E move
14.6%

25Δ

Calls
Pseudo strike
8.38
IV
113.0%
B/E move
17.9%
Puts
Pseudo strike
6.53
IV
97.5%
B/E move
12.4%

30Δ

Calls
Pseudo strike
7.99
IV
101.3%
B/E move
13.0%
Puts
Pseudo strike
6.72
IV
93.4%
B/E move
10.3%

35Δ

Calls
Pseudo strike
7.84
IV
99.8%
B/E move
11.7%
Puts
Pseudo strike
6.92
IV
89.2%
B/E move
8.1%

40Δ

Calls
Pseudo strike
7.69
IV
98.4%
B/E move
10.3%
Puts
Pseudo strike
7.08
IV
87.7%
B/E move
6.8%

45Δ

Calls
Pseudo strike
7.54
IV
96.9%
B/E move
8.9%
Puts
Pseudo strike
7.22
IV
88.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
7.38
IV
95.4%
B/E move
7.6%
Puts
Pseudo strike
7.36
IV
88.6%
B/E move
5.4%

55Δ

Calls
Pseudo strike
7.23
IV
94.0%
B/E move
6.2%
Puts
Pseudo strike
7.50
IV
89.0%
B/E move
4.7%

60Δ

Calls
Pseudo strike
7.08
IV
92.5%
B/E move
4.9%
Puts
Pseudo strike
7.64
IV
89.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
6.90
IV
95.4%
B/E move
3.9%
Puts
Pseudo strike
7.78
IV
89.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
6.68
IV
103.1%
B/E move
3.4%
Puts
Pseudo strike
7.91
IV
90.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
6.46
IV
110.9%
B/E move
2.8%
Puts
Pseudo strike
8.08
IV
88.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
6.24
IV
118.7%
B/E move
2.3%
Puts
Pseudo strike
8.29
IV
84.7%
B/E move
1.5%

Options history

IV · four-Friday blend88.78%
Daily EOD
METC85.0%87.9%90.8%2026-10-19: 85.41%2026-10-20: 86.46%2026-10-21: 87.00%2026-10-22: 87.61%2026-10-23: 87.31%2026-10-26: 88.54%2026-10-27: 88.18%2026-10-28: 90.44%2026-10-29: 88.51%2026-10-30: 88.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
85.41%
86.46%
87.00%
87.61%
87.31%
88.54%
88.18%
90.44%
88.51%
88.78%