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SUNCOKE ENERGY INC SXC

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Market datapartial · fetched 2026-10-22T21:51:14.804Z

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 · 2026-10-22T20:10:00.004155706Z

FundamentalsAlpha Vantage · unavailable

Share price$9.71
1D-1.4%
AH$9.66$9.72$9.79$9.85$9.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSXC
Sold putSold callAH

SUNCOKE ENERGY INC options

Live interpolated SXC call and put midpoint premiums by absolute delta.SUNCOKE ENERGY INC$0.22$1.22$2.22$3.22$4.22$6.87$8.49$10.10$11.71$13.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SXC spot · $9.71SXC PRICE$0.35$0.55$0.73$0.64$0.55$0.46$0.70$0.99$1.28$1.58$1.87$2.16$2.45$0.33$0.39$0.46$0.52$0.58$0.64$0.71$0.88$1.36$1.83$2.30$2.78$3.94
PutsExpensive2.01×
CallsExpensive2.81×
SkewBullish-28.58 pp
Implied moveBalanced±$1.41
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.75122.6%45.2%7.80101.4%23.1%
25Δ15.04168.8%60.6%8.1294.6%20.4%
30Δ16.41200.3%76.5%8.4587.7%17.7%
35Δ14.37152.9%54.5%8.7880.9%14.9%
40Δ12.32105.5%32.6%9.1174.0%12.2%
45Δ10.2858.1%10.6%9.4467.2%9.4%
50Δ9.7159.7%7.2%9.7660.3%6.7%
55Δ9.3769.1%6.7%10.1457.8%4.6%
60Δ9.0378.5%6.2%10.6666.5%4.2%
65Δ8.6987.9%5.7%11.1775.2%3.8%
70Δ8.3597.3%5.2%11.6983.9%3.3%
75Δ8.01106.7%4.8%12.2092.6%2.9%
80Δ7.67116.1%4.3%13.40109.8%2.5%

20Δ

Calls
Pseudo strike
13.75
IV
122.6%
B/E move
45.2%
Puts
Pseudo strike
7.80
IV
101.4%
B/E move
23.1%

25Δ

Calls
Pseudo strike
15.04
IV
168.8%
B/E move
60.6%
Puts
Pseudo strike
8.12
IV
94.6%
B/E move
20.4%

30Δ

Calls
Pseudo strike
16.41
IV
200.3%
B/E move
76.5%
Puts
Pseudo strike
8.45
IV
87.7%
B/E move
17.7%

35Δ

Calls
Pseudo strike
14.37
IV
152.9%
B/E move
54.5%
Puts
Pseudo strike
8.78
IV
80.9%
B/E move
14.9%

40Δ

Calls
Pseudo strike
12.32
IV
105.5%
B/E move
32.6%
Puts
Pseudo strike
9.11
IV
74.0%
B/E move
12.2%

45Δ

Calls
Pseudo strike
10.28
IV
58.1%
B/E move
10.6%
Puts
Pseudo strike
9.44
IV
67.2%
B/E move
9.4%

50Δ

Calls
Pseudo strike
9.71
IV
59.7%
B/E move
7.2%
Puts
Pseudo strike
9.76
IV
60.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
9.37
IV
69.1%
B/E move
6.7%
Puts
Pseudo strike
10.14
IV
57.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
9.03
IV
78.5%
B/E move
6.2%
Puts
Pseudo strike
10.66
IV
66.5%
B/E move
4.2%

65Δ

Calls
Pseudo strike
8.69
IV
87.9%
B/E move
5.7%
Puts
Pseudo strike
11.17
IV
75.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
8.35
IV
97.3%
B/E move
5.2%
Puts
Pseudo strike
11.69
IV
83.9%
B/E move
3.3%

75Δ

Calls
Pseudo strike
8.01
IV
106.7%
B/E move
4.8%
Puts
Pseudo strike
12.20
IV
92.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
7.67
IV
116.1%
B/E move
4.3%
Puts
Pseudo strike
13.40
IV
109.8%
B/E move
2.5%

Options history

No recorded observations