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SUNCOKE ENERGY INC SXC

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Market datapartial · fetched 2026-10-23T16:42:02.540Z

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 · 2026-10-23T16:40:41.146536755Z

FundamentalsAlpha Vantage · unavailable

Share price$9.92
1D+3.2%
$9.59$9.68$9.77$9.85$9.945:30 AM6:30 AM9:00 AM1:00 PMSXC
Sold putSold call

SUNCOKE ENERGY INC options

Live interpolated SXC call and put midpoint premiums by absolute delta.SUNCOKE ENERGY INC$0.16$1.89$3.61$5.34$7.06$6.18$8.03$9.87$11.71$13.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SXC spot · $9.92SXC PRICE$0.41$0.48$0.50$0.53$0.55$0.57$0.59$0.83$1.21$1.58$1.95$2.32$2.69$0.35$0.42$0.48$0.55$0.62$0.69$1.14$2.01$2.88$4.23$6.56
PutsExpensive2.76×
CallsExpensive2.64×
SkewBearish+3.63 pp
Implied moveBearish±$1.73
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.76153.7%63.0%7.91105.8%23.8%
25Δ14.68149.1%52.9%8.2998.2%20.7%
30Δ13.81132.0%44.3%8.6690.6%17.5%
35Δ12.94114.8%35.7%9.0483.0%14.4%
40Δ12.0797.6%27.2%9.4275.4%11.3%
45Δ11.2080.5%18.6%9.8067.7%8.1%
50Δ10.3363.3%10.1%10.3977.5%6.8%
55Δ9.7465.2%6.6%11.20106.3%7.4%
60Δ9.3478.4%6.3%12.02135.0%7.9%
65Δ8.9391.6%5.9%13.35166.1%8.1%
70Δ8.52104.8%5.5%15.73202.1%7.6%
75Δ8.11118.0%5.1%
80Δ7.70131.2%4.8%

20Δ

Calls
Pseudo strike
15.76
IV
153.7%
B/E move
63.0%
Puts
Pseudo strike
7.91
IV
105.8%
B/E move
23.8%

25Δ

Calls
Pseudo strike
14.68
IV
149.1%
B/E move
52.9%
Puts
Pseudo strike
8.29
IV
98.2%
B/E move
20.7%

30Δ

Calls
Pseudo strike
13.81
IV
132.0%
B/E move
44.3%
Puts
Pseudo strike
8.66
IV
90.6%
B/E move
17.5%

35Δ

Calls
Pseudo strike
12.94
IV
114.8%
B/E move
35.7%
Puts
Pseudo strike
9.04
IV
83.0%
B/E move
14.4%

40Δ

Calls
Pseudo strike
12.07
IV
97.6%
B/E move
27.2%
Puts
Pseudo strike
9.42
IV
75.4%
B/E move
11.3%

45Δ

Calls
Pseudo strike
11.20
IV
80.5%
B/E move
18.6%
Puts
Pseudo strike
9.80
IV
67.7%
B/E move
8.1%

50Δ

Calls
Pseudo strike
10.33
IV
63.3%
B/E move
10.1%
Puts
Pseudo strike
10.39
IV
77.5%
B/E move
6.8%

55Δ

Calls
Pseudo strike
9.74
IV
65.2%
B/E move
6.6%
Puts
Pseudo strike
11.20
IV
106.3%
B/E move
7.4%

60Δ

Calls
Pseudo strike
9.34
IV
78.4%
B/E move
6.3%
Puts
Pseudo strike
12.02
IV
135.0%
B/E move
7.9%

65Δ

Calls
Pseudo strike
8.93
IV
91.6%
B/E move
5.9%
Puts
Pseudo strike
13.35
IV
166.1%
B/E move
8.1%

70Δ

Calls
Pseudo strike
8.52
IV
104.8%
B/E move
5.5%
Puts
Pseudo strike
15.73
IV
202.1%
B/E move
7.6%

75Δ

Calls
Pseudo strike
8.11
IV
118.0%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.70
IV
131.2%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations