IntraAlpha
Create free account Start free

SUNCOKE ENERGY INC SXC

BASIC MATERIALS · COKING COAL
i

Market dataready · fetched 2026-11-13T01:27:35.168Z

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 · 2026-11-13T00:00:00.003044432Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:27:34.715137+00:00

Share price$10.76
1D+0.6%
AH$10.61$10.66$10.71$10.75$10.805:30 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$0.10$0.94$1.78$2.62$3.46$9.40$9.99$10.58$11.17$11.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SXC spot · $10.76SXC PRICE$0.19$0.24$0.28$0.32$0.36$0.40$0.44$0.48$0.52$0.56$0.60$0.64$0.58$0.77$0.96$1.15$1.34$1.53$1.73$1.92$2.32$3.22
Puts——
Calls——
Skew——
Implied moveBearish±$1.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.2389.7%15.5%
30Δ12.0885.4%14.4%
35Δ11.9281.1%13.3%10.27119.8%9.9%
40Δ11.7676.8%12.3%10.56122.2%9.0%
45Δ11.6172.5%11.2%10.85124.6%8.1%
50Δ11.4568.1%10.1%11.14126.9%7.2%
55Δ11.3063.8%9.0%11.43129.3%6.3%
60Δ11.1459.5%8.0%11.72131.6%5.4%
65Δ10.9855.2%6.9%12.01134.0%4.4%
70Δ10.8350.9%5.8%12.30136.3%3.5%
75Δ10.6746.6%4.8%12.79143.2%2.7%
80Δ10.5142.2%3.7%13.75160.3%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.23
IV
89.7%
B/E move
15.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.08
IV
85.4%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.92
IV
81.1%
B/E move
13.3%
Puts
Pseudo strike
10.27
IV
119.8%
B/E move
9.9%

40Δ

Calls
Pseudo strike
11.76
IV
76.8%
B/E move
12.3%
Puts
Pseudo strike
10.56
IV
122.2%
B/E move
9.0%

45Δ

Calls
Pseudo strike
11.61
IV
72.5%
B/E move
11.2%
Puts
Pseudo strike
10.85
IV
124.6%
B/E move
8.1%

50Δ

Calls
Pseudo strike
11.45
IV
68.1%
B/E move
10.1%
Puts
Pseudo strike
11.14
IV
126.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
11.30
IV
63.8%
B/E move
9.0%
Puts
Pseudo strike
11.43
IV
129.3%
B/E move
6.3%

60Δ

Calls
Pseudo strike
11.14
IV
59.5%
B/E move
8.0%
Puts
Pseudo strike
11.72
IV
131.6%
B/E move
5.4%

65Δ

Calls
Pseudo strike
10.98
IV
55.2%
B/E move
6.9%
Puts
Pseudo strike
12.01
IV
134.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
10.83
IV
50.9%
B/E move
5.8%
Puts
Pseudo strike
12.30
IV
136.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
10.67
IV
46.6%
B/E move
4.8%
Puts
Pseudo strike
12.79
IV
143.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
10.51
IV
42.2%
B/E move
3.7%
Puts
Pseudo strike
13.75
IV
160.3%
B/E move
2.2%

Options history

IV · four-Friday blend51.61%
Daily EOD
SXC50.8%55.2%59.5%2026-10-19: 53.50%2026-10-21: 51.44%2026-10-22: 51.74%2026-10-23: 58.88%2026-10-26: 51.61%Oct 19Oct 22Oct 26
5 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
53.50%
51.44%
51.74%
58.88%
51.61%