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Hycroft Mining Holding Corporation Class A Common Stock HYMC

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-11-03T16:05:42.337Z

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 · 2026-11-03T16:05:07.993109673Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T16:05:41.771671+00:00

Share price$16.07
1D-3.2%
$15.95$16.13$16.30$16.47$16.655:30 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$0.22$0.95$1.68$2.41$3.15$11.97$13.98$15.98$17.98$19.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYMC spot · $16.07HYMC PRICE$0.30$0.40$0.50$0.62$0.73$0.87$1.03$1.18$1.39$1.61$1.85$2.14$2.44$0.34$0.45$0.56$0.71$0.86$1.02$1.24$1.47$1.70$1.98$2.26$2.59$2.94
PutsCheap0.82×
CallsCheap0.92×
SkewBullish-4.57 pp
Implied moveBearish±$2.27
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.0283.1%20.3%14.1379.0%14.1%
25Δ18.5083.4%17.7%14.5478.2%12.3%
30Δ17.9883.6%15.1%14.9577.3%10.4%
35Δ17.5482.3%13.0%15.3077.4%9.2%
40Δ17.0981.0%10.9%15.6477.6%8.0%
45Δ16.7181.0%9.5%15.9877.8%6.8%
50Δ16.3581.4%8.2%16.3478.7%6.0%
55Δ15.9981.9%6.9%16.7179.6%5.1%
60Δ15.6282.7%5.9%17.0880.3%4.3%
65Δ15.2583.5%4.9%17.4879.9%3.6%
70Δ14.8684.2%4.0%17.8879.4%2.8%
75Δ14.4484.9%3.2%18.3178.0%2.1%
80Δ14.0185.6%2.4%18.7676.1%1.5%

20Δ

Calls
Pseudo strike
19.02
IV
83.1%
B/E move
20.3%
Puts
Pseudo strike
14.13
IV
79.0%
B/E move
14.1%

25Δ

Calls
Pseudo strike
18.50
IV
83.4%
B/E move
17.7%
Puts
Pseudo strike
14.54
IV
78.2%
B/E move
12.3%

30Δ

Calls
Pseudo strike
17.98
IV
83.6%
B/E move
15.1%
Puts
Pseudo strike
14.95
IV
77.3%
B/E move
10.4%

35Δ

Calls
Pseudo strike
17.54
IV
82.3%
B/E move
13.0%
Puts
Pseudo strike
15.30
IV
77.4%
B/E move
9.2%

40Δ

Calls
Pseudo strike
17.09
IV
81.0%
B/E move
10.9%
Puts
Pseudo strike
15.64
IV
77.6%
B/E move
8.0%

45Δ

Calls
Pseudo strike
16.71
IV
81.0%
B/E move
9.5%
Puts
Pseudo strike
15.98
IV
77.8%
B/E move
6.8%

50Δ

Calls
Pseudo strike
16.35
IV
81.4%
B/E move
8.2%
Puts
Pseudo strike
16.34
IV
78.7%
B/E move
6.0%

55Δ

Calls
Pseudo strike
15.99
IV
81.9%
B/E move
6.9%
Puts
Pseudo strike
16.71
IV
79.6%
B/E move
5.1%

60Δ

Calls
Pseudo strike
15.62
IV
82.7%
B/E move
5.9%
Puts
Pseudo strike
17.08
IV
80.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
15.25
IV
83.5%
B/E move
4.9%
Puts
Pseudo strike
17.48
IV
79.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
14.86
IV
84.2%
B/E move
4.0%
Puts
Pseudo strike
17.88
IV
79.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
14.44
IV
84.9%
B/E move
3.2%
Puts
Pseudo strike
18.31
IV
78.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
14.01
IV
85.6%
B/E move
2.4%
Puts
Pseudo strike
18.76
IV
76.1%
B/E move
1.5%

Options history

IV · four-Friday blend76.78%
Daily EOD
HYMC74.6%77.4%80.2%2026-10-19: 77.92%2026-10-20: 79.77%2026-10-21: 77.10%2026-10-22: 78.04%2026-10-23: 76.03%2026-10-26: 76.47%2026-10-27: 76.66%2026-10-28: 75.29%2026-10-29: 74.94%2026-10-30: 76.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.92%
79.77%
77.10%
78.04%
76.03%
76.47%
76.66%
75.29%
74.94%
76.78%