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SXCSUNCOKE ENERGY INC

Options Analysis Report•STEEL WORKS, BLAST FURNACES & ROLLING MILLS (COKE OVENS)
Market Cap $862M|NYSE
● 2026-08-31$10.16
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +33.5%YTD +38.6%7D +5.7%
40
30D
±12.8%
72%

SXC Options Overview

IV is elevated with bullish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

4.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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SXC Gamma Walls

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Value

Is IV priced right?

3.6
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 71.7% — elevated vs history

<1.05x

IV/HV 1.01x — IV ≤ HV

Sector Relative≤50%

Sector percentile 72% — above sector median

<1.1x

Front/Back 0.93x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 46.2% — normal range

<80%

Effective IV 106.0% (ATM 46.2% + spread 29.9% + bias) — expensive

<3.0%

Total drag 36.94% (spread 29.92% + slippage 7.02%) — high friction

≥5.0

Vega efficiency 0.49 (vega 1.453 / spread 29.92%) — spread drag

Sentiment

Bullish or bearish?

6.2
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: -2%, Raw: -33%)
|net sentiment| ≥25%

Conviction-weighted: -2% (neutral) — Raw: -33%

≥15%

|OI skew| 84.3% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +25.0%, OI skew +84.3% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -100%, ATM: -23%, OTM: -100% — strong bearish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 64% — bearish vs sector

Activity

Unusual activity?

2.1
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 0.6% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +3.1% (5d) — building

Sector Relative≥60%

Sector activity percentile 28% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 22% — patient

≥30

Conviction -2 (bearish) — mixed

Liquidity

Can I trade efficiently?

2.5
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks1/8 checks passed
≤5.0%

Spread 29.9% — wide

≥10,000

OI 6,491 — thin

≥500

Volume 40/day — thin

≤$0.50

$1.50 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 82% — much wider than sector

≥100 contracts

Depth 532.5 contracts (bid:284.3 ask:248.2) — deep

<1.0%

Avg slippage 7.02% — poor

Timing

Is now a good time?

7.0
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -7.5% — contango

<30 or >70

IV percentile 72% — seller opportunity

≥10pts kink

IV kink -1.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 201.86 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -2% @ 50% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls4.9
bullishIV expensive, bullish flow
Long Puts4.0
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV rich premium, bullish flow
Covered Call4.8
bearishIV rich premium, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on SXC

SXC gamma wallsSXC max painSXC IV rankSXC options flow