Ramaco Resources, Inc. (METC) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Ramaco Resources, Inc. (METC) operates in the Energy sector, specifically the Coal industry, with a market capitalization near $856.8M, listed on NASDAQ, employing roughly 984 people, carrying a beta of 1.35 to the broader market. Ramaco Resources, Inc. Led by Randall W. Atkins, public since 2017-02-03.
Snapshot as of May 15, 2026.
- Spot Price
- $14.42
- ATM IV
- 82.2%
- HV 20-Day
- 68.7%
- HV 60-Day
- 81.5%
- IV Rank
- 11.4%
- IV Percentile
- 8.3%
As of May 15, 2026, Ramaco Resources, Inc. (METC) ATM implied volatility is 82.2%. 20-day realized volatility is 68.7%, producing an IV-HV spread of +13.5 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 11.4%.
How METC iv/hv history Data Feeds Strategy Selection
Strategy selection on Ramaco Resources, Inc. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 82.2% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked METC iv/hv history questions
- Is METC options pricing rich or cheap right now?
- As of May 15, 2026, Ramaco Resources, Inc. (METC) ATM IV is 82.2% against 20-day realized volatility of 68.7%. IV rank is 11.4%. METC options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 13.5 vol points.
- What is the METC variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. METC is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does METC IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. METC's current rank of 11.4% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.