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Alerian MLP ETF AMLP

i

Market dataready · fetched 2026-11-03T15:44:08.076Z

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 · 2026-11-03T15:44:05.793632869Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:44:07.374467+00:00

Share price$53.04
1D+0.6%
$52.72$52.82$52.92$53.02$53.125:30 AM6:30 AM9:00 AM1:00 PMAMLP
Sold putSold call

Alerian MLP ETF options

Live interpolated AMLP call and put midpoint premiums by absolute delta.Alerian MLP ETF$0.00$2.97$5.93$8.90$11.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAMLP PRICE$0.18$0.24$0.30$0.35$0.41$0.47$0.52$0.58$0.74$0.90$1.06$1.22$1.43$0.33$0.55$0.80$1.05$2.63$3.44$5.01$6.70$11.00
Puts——
CallsCheap0.70×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.5813.9%3.3%50.8425.0%4.8%
25Δ54.2913.9%2.8%51.2527.4%4.4%
30Δ54.0113.9%2.4%51.5431.4%4.3%
35Δ53.8013.3%2.1%51.8335.4%4.3%
40Δ53.6012.8%1.8%
45Δ53.4012.2%1.5%
50Δ53.1911.6%1.3%
55Δ52.9911.1%1.0%
60Δ52.7811.5%0.9%54.5339.7%2.1%
65Δ52.5612.0%0.8%55.4444.8%2.0%
70Δ52.3512.4%0.7%57.0355.1%1.9%
75Δ52.1312.9%0.6%58.8463.5%1.7%
80Δ51.8613.2%0.5%63.1585.6%1.7%

20Δ

Calls
Pseudo strike
54.58
IV
13.9%
B/E move
3.3%
Puts
Pseudo strike
50.84
IV
25.0%
B/E move
4.8%

25Δ

Calls
Pseudo strike
54.29
IV
13.9%
B/E move
2.8%
Puts
Pseudo strike
51.25
IV
27.4%
B/E move
4.4%

30Δ

Calls
Pseudo strike
54.01
IV
13.9%
B/E move
2.4%
Puts
Pseudo strike
51.54
IV
31.4%
B/E move
4.3%

35Δ

Calls
Pseudo strike
53.80
IV
13.3%
B/E move
2.1%
Puts
Pseudo strike
51.83
IV
35.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
53.60
IV
12.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
53.40
IV
12.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
53.19
IV
11.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
52.99
IV
11.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
52.78
IV
11.5%
B/E move
0.9%
Puts
Pseudo strike
54.53
IV
39.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
52.56
IV
12.0%
B/E move
0.8%
Puts
Pseudo strike
55.44
IV
44.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
52.35
IV
12.4%
B/E move
0.7%
Puts
Pseudo strike
57.03
IV
55.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
52.13
IV
12.9%
B/E move
0.6%
Puts
Pseudo strike
58.84
IV
63.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
51.86
IV
13.2%
B/E move
0.5%
Puts
Pseudo strike
63.15
IV
85.6%
B/E move
1.7%

Options history

IV · four-Friday blend16.37%
Daily close
AMLP10.9%17.6%24.3%2026-08-05: 15.26%2026-08-06: 15.22%2026-08-10: 16.52%2026-08-12: 12.16%2026-08-13: 12.10%2026-08-14: 11.82%2026-08-17: 14.84%2026-08-18: 14.28%2026-08-19: 14.68%2026-08-20: 14.68%2026-08-21: 13.21%2026-08-24: 13.04%2026-08-25: 12.61%2026-08-26: 12.55%2026-08-27: 13.18%2026-08-28: 12.89%2026-08-31: 12.76%2026-09-01: 13.73%2026-09-02: 12.98%2026-09-03: 13.18%2026-09-04: 12.94%2026-09-08: 13.26%2026-09-09: 12.94%2026-09-10: 13.07%2026-09-11: 12.83%2026-09-14: 13.92%2026-09-16: 16.43%2026-09-17: 15.35%2026-09-18: 14.40%2026-09-21: 13.68%2026-09-22: 13.47%2026-09-23: 13.69%2026-09-24: 14.36%2026-09-25: 13.98%2026-09-28: 14.78%2026-09-29: 14.94%2026-09-30: 13.68%2026-10-01: 14.77%2026-10-02: 14.63%2026-10-05: 14.82%2026-10-06: 15.06%2026-10-07: 15.83%2026-10-08: 16.05%2026-10-12: 15.51%2026-10-13: 16.03%2026-10-15: 23.41%2026-10-16: 16.66%2026-10-19: 16.71%2026-10-20: 16.70%2026-10-21: 15.76%2026-10-22: 16.42%2026-10-23: 16.82%2026-10-26: 16.28%2026-10-27: 17.53%2026-10-28: 17.28%2026-10-29: 16.61%2026-10-30: 16.37%Aug 5Sep 18Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
15.26%
15.22%
16.52%
12.16%
12.10%
11.82%
14.84%
14.28%
14.68%
14.68%
13.21%
13.04%
12.61%
12.55%
13.18%
12.89%
12.76%
13.73%
12.98%
13.18%
12.94%
13.26%
12.94%
13.07%
12.83%
13.92%
16.43%
15.35%
14.40%
13.68%
13.47%
13.69%
14.36%
13.98%
14.78%
14.94%
13.68%
14.77%
14.63%
14.82%
15.06%
15.83%
16.05%
15.51%
16.03%
23.41%
16.66%
16.71%
16.70%
15.76%
16.42%
16.82%
16.28%
17.53%
17.28%
16.61%
16.37%