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Alpha Metallurgical Resources, Inc. AMR

i

Market dataready · fetched 2026-11-04T05:49:18.863Z

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 · 2026-11-04T00:00:00.003882715Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T05:49:17.993398+00:00

Share price$152.63
1D-2.2%
AH$152$154$156$158$1595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMR
Sold putSold callAH

Alpha Metallurgical Resources, Inc. options

Live interpolated AMR call and put midpoint premiums by absolute delta.Alpha Metallurgical Resources, Inc.$1.82$7.53$13.24$18.95$24.66$123.77$138.39$153.00$167.61$182.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMR spot · $152.63AMR PRICE$2.44$2.99$3.75$4.87$6.14$7.34$8.51$9.65$11.25$13.59$15.60$18.36$23.01$2.83$3.82$4.80$5.77$6.74$8.27$10.13$12.75$14.84$16.20$17.92$19.85$22.30
PutsExpensive1.42×
CallsExpensive1.26×
SkewBullish-2.27 pp
Implied moveBearish±$18.64
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ175.9172.8%16.9%135.9573.0%12.8%
25Δ169.8067.2%13.2%139.3973.8%11.2%
30Δ166.0266.0%11.2%142.7572.4%9.6%
35Δ163.1968.7%10.1%145.9770.4%8.1%
40Δ160.7172.8%9.3%148.9268.0%6.8%
45Δ157.7973.7%8.2%151.8168.9%6.0%
50Δ154.7173.2%6.9%154.6671.9%5.3%
55Δ151.7971.2%5.8%158.1276.3%4.8%
60Δ148.7671.7%4.8%161.2876.9%4.1%
65Δ145.5776.2%4.3%164.0172.9%3.2%
70Δ142.3876.3%3.5%166.8669.8%2.4%
75Δ138.5778.8%2.8%169.7767.1%1.8%
80Δ133.2587.1%2.4%173.0264.7%1.2%

20Δ

Calls
Pseudo strike
175.91
IV
72.8%
B/E move
16.9%
Puts
Pseudo strike
135.95
IV
73.0%
B/E move
12.8%

25Δ

Calls
Pseudo strike
169.80
IV
67.2%
B/E move
13.2%
Puts
Pseudo strike
139.39
IV
73.8%
B/E move
11.2%

30Δ

Calls
Pseudo strike
166.02
IV
66.0%
B/E move
11.2%
Puts
Pseudo strike
142.75
IV
72.4%
B/E move
9.6%

35Δ

Calls
Pseudo strike
163.19
IV
68.7%
B/E move
10.1%
Puts
Pseudo strike
145.97
IV
70.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
160.71
IV
72.8%
B/E move
9.3%
Puts
Pseudo strike
148.92
IV
68.0%
B/E move
6.8%

45Δ

Calls
Pseudo strike
157.79
IV
73.7%
B/E move
8.2%
Puts
Pseudo strike
151.81
IV
68.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
154.71
IV
73.2%
B/E move
6.9%
Puts
Pseudo strike
154.66
IV
71.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
151.79
IV
71.2%
B/E move
5.8%
Puts
Pseudo strike
158.12
IV
76.3%
B/E move
4.8%

60Δ

Calls
Pseudo strike
148.76
IV
71.7%
B/E move
4.8%
Puts
Pseudo strike
161.28
IV
76.9%
B/E move
4.1%

65Δ

Calls
Pseudo strike
145.57
IV
76.2%
B/E move
4.3%
Puts
Pseudo strike
164.01
IV
72.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
142.38
IV
76.3%
B/E move
3.5%
Puts
Pseudo strike
166.86
IV
69.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
138.57
IV
78.8%
B/E move
2.8%
Puts
Pseudo strike
169.77
IV
67.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
133.25
IV
87.1%
B/E move
2.4%
Puts
Pseudo strike
173.02
IV
64.7%
B/E move
1.2%

Options history

IV · four-Friday blend61.17%
Daily close
AMR54.6%62.6%70.5%2026-08-06: 69.44%2026-08-07: 62.81%2026-08-10: 58.88%2026-08-11: 59.73%2026-08-12: 58.72%2026-08-13: 55.72%2026-08-14: 56.39%2026-08-17: 56.54%2026-08-18: 57.25%2026-08-19: 60.81%2026-08-20: 66.39%2026-08-21: 57.64%2026-08-24: 59.27%2026-08-25: 58.53%2026-08-26: 57.32%2026-08-27: 57.18%2026-08-28: 58.34%2026-08-31: 60.23%2026-09-01: 58.70%2026-09-02: 58.73%2026-09-03: 57.70%2026-09-04: 59.47%2026-09-08: 62.63%2026-09-09: 62.73%2026-09-10: 61.36%2026-09-11: 56.71%2026-09-14: 58.08%2026-09-15: 60.92%2026-09-16: 62.96%2026-09-17: 68.33%2026-09-18: 56.56%2026-09-21: 56.39%2026-09-22: 56.42%2026-09-23: 56.85%2026-09-24: 58.96%2026-09-25: 57.72%2026-09-28: 59.37%2026-09-29: 58.37%2026-09-30: 58.92%2026-10-01: 59.40%2026-10-02: 59.52%2026-10-05: 59.01%2026-10-06: 59.91%2026-10-07: 58.50%2026-10-08: 59.76%2026-10-09: 56.71%2026-10-12: 58.55%2026-10-13: 59.87%2026-10-14: 59.90%2026-10-15: 63.35%2026-10-16: 58.90%2026-10-19: 58.03%2026-10-20: 59.48%2026-10-21: 59.20%2026-10-22: 60.02%2026-10-23: 59.62%2026-10-26: 60.29%2026-10-27: 60.86%2026-10-28: 60.57%2026-10-29: 60.44%2026-10-30: 61.17%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
69.44%
62.81%
58.88%
59.73%
58.72%
55.72%
56.39%
56.54%
57.25%
60.81%
66.39%
57.64%
59.27%
58.53%
57.32%
57.18%
58.34%
60.23%
58.70%
58.73%
57.70%
59.47%
62.63%
62.73%
61.36%
56.71%
58.08%
60.92%
62.96%
68.33%
56.56%
56.39%
56.42%
56.85%
58.96%
57.72%
59.37%
58.37%
58.92%
59.40%
59.52%
59.01%
59.91%
58.50%
59.76%
56.71%
58.55%
59.87%
59.90%
63.35%
58.90%
58.03%
59.48%
59.20%
60.02%
59.62%
60.29%
60.86%
60.57%
60.44%
61.17%