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Alpha Metallurgical Resources, Inc. AMR

i

Market datapartial · fetched 2026-11-04T08:58:20.405Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

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.$0.00$0.27$0.54$0.81$1.08$-0.15$0.17$0.50$0.83$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAMR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%