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ANTERO RESOURCES CORPORATION AR

i

Market dataready · fetched 2026-11-04T06:46:12.052Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:14:22.421148874Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T06:46:11.609657+00:00

Share price$39.70
1D-1.7%
AH$39.84$40.17$40.50$40.83$41.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAR
Sold putSold callAH

ANTERO RESOURCES CORPORATION options

Live interpolated AR call and put midpoint premiums by absolute delta.ANTERO RESOURCES CORPORATION$0.07$1.01$1.95$2.88$3.82$37.49$38.73$39.96$41.20$42.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AR spot · $39.70AR PRICE$0.24$0.32$0.40$0.49$0.60$0.73$0.86$1.01$1.18$2.04$2.40$3.55$0.17$0.23$0.29$0.36$0.43$0.50$0.58$0.66$0.74$0.82$0.91
Puts——
Calls——
Skew——
Implied moveBullish±$1.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6773.5%5.6%38.4751.5%3.5%
25Δ41.2973.4%4.8%38.7251.0%3.0%
30Δ40.9273.2%4.1%38.9650.6%2.6%
35Δ40.6173.0%3.5%39.1650.1%2.3%
40Δ40.3273.9%3.1%39.3649.4%1.9%
45Δ40.0575.2%2.7%39.5548.7%1.6%
50Δ39.7775.9%2.4%39.7347.7%1.4%
55Δ39.4976.3%2.0%39.9046.6%1.1%
60Δ39.2077.1%1.7%40.0745.3%0.9%
65Δ40.2243.6%0.8%
70Δ38.26102.2%1.5%40.3841.8%0.6%
75Δ37.79105.0%1.2%
80Δ36.63137.6%1.2%

20Δ

Calls
Pseudo strike
41.67
IV
73.5%
B/E move
5.6%
Puts
Pseudo strike
38.47
IV
51.5%
B/E move
3.5%

25Δ

Calls
Pseudo strike
41.29
IV
73.4%
B/E move
4.8%
Puts
Pseudo strike
38.72
IV
51.0%
B/E move
3.0%

30Δ

Calls
Pseudo strike
40.92
IV
73.2%
B/E move
4.1%
Puts
Pseudo strike
38.96
IV
50.6%
B/E move
2.6%

35Δ

Calls
Pseudo strike
40.61
IV
73.0%
B/E move
3.5%
Puts
Pseudo strike
39.16
IV
50.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
40.32
IV
73.9%
B/E move
3.1%
Puts
Pseudo strike
39.36
IV
49.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
40.05
IV
75.2%
B/E move
2.7%
Puts
Pseudo strike
39.55
IV
48.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
39.77
IV
75.9%
B/E move
2.4%
Puts
Pseudo strike
39.73
IV
47.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
39.49
IV
76.3%
B/E move
2.0%
Puts
Pseudo strike
39.90
IV
46.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
39.20
IV
77.1%
B/E move
1.7%
Puts
Pseudo strike
40.07
IV
45.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.22
IV
43.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
38.26
IV
102.2%
B/E move
1.5%
Puts
Pseudo strike
40.38
IV
41.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
37.79
IV
105.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.63
IV
137.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.60%
Daily close
AR29.2%42.6%56.1%2026-08-06: 36.06%2026-08-07: 32.23%2026-08-10: 34.23%2026-08-11: 34.15%2026-08-12: 31.75%2026-08-13: 35.60%2026-08-14: 31.73%2026-08-17: 34.23%2026-08-18: 34.38%2026-08-19: 33.31%2026-08-20: 35.51%2026-08-21: 32.81%2026-08-24: 34.19%2026-08-25: 33.81%2026-08-26: 35.58%2026-08-27: 37.59%2026-08-28: 31.01%2026-08-31: 34.22%2026-09-01: 35.41%2026-09-02: 33.17%2026-09-03: 35.30%2026-09-04: 32.67%2026-09-08: 38.47%2026-09-09: 37.43%2026-09-10: 39.68%2026-09-11: 33.63%2026-09-14: 34.89%2026-09-15: 38.84%2026-09-16: 40.15%2026-09-17: 36.37%2026-09-18: 33.58%2026-09-21: 37.31%2026-09-22: 37.80%2026-09-23: 37.46%2026-09-24: 41.16%2026-09-25: 35.94%2026-09-28: 38.56%2026-09-29: 38.30%2026-09-30: 38.94%2026-10-01: 37.72%2026-10-02: 35.54%2026-10-05: 36.75%2026-10-06: 36.78%2026-10-07: 36.95%2026-10-08: 39.04%2026-10-09: 36.07%2026-10-12: 38.29%2026-10-13: 38.99%2026-10-14: 40.79%2026-10-15: 43.68%2026-10-16: 40.79%2026-10-19: 42.60%2026-10-20: 43.58%2026-10-21: 44.52%2026-10-22: 46.49%2026-10-23: 44.81%2026-10-26: 51.73%2026-10-27: 53.65%2026-10-28: 54.20%2026-10-29: 43.20%2026-10-30: 38.60%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
36.06%
32.23%
34.23%
34.15%
31.75%
35.60%
31.73%
34.23%
34.38%
33.31%
35.51%
32.81%
34.19%
33.81%
35.58%
37.59%
31.01%
34.22%
35.41%
33.17%
35.30%
32.67%
38.47%
37.43%
39.68%
33.63%
34.89%
38.84%
40.15%
36.37%
33.58%
37.31%
37.80%
37.46%
41.16%
35.94%
38.56%
38.30%
38.94%
37.72%
35.54%
36.75%
36.78%
36.95%
39.04%
36.07%
38.29%
38.99%
40.79%
43.68%
40.79%
42.60%
43.58%
44.52%
46.49%
44.81%
51.73%
53.65%
54.20%
43.20%
38.60%