Alliance Resource Partners, L.P. Common Units representing Limited Partners Interests ARLP
ENERGY · THERMAL COALi
Market dataready · fetched 2026-11-03T14:42:19.374Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-03T14:36:18.78359365Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T14:42:18.467522+00:00
Alliance Resource Partners, L.P. Common Units representing Limited Partners Interests options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.08 | 29.9% | 5.7% | |||
| 25Δ | 27.65 | 28.4% | 5.8% | 25.36 | 32.2% | 5.3% |
| 30Δ | 27.36 | 27.5% | 5.0% | 25.64 | 34.4% | 4.9% |
| 35Δ | 27.18 | 26.7% | 4.7% | 25.92 | 36.7% | 4.5% |
| 40Δ | 26.99 | 25.9% | 4.3% | 26.21 | 39.0% | 4.1% |
| 45Δ | 26.80 | 25.1% | 3.9% | 26.49 | 41.2% | 3.8% |
| 50Δ | 26.62 | 24.2% | 3.5% | 26.77 | 43.5% | 3.4% |
| 55Δ | 26.43 | 23.4% | 3.2% | 27.05 | 45.7% | 3.0% |
| 60Δ | 26.24 | 22.6% | 2.8% | 27.33 | 48.0% | 2.6% |
| 65Δ | 26.05 | 21.8% | 2.4% | |||
| 70Δ | 25.87 | 21.0% | 2.0% | |||
| 75Δ | 25.68 | 20.1% | 1.7% | 31.02 | 94.1% | 2.5% |
| 80Δ | 25.49 | 19.3% | 1.3% | 33.93 | 118.3% | 2.3% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.08
- IV
- 29.9%
- B/E move
- 5.7%
25Δ
- Pseudo strike
- 27.65
- IV
- 28.4%
- B/E move
- 5.8%
- Pseudo strike
- 25.36
- IV
- 32.2%
- B/E move
- 5.3%
30Δ
- Pseudo strike
- 27.36
- IV
- 27.5%
- B/E move
- 5.0%
- Pseudo strike
- 25.64
- IV
- 34.4%
- B/E move
- 4.9%
35Δ
- Pseudo strike
- 27.18
- IV
- 26.7%
- B/E move
- 4.7%
- Pseudo strike
- 25.92
- IV
- 36.7%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 26.99
- IV
- 25.9%
- B/E move
- 4.3%
- Pseudo strike
- 26.21
- IV
- 39.0%
- B/E move
- 4.1%
45Δ
- Pseudo strike
- 26.80
- IV
- 25.1%
- B/E move
- 3.9%
- Pseudo strike
- 26.49
- IV
- 41.2%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 26.62
- IV
- 24.2%
- B/E move
- 3.5%
- Pseudo strike
- 26.77
- IV
- 43.5%
- B/E move
- 3.4%
55Δ
- Pseudo strike
- 26.43
- IV
- 23.4%
- B/E move
- 3.2%
- Pseudo strike
- 27.05
- IV
- 45.7%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- 26.24
- IV
- 22.6%
- B/E move
- 2.8%
- Pseudo strike
- 27.33
- IV
- 48.0%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 26.05
- IV
- 21.8%
- B/E move
- 2.4%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 25.87
- IV
- 21.0%
- B/E move
- 2.0%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 25.68
- IV
- 20.1%
- B/E move
- 1.7%
- Pseudo strike
- 31.02
- IV
- 94.1%
- B/E move
- 2.5%
80Δ
- Pseudo strike
- 25.49
- IV
- 19.3%
- B/E move
- 1.3%
- Pseudo strike
- 33.93
- IV
- 118.3%
- B/E move
- 2.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 30.06% | |
| 30.09% | |
| 29.38% | |
| 35.10% | |
| 28.24% | |
| 28.54% | |
| 26.48% | |
| 26.59% | |
| 42.88% | |
| 33.25% |
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