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Atlas Energy Solutions Inc. AESI

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Market datapartial · fetched 2026-11-12T17:06:54.024Z

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 · 2026-11-12T17:06:50.924748209Z

FundamentalsAlpha Vantage · unavailable

Share price$5.59
1D+1.1%
$5.36$5.44$5.53$5.61$5.705:30 AM6:30 AM9:00 AM1:00 PMAESI
Sold putSold call

Atlas Energy Solutions Inc. options

Live interpolated AESI call and put midpoint premiums by absolute delta.Atlas Energy Solutions Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEAESI 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 blend78.29%
Daily close
AESI64.9%72.7%80.4%2026-08-14: 69.71%2026-08-18: 78.10%2026-08-21: 67.93%2026-08-24: 68.70%2026-08-25: 68.66%2026-08-26: 67.47%2026-08-27: 67.08%2026-08-28: 66.02%2026-09-02: 67.72%2026-09-03: 66.04%2026-09-09: 71.35%2026-09-18: 66.68%2026-09-21: 69.71%2026-09-22: 68.71%2026-09-23: 70.84%2026-09-24: 73.85%2026-09-25: 72.04%2026-09-28: 69.86%2026-10-05: 68.68%2026-10-08: 69.06%2026-10-09: 68.36%2026-10-16: 70.55%2026-10-19: 71.67%2026-10-20: 74.84%2026-10-21: 72.77%2026-10-22: 79.37%2026-10-23: 78.76%2026-10-26: 77.85%2026-10-27: 78.20%2026-10-29: 78.29%Aug 14Sep 23Oct 29
30 observations2026-08-14 — 2026-10-29
Table
DateIV (%)
69.71%
78.10%
67.93%
68.70%
68.66%
67.47%
67.08%
66.02%
67.72%
66.04%
71.35%
66.68%
69.71%
68.71%
70.84%
73.85%
72.04%
69.86%
68.68%
69.06%
68.36%
70.55%
71.67%
74.84%
72.77%
79.37%
78.76%
77.85%
78.20%
78.29%