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Antero Midstream Corporation Common Stock AM

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-12T14:55:28.350Z

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 · 2026-11-12T14:54:48.989726793Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:53:03.333360+00:00

Share price$20.20
1D+0.1%
$20.06$20.12$20.17$20.23$20.295:30 AM6:30 AM9:00 AM1:00 PMAM
Sold putSold call

Antero Midstream Corporation Common Stock options

Live interpolated AM call and put midpoint premiums by absolute delta.Antero Midstream Corporation Common Stock$0.06$0.38$0.69$1.01$1.32$18.37$19.17$19.98$20.79$21.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AM spot · $20.20AM PRICE$0.10$0.14$0.18$0.23$0.27$0.31$0.36$0.40$0.44$0.58$0.73$0.88$1.03$0.12$0.15$0.19$0.22$0.26$0.35$0.44$0.53$0.62$0.72$0.81$0.90$1.23
PutsCheap0.78×
CallsCheap0.83×
SkewBearish+2.86 pp
Implied moveBearish±$0.80
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.0230.2%4.6%19.2735.6%5.2%
25Δ20.8829.9%4.1%19.4533.9%4.4%
30Δ20.7629.7%3.7%19.6432.3%3.7%
35Δ20.6429.4%3.3%19.8330.6%2.9%
40Δ20.5129.1%2.9%20.0129.2%2.2%
45Δ20.3928.9%2.5%20.1529.9%2.0%
50Δ20.2728.6%2.1%20.2830.7%1.7%
55Δ20.1428.4%1.7%20.4231.4%1.5%
60Δ20.0228.1%1.3%20.5532.1%1.3%
65Δ19.8529.3%1.1%20.6932.8%1.1%
70Δ19.6730.7%1.0%20.8233.5%0.9%
75Δ19.4832.2%0.8%20.9634.3%0.7%
80Δ19.3033.6%0.7%21.3239.0%0.5%

20Δ

Calls
Pseudo strike
21.02
IV
30.2%
B/E move
4.6%
Puts
Pseudo strike
19.27
IV
35.6%
B/E move
5.2%

25Δ

Calls
Pseudo strike
20.88
IV
29.9%
B/E move
4.1%
Puts
Pseudo strike
19.45
IV
33.9%
B/E move
4.4%

30Δ

Calls
Pseudo strike
20.76
IV
29.7%
B/E move
3.7%
Puts
Pseudo strike
19.64
IV
32.3%
B/E move
3.7%

35Δ

Calls
Pseudo strike
20.64
IV
29.4%
B/E move
3.3%
Puts
Pseudo strike
19.83
IV
30.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
20.51
IV
29.1%
B/E move
2.9%
Puts
Pseudo strike
20.01
IV
29.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
20.39
IV
28.9%
B/E move
2.5%
Puts
Pseudo strike
20.15
IV
29.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
20.27
IV
28.6%
B/E move
2.1%
Puts
Pseudo strike
20.28
IV
30.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
20.14
IV
28.4%
B/E move
1.7%
Puts
Pseudo strike
20.42
IV
31.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
20.02
IV
28.1%
B/E move
1.3%
Puts
Pseudo strike
20.55
IV
32.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
19.85
IV
29.3%
B/E move
1.1%
Puts
Pseudo strike
20.69
IV
32.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
19.67
IV
30.7%
B/E move
1.0%
Puts
Pseudo strike
20.82
IV
33.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
19.48
IV
32.2%
B/E move
0.8%
Puts
Pseudo strike
20.96
IV
34.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
19.30
IV
33.6%
B/E move
0.7%
Puts
Pseudo strike
21.32
IV
39.0%
B/E move
0.5%

Options history

IV · four-Friday blend26.11%
Daily close
AM23.1%25.8%28.6%2026-08-21: 23.79%2026-08-24: 24.24%2026-08-25: 23.89%2026-08-26: 23.88%2026-08-27: 24.00%2026-08-28: 23.58%2026-08-31: 24.19%2026-09-01: 24.37%2026-09-02: 23.44%2026-09-03: 23.63%2026-09-04: 23.95%2026-09-08: 24.28%2026-09-09: 24.43%2026-09-10: 26.35%2026-09-14: 28.22%2026-09-18: 25.29%2026-09-21: 25.28%2026-09-22: 26.14%2026-09-23: 25.58%2026-09-24: 26.28%2026-09-25: 26.37%2026-09-28: 26.17%2026-09-29: 26.03%2026-09-30: 24.91%2026-10-01: 25.86%2026-10-02: 25.69%2026-10-05: 25.97%2026-10-06: 27.15%2026-10-08: 26.50%2026-10-09: 24.66%2026-10-16: 26.92%2026-10-19: 26.41%2026-10-20: 27.52%2026-10-21: 25.95%2026-10-22: 26.69%2026-10-23: 26.61%2026-10-26: 27.08%2026-10-27: 27.65%2026-10-28: 27.60%2026-10-29: 24.98%2026-10-30: 26.11%Aug 21Sep 25Oct 30
41 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
23.79%
24.24%
23.89%
23.88%
24.00%
23.58%
24.19%
24.37%
23.44%
23.63%
23.95%
24.28%
24.43%
26.35%
28.22%
25.29%
25.28%
26.14%
25.58%
26.28%
26.37%
26.17%
26.03%
24.91%
25.86%
25.69%
25.97%
27.15%
26.50%
24.66%
26.92%
26.41%
27.52%
25.95%
26.69%
26.61%
27.08%
27.65%
27.60%
24.98%
26.11%