IntraAlpha
Create free account Start free

Antero Midstream Corporation Common Stock AM

i

Market datapartial · fetched 2026-10-24T11:23:09.689Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T23:00:00.003530024Z

FundamentalsAlpha Vantage · unavailable

Share price$20.85
1D+0.7%
AH$20.61$20.73$20.84$20.96$21.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAM
Sold putSold callAH

Antero Midstream Corporation Common Stock options

Live interpolated AM call and put midpoint premiums by absolute delta.Antero Midstream Corporation Common Stock$0.11$0.85$1.59$2.34$3.08$17.73$19.27$20.81$22.35$23.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AM spot · $20.85AM PRICE$0.19$0.21$0.27$0.33$0.39$0.45$0.52$0.61$0.70$0.79$0.88$0.97$1.13$0.23$0.29$0.35$0.44$0.54$0.63$0.72$1.01$1.32$1.64$1.99$2.35$2.87
PutsCheap0.82×
CallsCheap0.57×
SkewBearish+11.76 pp
Implied moveBearish±$1.24
TiltBearish31.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.4136.8%13.2%19.3534.6%8.3%
25Δ21.9725.4%6.4%19.7432.4%6.7%
30Δ21.7625.1%5.7%20.0730.9%5.4%
35Δ21.5624.8%5.0%20.3030.7%4.8%
40Δ21.3624.5%4.3%20.5330.5%4.1%
45Δ21.1524.2%3.6%20.7530.2%3.5%
50Δ20.9623.8%3.0%20.9830.0%2.8%
55Δ20.7923.3%2.7%21.3234.0%2.6%
60Δ20.6322.8%2.3%21.6638.4%2.4%
65Δ20.4722.3%2.0%22.0242.7%2.3%
70Δ20.3021.8%1.6%22.4643.9%1.8%
75Δ20.1421.2%1.3%22.9045.2%1.4%
80Δ19.9121.2%0.9%23.5146.8%1.0%

20Δ

Calls
Pseudo strike
23.41
IV
36.8%
B/E move
13.2%
Puts
Pseudo strike
19.35
IV
34.6%
B/E move
8.3%

25Δ

Calls
Pseudo strike
21.97
IV
25.4%
B/E move
6.4%
Puts
Pseudo strike
19.74
IV
32.4%
B/E move
6.7%

30Δ

Calls
Pseudo strike
21.76
IV
25.1%
B/E move
5.7%
Puts
Pseudo strike
20.07
IV
30.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
21.56
IV
24.8%
B/E move
5.0%
Puts
Pseudo strike
20.30
IV
30.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
21.36
IV
24.5%
B/E move
4.3%
Puts
Pseudo strike
20.53
IV
30.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
21.15
IV
24.2%
B/E move
3.6%
Puts
Pseudo strike
20.75
IV
30.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
20.96
IV
23.8%
B/E move
3.0%
Puts
Pseudo strike
20.98
IV
30.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
20.79
IV
23.3%
B/E move
2.7%
Puts
Pseudo strike
21.32
IV
34.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
20.63
IV
22.8%
B/E move
2.3%
Puts
Pseudo strike
21.66
IV
38.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
20.47
IV
22.3%
B/E move
2.0%
Puts
Pseudo strike
22.02
IV
42.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
20.30
IV
21.8%
B/E move
1.6%
Puts
Pseudo strike
22.46
IV
43.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
20.14
IV
21.2%
B/E move
1.3%
Puts
Pseudo strike
22.90
IV
45.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
19.91
IV
21.2%
B/E move
0.9%
Puts
Pseudo strike
23.51
IV
46.8%
B/E move
1.0%

Options history

AM22.8625.7428.622026-07-27: 25.84%2026-07-28: 26.65%2026-07-29: 26.84%2026-07-30: 24.30%2026-07-31: 24.66%2026-08-03: 24.87%2026-08-04: 24.67%2026-08-05: 25.10%2026-08-06: 25.74%2026-08-07: 24.18%2026-08-10: 24.30%2026-08-11: 23.26%2026-08-12: 24.62%2026-08-13: 23.50%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%Jul 27Oct 23
Table
DateIV
25.84%
26.65%
26.84%
24.30%
24.66%
24.87%
24.67%
25.10%
25.74%
24.18%
24.30%
23.26%
24.62%
23.50%
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%