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Alerian MLP ETF AMLP

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Market dataready · fetched 2026-10-15T20:01:52.142Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.837252816Z

FundamentalsAlpha Vantage · ready

Share price$51.93
1D-1.1%
AH$51.51$51.77$52.03$52.29$52.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMLP
Sold putSold callAH

Alerian MLP ETF options

Live interpolated AMLP call and put midpoint premiums by absolute delta.Alerian MLP ETF$0.11$0.79$1.46$2.14$2.81$47.66$49.45$51.24$53.03$54.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $51.93OPTION PRICELive AMLP spot · $51.93AMLP PRICE$0.33$0.29$0.26$0.22$0.18$0.18$0.52$0.86$1.19$1.53$1.87$2.21$2.62$0.99$0.88$0.77$0.66$0.55$0.44$0.33$0.22$0.30$0.44$0.57$0.70$0.83
PutsExpensive4.15×
CallsExpensive4.02×
SkewBearish+51.05 pp
Implied moveBullish±$0.85
TiltBullish22.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.54170.6%11.4%43.83376.7%17.5%
25Δ56.41139.2%9.2%44.97326.5%15.1%
30Δ55.28107.7%6.9%46.10276.3%12.7%
35Δ54.1576.3%4.7%47.24226.1%10.3%
40Δ53.0244.9%2.4%48.37175.9%7.9%
45Δ51.9718.0%0.4%49.50125.7%5.5%
50Δ51.6631.4%0.5%50.6475.5%3.1%
55Δ51.3544.7%0.5%51.7725.3%0.7%
60Δ51.0458.1%0.6%52.1216.9%0.2%
65Δ50.7371.5%0.6%52.2619.0%0.2%
70Δ50.4284.9%0.7%52.4121.0%0.2%
75Δ50.1198.3%0.7%52.5523.1%0.1%
80Δ49.64104.2%0.6%52.7025.2%0.1%

20Δ

Calls
Pseudo strike
57.54
IV
170.6%
B/E move
11.4%
Puts
Pseudo strike
43.83
IV
376.7%
B/E move
17.5%

25Δ

Calls
Pseudo strike
56.41
IV
139.2%
B/E move
9.2%
Puts
Pseudo strike
44.97
IV
326.5%
B/E move
15.1%

30Δ

Calls
Pseudo strike
55.28
IV
107.7%
B/E move
6.9%
Puts
Pseudo strike
46.10
IV
276.3%
B/E move
12.7%

35Δ

Calls
Pseudo strike
54.15
IV
76.3%
B/E move
4.7%
Puts
Pseudo strike
47.24
IV
226.1%
B/E move
10.3%

40Δ

Calls
Pseudo strike
53.02
IV
44.9%
B/E move
2.4%
Puts
Pseudo strike
48.37
IV
175.9%
B/E move
7.9%

45Δ

Calls
Pseudo strike
51.97
IV
18.0%
B/E move
0.4%
Puts
Pseudo strike
49.50
IV
125.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
51.66
IV
31.4%
B/E move
0.5%
Puts
Pseudo strike
50.64
IV
75.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
51.35
IV
44.7%
B/E move
0.5%
Puts
Pseudo strike
51.77
IV
25.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
51.04
IV
58.1%
B/E move
0.6%
Puts
Pseudo strike
52.12
IV
16.9%
B/E move
0.2%

65Δ

Calls
Pseudo strike
50.73
IV
71.5%
B/E move
0.6%
Puts
Pseudo strike
52.26
IV
19.0%
B/E move
0.2%

70Δ

Calls
Pseudo strike
50.42
IV
84.9%
B/E move
0.7%
Puts
Pseudo strike
52.41
IV
21.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
50.11
IV
98.3%
B/E move
0.7%
Puts
Pseudo strike
52.55
IV
23.1%
B/E move
0.1%

80Δ

Calls
Pseudo strike
49.64
IV
104.2%
B/E move
0.6%
Puts
Pseudo strike
52.70
IV
25.2%
B/E move
0.1%