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Alerian MLP ETF AMLP

i

Market dataready · fetched 2026-11-07T01:14:10.421Z

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 · 2026-11-07T01:00:00.127159987Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:14:10.034732+00:00

Share price$50.24
1D+0.0%
AH$49.86$49.98$50.09$50.21$50.335:30 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$0.00$3.11$6.23$9.34$12.45$47.31$49.22$51.13$53.05$54.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AMLP spot · $50.24AMLP PRICE$0.17$0.20$0.23$0.27$0.31$0.34$0.38$0.42$0.46$0.50$0.37$0.50$0.68$0.87$1.07$1.35$1.63$2.01$5.15$6.86$11.54
Puts——
Calls——
Skew——
Implied moveBearish±$1.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.7516.1%3.3%
25Δ51.3514.2%2.6%48.7124.9%3.8%
30Δ50.9812.4%1.9%49.1524.6%3.2%
35Δ50.8511.8%1.7%49.4426.6%3.0%
40Δ50.7111.2%1.5%49.7328.7%2.8%
45Δ50.5710.6%1.3%50.0330.8%2.5%
50Δ50.4310.0%1.1%50.4532.3%2.3%
55Δ50.299.4%0.9%50.8633.8%2.0%
60Δ50.168.8%0.7%51.3735.6%1.8%
65Δ50.028.2%0.5%
70Δ54.3166.0%2.1%
75Δ56.1675.0%1.9%
80Δ60.84102.9%1.9%

20Δ

Calls
Pseudo strike
51.75
IV
16.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
51.35
IV
14.2%
B/E move
2.6%
Puts
Pseudo strike
48.71
IV
24.9%
B/E move
3.8%

30Δ

Calls
Pseudo strike
50.98
IV
12.4%
B/E move
1.9%
Puts
Pseudo strike
49.15
IV
24.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
50.85
IV
11.8%
B/E move
1.7%
Puts
Pseudo strike
49.44
IV
26.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
50.71
IV
11.2%
B/E move
1.5%
Puts
Pseudo strike
49.73
IV
28.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
50.57
IV
10.6%
B/E move
1.3%
Puts
Pseudo strike
50.03
IV
30.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
50.43
IV
10.0%
B/E move
1.1%
Puts
Pseudo strike
50.45
IV
32.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
50.29
IV
9.4%
B/E move
0.9%
Puts
Pseudo strike
50.86
IV
33.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
50.16
IV
8.8%
B/E move
0.7%
Puts
Pseudo strike
51.37
IV
35.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
50.02
IV
8.2%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.31
IV
66.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.16
IV
75.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.84
IV
102.9%
B/E move
1.9%

Options history

IV · four-Friday blend16.37%
Daily close
AMLP10.9%17.6%24.3%2026-08-10: 16.52%2026-08-12: 12.16%2026-08-13: 12.10%2026-08-14: 11.82%2026-08-17: 14.84%2026-08-18: 14.28%2026-08-19: 14.68%2026-08-20: 14.68%2026-08-21: 13.21%2026-08-24: 13.04%2026-08-25: 12.61%2026-08-26: 12.55%2026-08-27: 13.18%2026-08-28: 12.89%2026-08-31: 12.76%2026-09-01: 13.73%2026-09-02: 12.98%2026-09-03: 13.18%2026-09-04: 12.94%2026-09-08: 13.26%2026-09-09: 12.94%2026-09-10: 13.07%2026-09-11: 12.83%2026-09-14: 13.92%2026-09-16: 16.43%2026-09-17: 15.35%2026-09-18: 14.40%2026-09-21: 13.68%2026-09-22: 13.47%2026-09-23: 13.69%2026-09-24: 14.36%2026-09-25: 13.98%2026-09-28: 14.78%2026-09-29: 14.94%2026-09-30: 13.68%2026-10-01: 14.77%2026-10-02: 14.63%2026-10-05: 14.82%2026-10-06: 15.06%2026-10-07: 15.83%2026-10-08: 16.05%2026-10-12: 15.51%2026-10-13: 16.03%2026-10-15: 23.41%2026-10-16: 16.66%2026-10-19: 16.71%2026-10-20: 16.70%2026-10-21: 15.76%2026-10-22: 16.42%2026-10-23: 16.82%2026-10-26: 16.28%2026-10-27: 17.53%2026-10-28: 17.28%2026-10-29: 16.61%2026-10-30: 16.37%Aug 10Sep 21Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
16.52%
12.16%
12.10%
11.82%
14.84%
14.28%
14.68%
14.68%
13.21%
13.04%
12.61%
12.55%
13.18%
12.89%
12.76%
13.73%
12.98%
13.18%
12.94%
13.26%
12.94%
13.07%
12.83%
13.92%
16.43%
15.35%
14.40%
13.68%
13.47%
13.69%
14.36%
13.98%
14.78%
14.94%
13.68%
14.77%
14.63%
14.82%
15.06%
15.83%
16.05%
15.51%
16.03%
23.41%
16.66%
16.71%
16.70%
15.76%
16.42%
16.82%
16.28%
17.53%
17.28%
16.61%
16.37%