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Alerian MLP ETF AMLP

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Market dataready · fetched 2026-10-15T20:32:39.452Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.004213368Z

FundamentalsAlpha Vantage · ready

Share price$51.91
1D-1.2%
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$0.06$1.11$2.16$3.20$4.25$47.01$48.95$50.90$52.84$54.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $51.91OPTION PRICELive AMLP spot · $51.91AMLP PRICE$0.33$0.29$0.25$0.21$0.17$0.27$0.60$0.93$1.26$1.59$1.92$2.25$1.63$1.00$0.90$0.79$0.69$0.58$0.48$0.38$0.27$0.46$1.33$2.20$3.08$3.95
PutsExpensive4.69×
CallsExpensive4.27×
SkewBearish+75.49 pp
Implied moveBullish±$0.98
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.47170.9%11.3%43.78382.7%17.6%
25Δ56.29137.7%9.0%44.85334.8%15.3%
30Δ55.10104.5%6.6%45.91287.0%13.1%
35Δ53.9271.3%4.3%46.98239.2%10.8%
40Δ52.7438.1%1.9%48.05191.3%8.6%
45Δ51.8922.4%0.5%49.12143.5%6.3%
50Δ51.5835.6%0.5%50.1895.6%4.1%
55Δ51.2848.9%0.6%51.2547.8%1.8%
60Δ50.9862.1%0.6%52.2619.8%0.2%
65Δ50.6875.3%0.7%53.1338.4%0.2%
70Δ50.3788.5%0.7%54.0057.0%0.2%
75Δ50.07101.7%0.8%54.8875.6%0.2%
80Δ50.5268.5%0.5%55.7594.3%0.2%

20Δ

Calls
Pseudo strike
57.47
IV
170.9%
B/E move
11.3%
Puts
Pseudo strike
43.78
IV
382.7%
B/E move
17.6%

25Δ

Calls
Pseudo strike
56.29
IV
137.7%
B/E move
9.0%
Puts
Pseudo strike
44.85
IV
334.8%
B/E move
15.3%

30Δ

Calls
Pseudo strike
55.10
IV
104.5%
B/E move
6.6%
Puts
Pseudo strike
45.91
IV
287.0%
B/E move
13.1%

35Δ

Calls
Pseudo strike
53.92
IV
71.3%
B/E move
4.3%
Puts
Pseudo strike
46.98
IV
239.2%
B/E move
10.8%

40Δ

Calls
Pseudo strike
52.74
IV
38.1%
B/E move
1.9%
Puts
Pseudo strike
48.05
IV
191.3%
B/E move
8.6%

45Δ

Calls
Pseudo strike
51.89
IV
22.4%
B/E move
0.5%
Puts
Pseudo strike
49.12
IV
143.5%
B/E move
6.3%

50Δ

Calls
Pseudo strike
51.58
IV
35.6%
B/E move
0.5%
Puts
Pseudo strike
50.18
IV
95.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
51.28
IV
48.9%
B/E move
0.6%
Puts
Pseudo strike
51.25
IV
47.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
50.98
IV
62.1%
B/E move
0.6%
Puts
Pseudo strike
52.26
IV
19.8%
B/E move
0.2%

65Δ

Calls
Pseudo strike
50.68
IV
75.3%
B/E move
0.7%
Puts
Pseudo strike
53.13
IV
38.4%
B/E move
0.2%

70Δ

Calls
Pseudo strike
50.37
IV
88.5%
B/E move
0.7%
Puts
Pseudo strike
54.00
IV
57.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
50.07
IV
101.7%
B/E move
0.8%
Puts
Pseudo strike
54.88
IV
75.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
50.52
IV
68.5%
B/E move
0.5%
Puts
Pseudo strike
55.75
IV
94.3%
B/E move
0.2%