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Alerian MLP ETF AMLP

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Market dataready · fetched 2026-10-15T23:38:22.445Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:30:00.004246301Z

FundamentalsAlpha Vantage · ready

Share price$51.91
1D-1.0%
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$0.09$3.14$6.18$9.23$12.27$45.68$48.74$51.79$54.85$57.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMLP spot · $51.91AMLP PRICE$0.42$0.80$0.61$0.46$0.51$0.56$0.61$0.70$0.87$1.04$1.22$1.58$4.37$0.86$0.51$0.66$0.81$1.03$1.26$1.55$1.89$2.28$2.74$4.14$5.27$11.40
PutsCheap0.93×
CallsCheap0.54×
SkewBearish+13.02 pp
Implied moveBearish±$2.16
TiltBearish42.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.2922.1%7.3%46.4246.7%12.2%
25Δ57.1537.4%11.6%50.0320.2%4.6%
30Δ54.8523.6%6.8%50.4920.2%4.0%
35Δ52.9512.3%2.9%50.9520.3%3.4%
40Δ52.6911.4%2.5%51.3820.9%3.0%
45Δ52.4410.6%2.1%51.8021.7%2.6%
50Δ52.189.7%1.7%52.2622.5%2.3%
55Δ51.939.2%1.4%52.7623.4%2.0%
60Δ51.699.6%1.3%53.3124.4%1.7%
65Δ51.469.9%1.1%53.9225.5%1.4%
70Δ51.2210.3%1.0%55.3032.7%1.5%
75Δ50.8111.8%0.9%56.6035.3%1.1%
80Δ48.1928.5%1.2%62.5261.8%1.5%

20Δ

Calls
Pseudo strike
55.29
IV
22.1%
B/E move
7.3%
Puts
Pseudo strike
46.42
IV
46.7%
B/E move
12.2%

25Δ

Calls
Pseudo strike
57.15
IV
37.4%
B/E move
11.6%
Puts
Pseudo strike
50.03
IV
20.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
54.85
IV
23.6%
B/E move
6.8%
Puts
Pseudo strike
50.49
IV
20.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
52.95
IV
12.3%
B/E move
2.9%
Puts
Pseudo strike
50.95
IV
20.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
52.69
IV
11.4%
B/E move
2.5%
Puts
Pseudo strike
51.38
IV
20.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
52.44
IV
10.6%
B/E move
2.1%
Puts
Pseudo strike
51.80
IV
21.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
52.18
IV
9.7%
B/E move
1.7%
Puts
Pseudo strike
52.26
IV
22.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
51.93
IV
9.2%
B/E move
1.4%
Puts
Pseudo strike
52.76
IV
23.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
51.69
IV
9.6%
B/E move
1.3%
Puts
Pseudo strike
53.31
IV
24.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
51.46
IV
9.9%
B/E move
1.1%
Puts
Pseudo strike
53.92
IV
25.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
51.22
IV
10.3%
B/E move
1.0%
Puts
Pseudo strike
55.30
IV
32.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
50.81
IV
11.8%
B/E move
0.9%
Puts
Pseudo strike
56.60
IV
35.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
48.19
IV
28.5%
B/E move
1.2%
Puts
Pseudo strike
62.52
IV
61.8%
B/E move
1.5%