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Alpha Metallurgical Resources Inc AMR

BASIC MATERIALS · COKING COAL
i

Market dataready · fetched 2026-10-22T03:34:49.263Z

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 · 2026-10-21T23:00:00.002990361Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:34:47.730883+00:00

Share price$159.87
1D+0.2%
AH$158.66$159.33$160.00$160.67$161.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMR
Sold putSold callAH

Alpha Metallurgical Resources Inc options

Live interpolated AMR call and put midpoint premiums by absolute delta.Alpha Metallurgical Resources Inc$2.02$10.23$18.44$26.65$34.86$123.17$141.67$160.16$178.66$197.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMR spot · $159.87AMR PRICE$2.91$3.90$5.01$6.25$7.48$8.87$10.40$12.09$14.08$15.76$17.46$19.29$26.23$3.60$4.75$6.23$7.76$9.32$11.01$14.19$16.32$18.30$21.88$24.56$28.78$32.49
PutsExpensive1.06×
CallsExpensive1.22×
SkewBearish+1.86 pp
Implied moveBearish±$24.59
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ189.0661.6%20.1%139.6964.2%14.9%
25Δ183.7161.9%17.4%144.2563.2%12.7%
30Δ179.1462.7%15.2%148.1264.1%11.2%
35Δ175.0063.8%13.4%151.9064.5%9.8%
40Δ170.7563.3%11.5%155.7063.8%8.4%
45Δ166.8363.2%9.9%159.3663.1%7.2%
50Δ163.0663.3%8.5%163.5767.8%6.6%
55Δ159.3763.5%7.3%167.3167.2%5.6%
60Δ155.6864.3%6.2%171.0964.7%4.4%
65Δ152.1562.5%5.0%175.8166.6%3.7%
70Δ148.7160.2%3.9%179.8664.8%2.9%
75Δ145.3857.9%3.0%185.1765.2%2.2%
80Δ138.0670.3%2.8%189.9963.4%1.5%

20Δ

Calls
Pseudo strike
189.06
IV
61.6%
B/E move
20.1%
Puts
Pseudo strike
139.69
IV
64.2%
B/E move
14.9%

25Δ

Calls
Pseudo strike
183.71
IV
61.9%
B/E move
17.4%
Puts
Pseudo strike
144.25
IV
63.2%
B/E move
12.7%

30Δ

Calls
Pseudo strike
179.14
IV
62.7%
B/E move
15.2%
Puts
Pseudo strike
148.12
IV
64.1%
B/E move
11.2%

35Δ

Calls
Pseudo strike
175.00
IV
63.8%
B/E move
13.4%
Puts
Pseudo strike
151.90
IV
64.5%
B/E move
9.8%

40Δ

Calls
Pseudo strike
170.75
IV
63.3%
B/E move
11.5%
Puts
Pseudo strike
155.70
IV
63.8%
B/E move
8.4%

45Δ

Calls
Pseudo strike
166.83
IV
63.2%
B/E move
9.9%
Puts
Pseudo strike
159.36
IV
63.1%
B/E move
7.2%

50Δ

Calls
Pseudo strike
163.06
IV
63.3%
B/E move
8.5%
Puts
Pseudo strike
163.57
IV
67.8%
B/E move
6.6%

55Δ

Calls
Pseudo strike
159.37
IV
63.5%
B/E move
7.3%
Puts
Pseudo strike
167.31
IV
67.2%
B/E move
5.6%

60Δ

Calls
Pseudo strike
155.68
IV
64.3%
B/E move
6.2%
Puts
Pseudo strike
171.09
IV
64.7%
B/E move
4.4%

65Δ

Calls
Pseudo strike
152.15
IV
62.5%
B/E move
5.0%
Puts
Pseudo strike
175.81
IV
66.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
148.71
IV
60.2%
B/E move
3.9%
Puts
Pseudo strike
179.86
IV
64.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
145.38
IV
57.9%
B/E move
3.0%
Puts
Pseudo strike
185.17
IV
65.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
138.06
IV
70.3%
B/E move
2.8%
Puts
Pseudo strike
189.99
IV
63.4%
B/E move
1.5%

Options history

No recorded observations