IntraAlpha
Create free account Start free

Alpha Metallurgical Resources Inc AMR

BASIC MATERIALS · COKING COAL
i

Market dataready · fetched 2026-10-22T04:22:08.894Z

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 2026-10-22T04:22:07.100913+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$2.03$10.22$18.41$26.61$34.80$122.65$141.29$159.93$178.57$197.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMR spot · $159.87AMR PRICE$2.91$3.90$5.01$6.25$7.49$8.88$10.41$12.10$14.09$15.77$17.47$19.31$26.27$3.59$4.75$6.22$7.76$9.31$11.00$14.17$16.31$18.27$21.86$24.53$28.73$32.44
PutsExpensive1.09×
CallsExpensive1.25×
SkewBearish+1.78 pp
Implied moveBearish±$24.58
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ189.0562.7%20.1%139.6865.3%14.9%
25Δ183.7163.0%17.3%144.2464.3%12.8%
30Δ179.1363.8%15.2%148.1165.2%11.3%
35Δ174.9964.9%13.4%151.8965.5%9.8%
40Δ170.7364.4%11.5%155.6864.9%8.4%
45Δ166.8164.3%9.9%159.3464.2%7.2%
50Δ163.0464.4%8.5%163.5468.9%6.6%
55Δ159.3564.6%7.2%167.2968.3%5.6%
60Δ155.6665.5%6.2%171.0465.8%4.4%
65Δ152.1363.7%5.0%175.7767.6%3.7%
70Δ148.6961.3%3.9%179.8165.8%2.9%
75Δ145.3559.0%3.0%185.1166.3%2.2%
80Δ138.0271.6%2.8%189.9264.3%1.5%

20Δ

Calls
Pseudo strike
189.05
IV
62.7%
B/E move
20.1%
Puts
Pseudo strike
139.68
IV
65.3%
B/E move
14.9%

25Δ

Calls
Pseudo strike
183.71
IV
63.0%
B/E move
17.3%
Puts
Pseudo strike
144.24
IV
64.3%
B/E move
12.8%

30Δ

Calls
Pseudo strike
179.13
IV
63.8%
B/E move
15.2%
Puts
Pseudo strike
148.11
IV
65.2%
B/E move
11.3%

35Δ

Calls
Pseudo strike
174.99
IV
64.9%
B/E move
13.4%
Puts
Pseudo strike
151.89
IV
65.5%
B/E move
9.8%

40Δ

Calls
Pseudo strike
170.73
IV
64.4%
B/E move
11.5%
Puts
Pseudo strike
155.68
IV
64.9%
B/E move
8.4%

45Δ

Calls
Pseudo strike
166.81
IV
64.3%
B/E move
9.9%
Puts
Pseudo strike
159.34
IV
64.2%
B/E move
7.2%

50Δ

Calls
Pseudo strike
163.04
IV
64.4%
B/E move
8.5%
Puts
Pseudo strike
163.54
IV
68.9%
B/E move
6.6%

55Δ

Calls
Pseudo strike
159.35
IV
64.6%
B/E move
7.2%
Puts
Pseudo strike
167.29
IV
68.3%
B/E move
5.6%

60Δ

Calls
Pseudo strike
155.66
IV
65.5%
B/E move
6.2%
Puts
Pseudo strike
171.04
IV
65.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
152.13
IV
63.7%
B/E move
5.0%
Puts
Pseudo strike
175.77
IV
67.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
148.69
IV
61.3%
B/E move
3.9%
Puts
Pseudo strike
179.81
IV
65.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
145.35
IV
59.0%
B/E move
3.0%
Puts
Pseudo strike
185.11
IV
66.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
138.02
IV
71.6%
B/E move
2.8%
Puts
Pseudo strike
189.92
IV
64.3%
B/E move
1.5%

Options history

No recorded observations