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ANTERO RESOURCES CORPORATION AR

i

Market dataready · fetched 2026-11-07T01:05:03.526Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.003772646Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:05:03.089690+00:00

Share price$36.08
1D-0.9%
AH$35.98$36.35$36.72$37.09$37.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAR
Sold putSold callAH

ANTERO RESOURCES CORPORATION options

Live interpolated AR call and put midpoint premiums by absolute delta.ANTERO RESOURCES CORPORATION$0.15$0.88$1.60$2.32$3.05$32.12$34.84$37.57$40.29$43.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AR spot · $36.08AR PRICE$0.24$0.32$0.42$0.52$0.67$0.84$0.88$0.98$1.18$1.48$1.80$2.23$2.84$0.23$0.32$0.40$0.48$0.58$0.71$0.83$0.95$1.10$1.25$1.55$1.91$2.22
PutsCheap0.69×
CallsFair0.97×
SkewBullish-8.60 pp
Implied moveBullish±$1.71
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.0843.9%6.2%34.5240.0%5.0%
25Δ37.7144.3%5.4%34.8140.8%4.4%
30Δ37.3844.9%4.8%35.1040.8%3.8%
35Δ37.0845.8%4.2%35.4039.2%3.2%
40Δ36.8048.3%3.8%35.6739.3%2.8%
45Δ36.5251.4%3.5%35.9140.0%2.4%
50Δ36.2046.2%2.8%36.1640.0%2.1%
55Δ35.8943.3%2.2%36.4139.5%1.7%
60Δ35.6045.6%1.9%36.6639.0%1.4%
65Δ35.2349.6%1.7%36.9138.5%1.2%
70Δ34.8353.1%1.5%37.2841.3%1.0%
75Δ34.3257.5%1.3%37.7043.9%0.8%
80Δ33.6463.9%1.1%38.0843.8%0.6%

20Δ

Calls
Pseudo strike
38.08
IV
43.9%
B/E move
6.2%
Puts
Pseudo strike
34.52
IV
40.0%
B/E move
5.0%

25Δ

Calls
Pseudo strike
37.71
IV
44.3%
B/E move
5.4%
Puts
Pseudo strike
34.81
IV
40.8%
B/E move
4.4%

30Δ

Calls
Pseudo strike
37.38
IV
44.9%
B/E move
4.8%
Puts
Pseudo strike
35.10
IV
40.8%
B/E move
3.8%

35Δ

Calls
Pseudo strike
37.08
IV
45.8%
B/E move
4.2%
Puts
Pseudo strike
35.40
IV
39.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
36.80
IV
48.3%
B/E move
3.8%
Puts
Pseudo strike
35.67
IV
39.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
36.52
IV
51.4%
B/E move
3.5%
Puts
Pseudo strike
35.91
IV
40.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
36.20
IV
46.2%
B/E move
2.8%
Puts
Pseudo strike
36.16
IV
40.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
35.89
IV
43.3%
B/E move
2.2%
Puts
Pseudo strike
36.41
IV
39.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
35.60
IV
45.6%
B/E move
1.9%
Puts
Pseudo strike
36.66
IV
39.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
35.23
IV
49.6%
B/E move
1.7%
Puts
Pseudo strike
36.91
IV
38.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
34.83
IV
53.1%
B/E move
1.5%
Puts
Pseudo strike
37.28
IV
41.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
34.32
IV
57.5%
B/E move
1.3%
Puts
Pseudo strike
37.70
IV
43.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
33.64
IV
63.9%
B/E move
1.1%
Puts
Pseudo strike
38.08
IV
43.8%
B/E move
0.6%

Options history

IV · four-Friday blend38.60%
Daily close
AR29.2%42.6%56.1%2026-08-10: 34.23%2026-08-11: 34.15%2026-08-12: 31.75%2026-08-13: 35.60%2026-08-14: 31.73%2026-08-17: 34.23%2026-08-18: 34.38%2026-08-19: 33.31%2026-08-20: 35.51%2026-08-21: 32.81%2026-08-24: 34.19%2026-08-25: 33.81%2026-08-26: 35.58%2026-08-27: 37.59%2026-08-28: 31.01%2026-08-31: 34.22%2026-09-01: 35.41%2026-09-02: 33.17%2026-09-03: 35.30%2026-09-04: 32.67%2026-09-08: 38.47%2026-09-09: 37.43%2026-09-10: 39.68%2026-09-11: 33.63%2026-09-14: 34.89%2026-09-15: 38.84%2026-09-16: 40.15%2026-09-17: 36.37%2026-09-18: 33.58%2026-09-21: 37.31%2026-09-22: 37.80%2026-09-23: 37.46%2026-09-24: 41.16%2026-09-25: 35.94%2026-09-28: 38.56%2026-09-29: 38.30%2026-09-30: 38.94%2026-10-01: 37.72%2026-10-02: 35.54%2026-10-05: 36.75%2026-10-06: 36.78%2026-10-07: 36.95%2026-10-08: 39.04%2026-10-09: 36.07%2026-10-12: 38.29%2026-10-13: 38.99%2026-10-14: 40.79%2026-10-15: 43.68%2026-10-16: 40.79%2026-10-19: 42.60%2026-10-20: 43.58%2026-10-21: 44.52%2026-10-22: 46.49%2026-10-23: 44.81%2026-10-26: 51.73%2026-10-27: 53.65%2026-10-28: 54.20%2026-10-29: 43.20%2026-10-30: 38.60%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.23%
34.15%
31.75%
35.60%
31.73%
34.23%
34.38%
33.31%
35.51%
32.81%
34.19%
33.81%
35.58%
37.59%
31.01%
34.22%
35.41%
33.17%
35.30%
32.67%
38.47%
37.43%
39.68%
33.63%
34.89%
38.84%
40.15%
36.37%
33.58%
37.31%
37.80%
37.46%
41.16%
35.94%
38.56%
38.30%
38.94%
37.72%
35.54%
36.75%
36.78%
36.95%
39.04%
36.07%
38.29%
38.99%
40.79%
43.68%
40.79%
42.60%
43.58%
44.52%
46.49%
44.81%
51.73%
53.65%
54.20%
43.20%
38.60%