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Antero Resources Corp AR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-15T20:33:43.854Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002667308Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:43.121298+00:00

Share price$36.44
1D+0.2%
AH$35.90$36.07$36.25$36.42$36.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAR
Sold putSold callAH

Antero Resources Corp options

Live interpolated AR call and put midpoint premiums by absolute delta.Antero Resources Corp$0.06$0.70$1.33$1.96$2.59$35.02$35.72$36.41$37.11$37.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $36.44OPTION PRICELive AR spot · $36.44AR PRICE$0.20$0.13$0.17$0.23$0.28$0.34$0.39$0.44$0.49$0.54$0.59$1.44$2.41$0.24$0.20$0.22$0.26$0.34$0.43$0.51$0.55$0.58$0.61$0.64$0.68$0.96
PutsExpensive2.49×
CallsExpensive2.74×
SkewBearish+2.94 pp
Implied moveBearish±$0.90
TiltBullish10.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.0897.6%5.1%34.73112.9%5.4%
25Δ37.1048.6%2.2%35.5671.5%3.0%
30Δ36.9045.1%1.7%35.8460.3%2.2%
35Δ36.7947.2%1.6%36.0655.5%1.8%
40Δ36.6849.3%1.4%36.2058.5%1.6%
45Δ36.5751.4%1.3%36.3361.5%1.5%
50Δ36.4652.2%1.1%36.4764.5%1.3%
55Δ36.3550.2%1.0%36.5861.5%1.1%
60Δ36.2448.2%0.8%36.6956.6%0.9%
65Δ36.1346.2%0.6%36.7951.8%0.7%
70Δ36.0244.2%0.5%36.9047.0%0.5%
75Δ35.1571.8%0.4%37.0042.3%0.3%
80Δ34.17104.2%0.4%37.3050.5%0.3%

20Δ

Calls
Pseudo strike
38.08
IV
97.6%
B/E move
5.1%
Puts
Pseudo strike
34.73
IV
112.9%
B/E move
5.4%

25Δ

Calls
Pseudo strike
37.10
IV
48.6%
B/E move
2.2%
Puts
Pseudo strike
35.56
IV
71.5%
B/E move
3.0%

30Δ

Calls
Pseudo strike
36.90
IV
45.1%
B/E move
1.7%
Puts
Pseudo strike
35.84
IV
60.3%
B/E move
2.2%

35Δ

Calls
Pseudo strike
36.79
IV
47.2%
B/E move
1.6%
Puts
Pseudo strike
36.06
IV
55.5%
B/E move
1.8%

40Δ

Calls
Pseudo strike
36.68
IV
49.3%
B/E move
1.4%
Puts
Pseudo strike
36.20
IV
58.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
36.57
IV
51.4%
B/E move
1.3%
Puts
Pseudo strike
36.33
IV
61.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
36.46
IV
52.2%
B/E move
1.1%
Puts
Pseudo strike
36.47
IV
64.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
36.35
IV
50.2%
B/E move
1.0%
Puts
Pseudo strike
36.58
IV
61.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
36.24
IV
48.2%
B/E move
0.8%
Puts
Pseudo strike
36.69
IV
56.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
36.13
IV
46.2%
B/E move
0.6%
Puts
Pseudo strike
36.79
IV
51.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
36.02
IV
44.2%
B/E move
0.5%
Puts
Pseudo strike
36.90
IV
47.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
35.15
IV
71.8%
B/E move
0.4%
Puts
Pseudo strike
37.00
IV
42.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
34.17
IV
104.2%
B/E move
0.4%
Puts
Pseudo strike
37.30
IV
50.5%
B/E move
0.3%