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Antero Resources Corp AR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-16T01:04:07.887Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002582014Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:07.185631+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$0.31$1.80$3.28$4.77$6.25$30.04$33.27$36.49$39.72$42.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AR spot · $36.44AR PRICE$0.47$0.62$0.81$0.99$1.18$1.39$1.62$1.88$2.20$2.59$2.96$3.34$3.70$0.54$0.72$0.91$1.12$1.34$1.62$1.95$2.26$2.57$3.13$3.58$3.96$5.82
PutsCheap0.88×
CallsCheap0.84×
SkewBearish+0.86 pp
Implied moveBearish±$3.57
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.8739.0%13.5%33.2239.2%10.3%
25Δ40.0138.8%11.5%33.9039.5%9.0%
30Δ39.3439.3%10.2%34.5439.1%7.7%
35Δ38.6739.2%8.8%35.1738.5%6.6%
40Δ38.0038.6%7.5%35.7438.2%5.6%
45Δ37.4238.3%6.5%36.3038.5%4.8%
50Δ36.8538.1%5.6%36.8739.2%4.2%
55Δ36.3038.0%4.8%37.4338.9%3.5%
60Δ35.7338.5%4.1%37.9938.3%2.8%
65Δ35.1339.6%3.5%38.7139.9%2.3%
70Δ34.5439.4%2.9%39.3539.6%1.8%
75Δ33.9438.8%2.3%39.9438.1%1.3%
80Δ33.3837.1%1.8%41.8646.9%1.1%

20Δ

Calls
Pseudo strike
40.87
IV
39.0%
B/E move
13.5%
Puts
Pseudo strike
33.22
IV
39.2%
B/E move
10.3%

25Δ

Calls
Pseudo strike
40.01
IV
38.8%
B/E move
11.5%
Puts
Pseudo strike
33.90
IV
39.5%
B/E move
9.0%

30Δ

Calls
Pseudo strike
39.34
IV
39.3%
B/E move
10.2%
Puts
Pseudo strike
34.54
IV
39.1%
B/E move
7.7%

35Δ

Calls
Pseudo strike
38.67
IV
39.2%
B/E move
8.8%
Puts
Pseudo strike
35.17
IV
38.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
38.00
IV
38.6%
B/E move
7.5%
Puts
Pseudo strike
35.74
IV
38.2%
B/E move
5.6%

45Δ

Calls
Pseudo strike
37.42
IV
38.3%
B/E move
6.5%
Puts
Pseudo strike
36.30
IV
38.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
36.85
IV
38.1%
B/E move
5.6%
Puts
Pseudo strike
36.87
IV
39.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
36.30
IV
38.0%
B/E move
4.8%
Puts
Pseudo strike
37.43
IV
38.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
35.73
IV
38.5%
B/E move
4.1%
Puts
Pseudo strike
37.99
IV
38.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
35.13
IV
39.6%
B/E move
3.5%
Puts
Pseudo strike
38.71
IV
39.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
34.54
IV
39.4%
B/E move
2.9%
Puts
Pseudo strike
39.35
IV
39.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
33.94
IV
38.8%
B/E move
2.3%
Puts
Pseudo strike
39.94
IV
38.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
33.38
IV
37.1%
B/E move
1.8%
Puts
Pseudo strike
41.86
IV
46.9%
B/E move
1.1%