IntraAlpha
Create free account Start free

American Resources Corp Class A AREC

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-10-15T20:03:09.877Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:40.599514016Z

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-15T20:03:09.446787+00:00

Share price$1.18
1D+1.7%
AH$1.11$1.14$1.16$1.18$1.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAREC
Sold putSold callAH

American Resources Corp Class A options

Live interpolated AREC call and put midpoint premiums by absolute delta.American Resources Corp Class A$0.00$0.30$0.59$0.89$1.19$0.75$0.97$1.18$1.39$1.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $1.18OPTION PRICELive AREC spot · $1.18AREC PRICE$0.03$0.05$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.25$0.27$0.06$0.15$0.24$0.32$0.41$0.50$0.58$0.67$0.76$0.84$0.93$1.02$1.10
PutsExpensive2.72×
CallsExpensive3.85×
SkewBearish+8.13 pp
Implied moveBearish±$0.73
TiltBearish58.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.49455.1%28.6%1.04396.3%16.9%
25Δ1.44471.1%26.5%1.14423.4%16.0%
30Δ1.40487.1%24.4%1.24450.5%15.0%
35Δ1.35503.1%22.4%1.34477.7%14.0%
40Δ1.31519.0%20.3%1.44504.8%13.1%
45Δ1.26535.0%18.2%1.53532.0%12.1%
50Δ1.22551.0%16.2%1.63559.1%11.1%
55Δ1.18567.0%14.1%1.73586.3%10.2%
60Δ1.13582.9%12.0%1.83613.4%9.2%
65Δ1.09598.9%10.0%1.93640.6%8.2%
70Δ1.04614.9%7.9%2.02667.7%7.3%
75Δ1.00630.9%5.8%2.12694.9%6.3%
80Δ0.95646.9%3.8%2.22722.0%5.3%

20Δ

Calls
Pseudo strike
1.49
IV
455.1%
B/E move
28.6%
Puts
Pseudo strike
1.04
IV
396.3%
B/E move
16.9%

25Δ

Calls
Pseudo strike
1.44
IV
471.1%
B/E move
26.5%
Puts
Pseudo strike
1.14
IV
423.4%
B/E move
16.0%

30Δ

Calls
Pseudo strike
1.40
IV
487.1%
B/E move
24.4%
Puts
Pseudo strike
1.24
IV
450.5%
B/E move
15.0%

35Δ

Calls
Pseudo strike
1.35
IV
503.1%
B/E move
22.4%
Puts
Pseudo strike
1.34
IV
477.7%
B/E move
14.0%

40Δ

Calls
Pseudo strike
1.31
IV
519.0%
B/E move
20.3%
Puts
Pseudo strike
1.44
IV
504.8%
B/E move
13.1%

45Δ

Calls
Pseudo strike
1.26
IV
535.0%
B/E move
18.2%
Puts
Pseudo strike
1.53
IV
532.0%
B/E move
12.1%

50Δ

Calls
Pseudo strike
1.22
IV
551.0%
B/E move
16.2%
Puts
Pseudo strike
1.63
IV
559.1%
B/E move
11.1%

55Δ

Calls
Pseudo strike
1.18
IV
567.0%
B/E move
14.1%
Puts
Pseudo strike
1.73
IV
586.3%
B/E move
10.2%

60Δ

Calls
Pseudo strike
1.13
IV
582.9%
B/E move
12.0%
Puts
Pseudo strike
1.83
IV
613.4%
B/E move
9.2%

65Δ

Calls
Pseudo strike
1.09
IV
598.9%
B/E move
10.0%
Puts
Pseudo strike
1.93
IV
640.6%
B/E move
8.2%

70Δ

Calls
Pseudo strike
1.04
IV
614.9%
B/E move
7.9%
Puts
Pseudo strike
2.02
IV
667.7%
B/E move
7.3%

75Δ

Calls
Pseudo strike
1.00
IV
630.9%
B/E move
5.8%
Puts
Pseudo strike
2.12
IV
694.9%
B/E move
6.3%

80Δ

Calls
Pseudo strike
0.95
IV
646.9%
B/E move
3.8%
Puts
Pseudo strike
2.22
IV
722.0%
B/E move
5.3%