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American Resources Corp Class A AREC

INDUSTRIALS · WASTE MANAGEMENT
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Market dataready · fetched 2026-10-16T22:50:14.045Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:32:28.479568621Z

FundamentalsAlpha Vantage · quarter 2026-03-31 · fetched 2026-10-16T22:50:13.183604+00:00

Share price$1.20
1D-4.9%
AH$1.11$1.14$1.17$1.21$1.245:30 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$0.02$0.35$0.69$1.03$1.37$0.41$0.90$1.38$1.86$2.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AREC spot · $1.20AREC PRICE$0.05$0.07$0.07$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.24$0.15$0.21$0.26$0.32$0.38$0.44$0.52$0.61$0.70$0.79$1.27
PutsExpensive1.43×
CallsExpensive1.14×
SkewBearish+44.35 pp
Implied moveBearish±$0.52
TiltBearish54.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.07159.4%76.9%
25Δ2.21184.9%90.8%
30Δ1.74137.5%51.5%1.07141.6%23.2%
35Δ1.47112.0%29.9%1.15146.9%21.2%
40Δ1.42109.6%27.0%1.23152.3%19.1%
45Δ1.37107.2%24.0%1.32157.6%17.1%
50Δ1.31104.8%21.1%1.40163.0%15.0%
55Δ1.26102.4%18.2%1.48168.3%12.9%
60Δ1.20100.0%15.2%1.59167.7%11.0%
65Δ1.1597.6%12.3%1.70165.2%9.2%
70Δ1.1095.2%9.4%1.81162.7%7.3%
75Δ1.0492.8%6.4%1.92160.2%5.4%
80Δ2.42189.0%4.1%

20Δ

Calls
Pseudo strike
2.07
IV
159.4%
B/E move
76.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.21
IV
184.9%
B/E move
90.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.74
IV
137.5%
B/E move
51.5%
Puts
Pseudo strike
1.07
IV
141.6%
B/E move
23.2%

35Δ

Calls
Pseudo strike
1.47
IV
112.0%
B/E move
29.9%
Puts
Pseudo strike
1.15
IV
146.9%
B/E move
21.2%

40Δ

Calls
Pseudo strike
1.42
IV
109.6%
B/E move
27.0%
Puts
Pseudo strike
1.23
IV
152.3%
B/E move
19.1%

45Δ

Calls
Pseudo strike
1.37
IV
107.2%
B/E move
24.0%
Puts
Pseudo strike
1.32
IV
157.6%
B/E move
17.1%

50Δ

Calls
Pseudo strike
1.31
IV
104.8%
B/E move
21.1%
Puts
Pseudo strike
1.40
IV
163.0%
B/E move
15.0%

55Δ

Calls
Pseudo strike
1.26
IV
102.4%
B/E move
18.2%
Puts
Pseudo strike
1.48
IV
168.3%
B/E move
12.9%

60Δ

Calls
Pseudo strike
1.20
IV
100.0%
B/E move
15.2%
Puts
Pseudo strike
1.59
IV
167.7%
B/E move
11.0%

65Δ

Calls
Pseudo strike
1.15
IV
97.6%
B/E move
12.3%
Puts
Pseudo strike
1.70
IV
165.2%
B/E move
9.2%

70Δ

Calls
Pseudo strike
1.10
IV
95.2%
B/E move
9.4%
Puts
Pseudo strike
1.81
IV
162.7%
B/E move
7.3%

75Δ

Calls
Pseudo strike
1.04
IV
92.8%
B/E move
6.4%
Puts
Pseudo strike
1.92
IV
160.2%
B/E move
5.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.42
IV
189.0%
B/E move
4.1%