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Alliance Resource Partners, L.P. Common Units representing Limited Partners Interests ARLP

ENERGY · THERMAL COAL
i

Market dataready · fetched 2026-11-11T13:48:57.426Z

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

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 · 2026-11-10T22:12:46.963887898Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:48:57.086644+00:00

Share price$24.90
1D+1.6%
AH$24.47$24.64$24.81$24.97$25.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARLP
Sold putSold callAH

Alliance Resource Partners, L.P. Common Units representing Limited Partners Interests options

Live interpolated ARLP call and put midpoint premiums by absolute delta.Alliance Resource Partners, L.P. Common Units representing Limited Partners Interests$0.03$1.40$2.77$4.14$5.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEARLP PRICE$0.18$0.22$0.26$0.31$0.35$0.40$0.53$0.82$1.12$1.42$1.72$2.01$2.31$0.46$0.81$1.67$2.53$3.39$4.25$5.11
Puts——
CallsExpensive1.49×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.1148.2%13.6%22.0498.2%13.3%
25Δ27.5644.9%11.6%
30Δ27.0141.6%9.5%
35Δ26.4638.3%7.5%
40Δ25.9135.0%5.5%
45Δ25.3631.8%3.5%
50Δ24.8931.2%2.1%
55Δ24.5536.1%1.9%25.4227.4%1.1%
60Δ24.2140.9%1.7%26.3136.4%1.0%
65Δ23.8745.7%1.6%27.2045.5%0.9%
70Δ23.5350.6%1.4%28.0954.6%0.8%
75Δ23.1955.4%1.2%28.9863.6%0.7%
80Δ22.8660.3%1.1%29.8772.7%0.6%

20Δ

Calls
Pseudo strike
28.11
IV
48.2%
B/E move
13.6%
Puts
Pseudo strike
22.04
IV
98.2%
B/E move
13.3%

25Δ

Calls
Pseudo strike
27.56
IV
44.9%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
27.01
IV
41.6%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
26.46
IV
38.3%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
25.91
IV
35.0%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
25.36
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
24.89
IV
31.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
24.55
IV
36.1%
B/E move
1.9%
Puts
Pseudo strike
25.42
IV
27.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
24.21
IV
40.9%
B/E move
1.7%
Puts
Pseudo strike
26.31
IV
36.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
23.87
IV
45.7%
B/E move
1.6%
Puts
Pseudo strike
27.20
IV
45.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
23.53
IV
50.6%
B/E move
1.4%
Puts
Pseudo strike
28.09
IV
54.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
23.19
IV
55.4%
B/E move
1.2%
Puts
Pseudo strike
28.98
IV
63.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
22.86
IV
60.3%
B/E move
1.1%
Puts
Pseudo strike
29.87
IV
72.7%
B/E move
0.6%

Options history

IV · four-Friday blend33.25%
Daily close
ARLP25.2%34.7%44.2%2026-08-13: 28.24%2026-09-25: 28.54%2026-09-28: 26.48%2026-10-12: 26.59%2026-10-13: 42.88%2026-10-16: 33.25%Aug 13Sep 28Oct 16
6 observations2026-08-13 — 2026-10-16
Table
DateIV (%)
28.24%
28.54%
26.48%
26.59%
42.88%
33.25%