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Alliance Resource Partners LP ARLP

ENERGY · THERMAL COAL
i

Market dataready · fetched 2026-10-22T05:13:44.675Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T22:41:37.611947661Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T05:13:43.364873+00:00

Share price$25.64
1D-0.4%
AH$25.66$25.71$25.76$25.81$25.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARLP
Sold putSold callAH

Alliance Resource Partners LP options

Live interpolated ARLP call and put midpoint premiums by absolute delta.Alliance Resource Partners LP$0.12$2.46$4.81$7.15$9.49$20.94$23.25$25.56$27.87$30.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARLP spot · $25.64ARLP PRICE$0.58$0.63$0.69$0.74$0.79$0.84$0.89$0.94$0.99$1.04$1.35$2.13$2.92$0.37$0.47$0.56$0.66$0.90$1.22$1.55$1.87$2.19$2.52$5.64$8.82$4.83
PutsExpensive1.71×
CallsExpensive1.55×
SkewBearish+2.37 pp
Implied moveBearish±$2.43
TiltBearish37.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.3781.7%28.5%23.1743.3%11.1%
25Δ31.6175.6%25.7%23.7141.2%9.4%
30Δ30.8569.5%23.0%24.2539.0%7.6%
35Δ30.0863.4%20.2%24.7936.8%5.9%
40Δ29.3257.3%17.4%25.2737.5%5.0%
45Δ28.5551.2%14.6%25.7040.0%4.5%
50Δ27.7945.2%11.8%26.1442.6%4.1%
55Δ27.0339.1%9.1%26.5845.1%3.6%
60Δ26.2633.0%6.3%27.0247.6%3.2%
65Δ25.5026.9%3.5%27.4650.2%2.8%
70Δ24.7326.0%1.7%30.4183.7%3.4%
75Δ23.9335.1%1.6%33.53112.0%3.6%
80Δ23.1444.2%1.6%30.1260.3%1.4%

20Δ

Calls
Pseudo strike
32.37
IV
81.7%
B/E move
28.5%
Puts
Pseudo strike
23.17
IV
43.3%
B/E move
11.1%

25Δ

Calls
Pseudo strike
31.61
IV
75.6%
B/E move
25.7%
Puts
Pseudo strike
23.71
IV
41.2%
B/E move
9.4%

30Δ

Calls
Pseudo strike
30.85
IV
69.5%
B/E move
23.0%
Puts
Pseudo strike
24.25
IV
39.0%
B/E move
7.6%

35Δ

Calls
Pseudo strike
30.08
IV
63.4%
B/E move
20.2%
Puts
Pseudo strike
24.79
IV
36.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
29.32
IV
57.3%
B/E move
17.4%
Puts
Pseudo strike
25.27
IV
37.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
28.55
IV
51.2%
B/E move
14.6%
Puts
Pseudo strike
25.70
IV
40.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
27.79
IV
45.2%
B/E move
11.8%
Puts
Pseudo strike
26.14
IV
42.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
27.03
IV
39.1%
B/E move
9.1%
Puts
Pseudo strike
26.58
IV
45.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
26.26
IV
33.0%
B/E move
6.3%
Puts
Pseudo strike
27.02
IV
47.6%
B/E move
3.2%

65Δ

Calls
Pseudo strike
25.50
IV
26.9%
B/E move
3.5%
Puts
Pseudo strike
27.46
IV
50.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
24.73
IV
26.0%
B/E move
1.7%
Puts
Pseudo strike
30.41
IV
83.7%
B/E move
3.4%

75Δ

Calls
Pseudo strike
23.93
IV
35.1%
B/E move
1.6%
Puts
Pseudo strike
33.53
IV
112.0%
B/E move
3.6%

80Δ

Calls
Pseudo strike
23.14
IV
44.2%
B/E move
1.6%
Puts
Pseudo strike
30.12
IV
60.3%
B/E move
1.4%

Options history

No recorded observations