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

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Market datapartial · fetched 2026-10-22T06:57:27.550Z

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 · unavailable

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, 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$0.12$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+2.34 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
20Δ32.3781.8%28.5%23.1743.4%11.1%
25Δ31.6175.7%25.7%23.7141.2%9.4%
30Δ30.8569.6%23.0%24.2539.0%7.6%
35Δ30.0863.5%20.2%24.7936.8%5.9%
40Δ29.3257.4%17.4%25.2737.5%5.0%
45Δ28.5551.3%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
81.8%
B/E move
28.5%
Puts
Pseudo strike
23.17
IV
43.4%
B/E move
11.1%

25Δ

Calls
Pseudo strike
31.61
IV
75.7%
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
69.6%
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
63.5%
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
57.4%
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
51.3%
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