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Core Natural Resources, Inc. CNR

ENERGY · THERMAL COAL
i

Market dataready · fetched 2026-11-11T14:33:23.594Z

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 · 2026-11-11T14:30:37.07812837Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:33:22.964048+00:00

Share price$83.76
1D+0.0%
$83.71$83.73$83.76$83.78$83.805:30 AM6:30 AM9:00 AM1:00 PMCNR
Sold putSold call

Core Natural Resources, Inc. options

Live interpolated CNR call and put midpoint premiums by absolute delta.Core Natural Resources, Inc.$0.58$2.38$4.19$5.99$7.80$71.55$77.28$83.01$88.74$94.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNR spot · $83.75CNR PRICE$0.78$1.02$1.29$1.57$1.85$2.12$2.39$2.66$2.93$3.20$3.47$3.74$4.01$0.97$1.09$1.37$1.73$2.08$2.44$2.80$3.15$3.90$4.69$5.49$6.29$7.28
PutsCheap0.69×
CallsCheap0.72×
SkewBearish+6.34 pp
Implied moveBearish±$5.19
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.6955.7%9.2%76.9365.3%9.3%
25Δ89.0952.1%7.6%79.2754.3%6.6%
30Δ88.0551.6%6.7%80.5950.6%5.4%
35Δ87.0051.0%5.8%81.4550.2%4.8%
40Δ85.9650.5%4.8%82.3149.9%4.2%
45Δ84.9449.8%4.0%83.1749.5%3.6%
50Δ84.3047.4%3.5%84.0349.2%3.0%
55Δ83.6645.0%3.1%84.8948.8%2.4%
60Δ83.0242.6%2.6%85.9349.6%2.1%
65Δ82.3840.2%2.2%86.9950.5%1.7%
70Δ81.7437.8%1.7%88.0651.4%1.4%
75Δ81.0935.5%1.3%89.1252.3%1.1%
80Δ80.4533.1%0.8%90.3753.3%0.8%

20Δ

Calls
Pseudo strike
90.69
IV
55.7%
B/E move
9.2%
Puts
Pseudo strike
76.93
IV
65.3%
B/E move
9.3%

25Δ

Calls
Pseudo strike
89.09
IV
52.1%
B/E move
7.6%
Puts
Pseudo strike
79.27
IV
54.3%
B/E move
6.6%

30Δ

Calls
Pseudo strike
88.05
IV
51.6%
B/E move
6.7%
Puts
Pseudo strike
80.59
IV
50.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
87.00
IV
51.0%
B/E move
5.8%
Puts
Pseudo strike
81.45
IV
50.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
85.96
IV
50.5%
B/E move
4.8%
Puts
Pseudo strike
82.31
IV
49.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
84.94
IV
49.8%
B/E move
4.0%
Puts
Pseudo strike
83.17
IV
49.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
84.30
IV
47.4%
B/E move
3.5%
Puts
Pseudo strike
84.03
IV
49.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
83.66
IV
45.0%
B/E move
3.1%
Puts
Pseudo strike
84.89
IV
48.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
83.02
IV
42.6%
B/E move
2.6%
Puts
Pseudo strike
85.93
IV
49.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
82.38
IV
40.2%
B/E move
2.2%
Puts
Pseudo strike
86.99
IV
50.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
81.74
IV
37.8%
B/E move
1.7%
Puts
Pseudo strike
88.06
IV
51.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
81.09
IV
35.5%
B/E move
1.3%
Puts
Pseudo strike
89.12
IV
52.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
80.45
IV
33.1%
B/E move
0.8%
Puts
Pseudo strike
90.37
IV
53.3%
B/E move
0.8%

Options history

IV · four-Friday blend46.61%
Daily EOD
CNR43.8%45.4%47.1%2026-10-19: 43.98%2026-10-20: 44.70%2026-10-21: 44.88%2026-10-22: 44.61%2026-10-23: 45.29%2026-10-26: 46.00%2026-10-27: 46.03%2026-10-28: 45.97%2026-10-29: 46.83%2026-10-30: 46.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.98%
44.70%
44.88%
44.61%
45.29%
46.00%
46.03%
45.97%
46.83%
46.61%