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Core Natural Resources, Inc. CNR

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Market datapartial · fetched 2026-10-22T04:41:21.140Z

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 · 2026-10-21T23:00:00.002662491Z

FundamentalsAlpha Vantage · unavailable

Share price$87.55
1D-0.3%
AH$86.81$87.20$87.60$87.99$88.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNR
Sold putSold callAH

Core Natural Resources, Inc. options

Live interpolated CNR call and put midpoint premiums by absolute delta.Core Natural Resources, Inc.$0.91$4.24$7.58$10.91$14.25$72.05$79.78$87.50$95.23$102.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNR spot · $87.55CNR PRICE$1.27$1.77$2.27$2.76$3.27$3.77$4.43$5.11$5.79$6.84$8.20$9.57$11.70$1.74$1.99$2.50$3.00$3.70$4.61$5.53$6.48$7.52$8.56$9.74$11.51$13.29
PutsExpensive1.17×
CallsExpensive1.26×
SkewBearish+0.36 pp
Implied moveBearish±$9.96
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.3247.7%14.9%77.1859.4%13.8%
25Δ97.5349.4%13.4%80.5750.0%10.2%
30Δ95.7551.1%12.0%82.3248.8%8.8%
35Δ93.9351.1%10.4%84.0647.6%7.4%
40Δ92.0749.9%8.9%85.7147.5%6.3%
45Δ90.2248.7%7.4%87.2548.8%5.6%
50Δ88.6848.1%6.3%88.8050.1%4.9%
55Δ87.1847.7%5.4%90.3651.0%4.2%
60Δ85.6847.3%4.5%92.0150.4%3.5%
65Δ84.0048.2%3.8%93.6749.7%2.8%
70Δ82.1650.3%3.2%95.4349.3%2.1%
75Δ80.3252.4%2.7%97.6449.6%1.6%
80Δ77.7355.5%2.2%99.8649.9%1.1%

20Δ

Calls
Pseudo strike
99.32
IV
47.7%
B/E move
14.9%
Puts
Pseudo strike
77.18
IV
59.4%
B/E move
13.8%

25Δ

Calls
Pseudo strike
97.53
IV
49.4%
B/E move
13.4%
Puts
Pseudo strike
80.57
IV
50.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
95.75
IV
51.1%
B/E move
12.0%
Puts
Pseudo strike
82.32
IV
48.8%
B/E move
8.8%

35Δ

Calls
Pseudo strike
93.93
IV
51.1%
B/E move
10.4%
Puts
Pseudo strike
84.06
IV
47.6%
B/E move
7.4%

40Δ

Calls
Pseudo strike
92.07
IV
49.9%
B/E move
8.9%
Puts
Pseudo strike
85.71
IV
47.5%
B/E move
6.3%

45Δ

Calls
Pseudo strike
90.22
IV
48.7%
B/E move
7.4%
Puts
Pseudo strike
87.25
IV
48.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
88.68
IV
48.1%
B/E move
6.3%
Puts
Pseudo strike
88.80
IV
50.1%
B/E move
4.9%

55Δ

Calls
Pseudo strike
87.18
IV
47.7%
B/E move
5.4%
Puts
Pseudo strike
90.36
IV
51.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
85.68
IV
47.3%
B/E move
4.5%
Puts
Pseudo strike
92.01
IV
50.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
84.00
IV
48.2%
B/E move
3.8%
Puts
Pseudo strike
93.67
IV
49.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
82.16
IV
50.3%
B/E move
3.2%
Puts
Pseudo strike
95.43
IV
49.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
80.32
IV
52.4%
B/E move
2.7%
Puts
Pseudo strike
97.64
IV
49.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
77.73
IV
55.5%
B/E move
2.2%
Puts
Pseudo strike
99.86
IV
49.9%
B/E move
1.1%

Options history

No recorded observations