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Mach Natural Resources LP Common Units representing Limited Partner Interests MNR

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Market datapartial · fetched 2026-10-22T13:25:57.975Z

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 · 2026-10-21T23:00:00.002757386Z

FundamentalsAlpha Vantage · unavailable

Share price$10.67
1D-0.7%
AH$10.63$10.68$10.73$10.78$10.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMNR
Sold putSold callAH

Mach Natural Resources LP Common Units representing Limited Partner Interests options

Live interpolated MNR call and put midpoint premiums by absolute delta.Mach Natural Resources LP Common Units representing Limited Partner Interests$0.00$3.13$6.25$9.38$12.50$6.53$8.75$10.98$13.20$15.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MNR spot · $10.67MNR PRICE$1.07$1.06$1.05$1.04$1.03$1.02$1.01$1.00$1.51$2.13$0.29$0.33$0.37$0.81$1.33$1.86$2.38$2.91$3.43$3.95$4.48$6.03$11.60
PutsExpensive3.16×
CallsExpensive3.55×
SkewBullish-20.36 pp
Implied moveBearish±$3.42
TiltBearish53.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.6391.5%21.9%
25Δ9.2675.9%16.3%
30Δ9.8960.4%10.8%
35Δ18.90231.7%87.2%10.4865.9%9.3%
40Δ17.66206.4%75.4%11.0775.9%8.7%
45Δ16.42181.1%63.7%11.6685.9%8.2%
50Δ15.18155.9%52.0%12.2495.9%7.6%
55Δ13.94130.6%40.3%12.83105.9%7.0%
60Δ12.70105.3%28.6%13.41115.9%6.4%
65Δ11.4680.1%16.9%14.00125.9%5.9%
70Δ10.2254.8%5.2%14.58135.9%5.3%
75Δ9.4663.6%2.8%16.18159.1%4.9%
80Δ8.8179.6%2.5%21.79217.2%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.63
IV
91.5%
B/E move
21.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.26
IV
75.9%
B/E move
16.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.89
IV
60.4%
B/E move
10.8%

35Δ

Calls
Pseudo strike
18.90
IV
231.7%
B/E move
87.2%
Puts
Pseudo strike
10.48
IV
65.9%
B/E move
9.3%

40Δ

Calls
Pseudo strike
17.66
IV
206.4%
B/E move
75.4%
Puts
Pseudo strike
11.07
IV
75.9%
B/E move
8.7%

45Δ

Calls
Pseudo strike
16.42
IV
181.1%
B/E move
63.7%
Puts
Pseudo strike
11.66
IV
85.9%
B/E move
8.2%

50Δ

Calls
Pseudo strike
15.18
IV
155.9%
B/E move
52.0%
Puts
Pseudo strike
12.24
IV
95.9%
B/E move
7.6%

55Δ

Calls
Pseudo strike
13.94
IV
130.6%
B/E move
40.3%
Puts
Pseudo strike
12.83
IV
105.9%
B/E move
7.0%

60Δ

Calls
Pseudo strike
12.70
IV
105.3%
B/E move
28.6%
Puts
Pseudo strike
13.41
IV
115.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
11.46
IV
80.1%
B/E move
16.9%
Puts
Pseudo strike
14.00
IV
125.9%
B/E move
5.9%

70Δ

Calls
Pseudo strike
10.22
IV
54.8%
B/E move
5.2%
Puts
Pseudo strike
14.58
IV
135.9%
B/E move
5.3%

75Δ

Calls
Pseudo strike
9.46
IV
63.6%
B/E move
2.8%
Puts
Pseudo strike
16.18
IV
159.1%
B/E move
4.9%

80Δ

Calls
Pseudo strike
8.81
IV
79.6%
B/E move
2.5%
Puts
Pseudo strike
21.79
IV
217.2%
B/E move
4.5%

Options history

No recorded observations