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Mach Natural Resources LP Common Units representing Limited Partner Interests MNR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-11T14:53:54.230Z

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 · 2026-11-11T14:53:27.161500249Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:53:53.362757+00:00

Share price$9.19
1D+0.2%
$9.16$9.17$9.19$9.20$9.225:30 AM6:30 AM9:00 AM1:00 PMMNR
Sold putSold call

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$0.20$0.96$1.73$2.50$3.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMNR PRICE$0.28$0.30$0.33$0.35$0.50$0.57$0.63$0.69$0.76$0.82$0.89$0.95$1.01$1.08$1.57$2.31$3.04
PutsExpensive3.31×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.27244.9%69.2%5.88347.3%41.5%
25Δ13.52200.6%50.4%6.32321.2%37.4%
30Δ11.78156.3%31.7%6.76295.1%33.3%
35Δ10.04112.0%13.0%7.20269.0%29.2%
40Δ7.64243.0%25.1%
45Δ8.08216.9%21.0%
50Δ8.52190.8%16.9%
55Δ8.96164.7%12.8%
60Δ9.40138.7%8.7%
65Δ9.84112.6%4.6%
70Δ10.49117.4%2.9%
75Δ11.26139.4%2.6%
80Δ12.02161.4%2.3%

20Δ

Calls
Pseudo strike
15.27
IV
244.9%
B/E move
69.2%
Puts
Pseudo strike
5.88
IV
347.3%
B/E move
41.5%

25Δ

Calls
Pseudo strike
13.52
IV
200.6%
B/E move
50.4%
Puts
Pseudo strike
6.32
IV
321.2%
B/E move
37.4%

30Δ

Calls
Pseudo strike
11.78
IV
156.3%
B/E move
31.7%
Puts
Pseudo strike
6.76
IV
295.1%
B/E move
33.3%

35Δ

Calls
Pseudo strike
10.04
IV
112.0%
B/E move
13.0%
Puts
Pseudo strike
7.20
IV
269.0%
B/E move
29.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.64
IV
243.0%
B/E move
25.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.08
IV
216.9%
B/E move
21.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.52
IV
190.8%
B/E move
16.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.96
IV
164.7%
B/E move
12.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.40
IV
138.7%
B/E move
8.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.84
IV
112.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.49
IV
117.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.26
IV
139.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.02
IV
161.4%
B/E move
2.3%

Options history

IV · four-Friday blend85.33%
Daily EOD
MNR76.0%81.0%86.0%2026-10-21: 80.62%2026-10-22: 78.42%2026-10-26: 76.66%2026-10-27: 85.33%Oct 21Oct 22Oct 27
4 observations2026-10-21 — 2026-10-27
Table
DateIV (%)
80.62%
78.42%
76.66%
85.33%