IntraAlpha
Create free account Start free

Mach Natural Resources LP MNR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T21:14:03.537Z

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 · 2026-10-22T20:10:00.002650974Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:11:31.536323+00:00

Share price$10.61
1D-0.2%
AH$10.48$10.55$10.61$10.68$10.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMNR
Sold putSold callAH

Mach Natural Resources LP options

Live interpolated MNR call and put midpoint premiums by absolute delta.Mach Natural Resources LP$0.26$3.61$6.97$10.32$13.68$3.75$6.95$10.14$13.34$16.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MNR spot · $10.61MNR PRICE$0.62$0.83$1.05$1.07$1.06$1.05$1.04$1.03$1.02$1.01$1.18$1.80$2.42$1.11$1.46$1.81$2.16$2.51$2.86$3.21$3.57$3.92$4.27$4.62$3.49$12.71
PutsExpensive5.38×
CallsExpensive4.31×
SkewBearish+31.18 pp
Implied moveBearish±$4.25
TiltBearish51.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.25232.9%125.0%7.57233.1%39.1%
25Δ21.71244.4%112.5%8.26224.8%35.9%
30Δ20.18255.8%100.1%8.95216.6%32.8%
35Δ18.84233.7%87.6%9.64208.3%29.6%
40Δ17.52206.9%75.1%10.32200.0%26.4%
45Δ16.21180.2%62.6%11.01191.7%23.2%
50Δ14.89153.5%50.1%11.70183.5%20.1%
55Δ13.57126.8%37.6%12.38175.2%16.9%
60Δ12.25100.1%25.1%13.07166.9%13.7%
65Δ10.9473.4%12.6%13.76158.6%10.5%
70Δ9.8159.6%3.6%14.44150.4%7.4%
75Δ9.1778.0%3.4%13.73106.7%3.5%
80Δ8.5296.4%3.1%22.81231.3%4.7%

20Δ

Calls
Pseudo strike
23.25
IV
232.9%
B/E move
125.0%
Puts
Pseudo strike
7.57
IV
233.1%
B/E move
39.1%

25Δ

Calls
Pseudo strike
21.71
IV
244.4%
B/E move
112.5%
Puts
Pseudo strike
8.26
IV
224.8%
B/E move
35.9%

30Δ

Calls
Pseudo strike
20.18
IV
255.8%
B/E move
100.1%
Puts
Pseudo strike
8.95
IV
216.6%
B/E move
32.8%

35Δ

Calls
Pseudo strike
18.84
IV
233.7%
B/E move
87.6%
Puts
Pseudo strike
9.64
IV
208.3%
B/E move
29.6%

40Δ

Calls
Pseudo strike
17.52
IV
206.9%
B/E move
75.1%
Puts
Pseudo strike
10.32
IV
200.0%
B/E move
26.4%

45Δ

Calls
Pseudo strike
16.21
IV
180.2%
B/E move
62.6%
Puts
Pseudo strike
11.01
IV
191.7%
B/E move
23.2%

50Δ

Calls
Pseudo strike
14.89
IV
153.5%
B/E move
50.1%
Puts
Pseudo strike
11.70
IV
183.5%
B/E move
20.1%

55Δ

Calls
Pseudo strike
13.57
IV
126.8%
B/E move
37.6%
Puts
Pseudo strike
12.38
IV
175.2%
B/E move
16.9%

60Δ

Calls
Pseudo strike
12.25
IV
100.1%
B/E move
25.1%
Puts
Pseudo strike
13.07
IV
166.9%
B/E move
13.7%

65Δ

Calls
Pseudo strike
10.94
IV
73.4%
B/E move
12.6%
Puts
Pseudo strike
13.76
IV
158.6%
B/E move
10.5%

70Δ

Calls
Pseudo strike
9.81
IV
59.6%
B/E move
3.6%
Puts
Pseudo strike
14.44
IV
150.4%
B/E move
7.4%

75Δ

Calls
Pseudo strike
9.17
IV
78.0%
B/E move
3.4%
Puts
Pseudo strike
13.73
IV
106.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
8.52
IV
96.4%
B/E move
3.1%
Puts
Pseudo strike
22.81
IV
231.3%
B/E move
4.7%

Options history

No recorded observations