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Natural Resource Partners L.P. NRP

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Market datapartial · fetched 2026-10-22T23:56:54.204Z

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 · 2026-10-22T23:00:00.002012385Z

FundamentalsAlpha Vantage · unavailable

Share price$114.77
1D-0.1%
AH$114$115$116$117$1185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRP
Sold putSold callAH

Natural Resource Partners L.P. options

Live interpolated NRP call and put midpoint premiums by absolute delta.Natural Resource Partners L.P.$1.07$6.01$10.94$15.88$20.82$98.14$106.31$114.48$122.65$130.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRP spot · $114.77NRP PRICE$1.60$1.87$2.10$2.36$2.78$3.20$3.62$4.41$5.49$6.57$7.72$9.29$10.86$2.01$2.34$2.74$3.20$3.72$4.23$4.98$5.96$6.94$8.34$10.82$14.01$19.40
PutsExpensive1.16×
CallsCheap0.88×
SkewBearish+6.72 pp
Implied moveBearish±$8.59
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.9747.3%14.6%102.6452.5%12.3%
25Δ125.4641.3%10.9%106.2445.8%9.5%
30Δ122.4436.6%8.5%108.8042.0%7.6%
35Δ119.8032.5%6.4%110.8739.4%6.2%
40Δ118.4031.5%5.6%112.5137.8%5.2%
45Δ117.0130.4%4.7%114.1636.2%4.2%
50Δ115.6129.4%3.9%115.7635.6%3.5%
55Δ114.1730.1%3.3%117.3136.0%3.0%
60Δ112.7132.0%3.0%118.8736.4%2.5%
65Δ111.2633.9%2.7%120.7737.9%2.0%
70Δ109.7235.7%2.3%123.5642.0%1.8%
75Δ107.7036.9%1.9%127.0846.7%1.5%
80Δ105.6938.0%1.6%132.7554.6%1.2%

20Δ

Calls
Pseudo strike
129.97
IV
47.3%
B/E move
14.6%
Puts
Pseudo strike
102.64
IV
52.5%
B/E move
12.3%

25Δ

Calls
Pseudo strike
125.46
IV
41.3%
B/E move
10.9%
Puts
Pseudo strike
106.24
IV
45.8%
B/E move
9.5%

30Δ

Calls
Pseudo strike
122.44
IV
36.6%
B/E move
8.5%
Puts
Pseudo strike
108.80
IV
42.0%
B/E move
7.6%

35Δ

Calls
Pseudo strike
119.80
IV
32.5%
B/E move
6.4%
Puts
Pseudo strike
110.87
IV
39.4%
B/E move
6.2%

40Δ

Calls
Pseudo strike
118.40
IV
31.5%
B/E move
5.6%
Puts
Pseudo strike
112.51
IV
37.8%
B/E move
5.2%

45Δ

Calls
Pseudo strike
117.01
IV
30.4%
B/E move
4.7%
Puts
Pseudo strike
114.16
IV
36.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
115.61
IV
29.4%
B/E move
3.9%
Puts
Pseudo strike
115.76
IV
35.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
114.17
IV
30.1%
B/E move
3.3%
Puts
Pseudo strike
117.31
IV
36.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
112.71
IV
32.0%
B/E move
3.0%
Puts
Pseudo strike
118.87
IV
36.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
111.26
IV
33.9%
B/E move
2.7%
Puts
Pseudo strike
120.77
IV
37.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
109.72
IV
35.7%
B/E move
2.3%
Puts
Pseudo strike
123.56
IV
42.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
107.70
IV
36.9%
B/E move
1.9%
Puts
Pseudo strike
127.08
IV
46.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
105.69
IV
38.0%
B/E move
1.6%
Puts
Pseudo strike
132.75
IV
54.6%
B/E move
1.2%

Options history

No recorded observations