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Natural Resource Partners L.P. NRP

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Market datapartial · fetched 2026-10-23T17:32:42.913Z

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 · 2026-10-23T17:04:31.597947675Z

FundamentalsAlpha Vantage · unavailable

Share price$115.93
1D+0.4%
$115.36$115.87$116.38$116.89$117.405:30 AM6:30 AM9:00 AM1:00 PMNRP
Sold putSold call

Natural Resource Partners L.P. options

Live interpolated NRP call and put midpoint premiums by absolute delta.Natural Resource Partners L.P.$0.86$6.00$11.14$16.28$21.43$98.84$107.22$115.60$123.98$132.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRP spot · $115.93NRP PRICE$1.41$1.52$1.73$1.94$2.54$3.14$3.73$4.33$5.08$5.94$6.79$7.65$8.94$1.79$2.28$2.77$3.39$4.00$4.69$5.60$6.50$7.51$8.96$10.41$13.44$19.94
PutsExpensive1.18×
CallsCheap0.75×
SkewBearish+12.29 pp
Implied moveBearish±$9.33
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.2241.7%12.7%105.0947.0%10.9%
25Δ124.4933.4%8.7%107.5944.7%9.2%
30Δ122.2130.0%6.9%110.0642.5%7.5%
35Δ119.9626.7%5.2%111.8541.6%6.4%
40Δ118.8327.5%4.7%113.6340.7%5.4%
45Δ117.7028.4%4.2%115.3840.0%4.5%
50Δ116.5629.3%3.8%117.0239.9%3.9%
55Δ115.4330.1%3.3%118.6639.9%3.3%
60Δ114.1730.5%2.9%120.3640.0%2.7%
65Δ112.8330.6%2.4%122.3440.6%2.2%
70Δ111.5030.7%2.0%124.3341.2%1.7%
75Δ110.1630.8%1.6%127.7345.2%1.4%
80Δ108.4930.4%1.3%134.3956.6%1.3%

20Δ

Calls
Pseudo strike
129.22
IV
41.7%
B/E move
12.7%
Puts
Pseudo strike
105.09
IV
47.0%
B/E move
10.9%

25Δ

Calls
Pseudo strike
124.49
IV
33.4%
B/E move
8.7%
Puts
Pseudo strike
107.59
IV
44.7%
B/E move
9.2%

30Δ

Calls
Pseudo strike
122.21
IV
30.0%
B/E move
6.9%
Puts
Pseudo strike
110.06
IV
42.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
119.96
IV
26.7%
B/E move
5.2%
Puts
Pseudo strike
111.85
IV
41.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
118.83
IV
27.5%
B/E move
4.7%
Puts
Pseudo strike
113.63
IV
40.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
117.70
IV
28.4%
B/E move
4.2%
Puts
Pseudo strike
115.38
IV
40.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
116.56
IV
29.3%
B/E move
3.8%
Puts
Pseudo strike
117.02
IV
39.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
115.43
IV
30.1%
B/E move
3.3%
Puts
Pseudo strike
118.66
IV
39.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
114.17
IV
30.5%
B/E move
2.9%
Puts
Pseudo strike
120.36
IV
40.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
112.83
IV
30.6%
B/E move
2.4%
Puts
Pseudo strike
122.34
IV
40.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
111.50
IV
30.7%
B/E move
2.0%
Puts
Pseudo strike
124.33
IV
41.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
110.16
IV
30.8%
B/E move
1.6%
Puts
Pseudo strike
127.73
IV
45.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
108.49
IV
30.4%
B/E move
1.3%
Puts
Pseudo strike
134.39
IV
56.6%
B/E move
1.3%

Options history

No recorded observations