IntraAlpha
Create free account Start free

Natural Resource Partners L.P. NRP

ENERGY · THERMAL COAL
i

Market dataready · fetched 2026-11-13T01:26:29.379Z

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 · 2026-11-13T00:00:00.001920274Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:26:28.911079+00:00

Share price$124.29
1D+0.6%
AH$123.38$123.81$124.25$124.68$125.125:30 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.$0.60$9.53$18.46$27.38$36.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ 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 PRICENRP PRICE$1.74$1.77$1.84$1.56$1.80$1.93$2.46$3.04$3.63$4.21$5.82$7.62$10.03$13.74$20.42$33.74
PutsExpensive1.80×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ140.5791.6%14.5%114.4671.7%9.2%
25Δ134.0669.3%9.3%116.9564.9%7.4%
30Δ130.3555.8%6.4%119.6753.9%5.3%
35Δ121.0953.0%4.6%
40Δ122.3353.4%4.0%
45Δ123.5653.8%3.5%
50Δ124.8054.2%3.0%
55Δ126.6761.1%2.8%
60Δ128.6569.3%2.6%
65Δ131.2379.4%2.5%
70Δ135.0993.7%2.4%
75Δ141.91116.2%2.3%
80Δ155.29158.2%2.2%

20Δ

Calls
Pseudo strike
140.57
IV
91.6%
B/E move
14.5%
Puts
Pseudo strike
114.46
IV
71.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
134.06
IV
69.3%
B/E move
9.3%
Puts
Pseudo strike
116.95
IV
64.9%
B/E move
7.4%

30Δ

Calls
Pseudo strike
130.35
IV
55.8%
B/E move
6.4%
Puts
Pseudo strike
119.67
IV
53.9%
B/E move
5.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
121.09
IV
53.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.33
IV
53.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
123.56
IV
53.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
124.80
IV
54.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.67
IV
61.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
128.65
IV
69.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
131.23
IV
79.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
135.09
IV
93.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
141.91
IV
116.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
155.29
IV
158.2%
B/E move
2.2%

Options history

IV · four-Friday blend33.15%
Daily EOD
NRP28.6%31.0%33.5%2026-10-19: 29.25%2026-10-20: 30.05%2026-10-21: 30.77%2026-10-22: 28.91%2026-10-23: 30.10%2026-10-26: 30.36%2026-10-27: 30.77%2026-10-28: 31.43%2026-10-29: 31.86%2026-10-30: 33.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.25%
30.05%
30.77%
28.91%
30.10%
30.36%
30.77%
31.43%
31.86%
33.15%