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Adams Natural Resources Fund, Inc. PEO

i

Market datapartial · fetched 2026-11-12T15:28:42.436Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:27:50.225735995Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:28:40.912287+00:00

Share price$28.23
1D-1.4%
$28.08$28.22$28.37$28.51$28.655:30 AM6:30 AM9:00 AM1:00 PMPEO
Sold putSold call

Adams Natural Resources Fund, Inc. options

Live interpolated PEO call and put midpoint premiums by absolute delta.Adams Natural Resources Fund, Inc.$0.60$1.20$1.80$2.40$3.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPEO PRICE$0.67$0.85$1.03$1.21$1.39$1.57$1.75$1.93$2.11$2.29$2.47$2.65$2.83
Puts——
CallsExpensive1.91×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.3875.2%38.3%
25Δ37.4671.9%35.7%
30Δ36.5568.6%33.1%
35Δ35.6365.2%30.5%
40Δ34.7261.9%27.9%
45Δ33.8058.6%25.3%
50Δ32.8955.3%22.7%
55Δ31.9752.0%20.1%
60Δ31.0648.7%17.5%
65Δ30.1445.4%14.9%
70Δ29.2342.0%12.3%
75Δ28.3138.7%9.7%
80Δ27.4035.4%7.1%

20Δ

Calls
Pseudo strike
38.38
IV
75.2%
B/E move
38.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
37.46
IV
71.9%
B/E move
35.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
36.55
IV
68.6%
B/E move
33.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
35.63
IV
65.2%
B/E move
30.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
34.72
IV
61.9%
B/E move
27.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
33.80
IV
58.6%
B/E move
25.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
32.89
IV
55.3%
B/E move
22.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
31.97
IV
52.0%
B/E move
20.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
31.06
IV
48.7%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
30.14
IV
45.4%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
29.23
IV
42.0%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.31
IV
38.7%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.40
IV
35.4%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.44%
Daily EOD
PEO39.8%47.8%55.9%2026-10-19: 50.63%2026-10-20: 47.98%2026-10-21: 51.77%2026-10-22: 40.88%2026-10-27: 54.78%2026-10-29: 54.44%Oct 19Oct 21Oct 29
6 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
50.63%
47.98%
51.77%
40.88%
54.78%
54.44%