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Adams Natural Resources Fund, Inc. PEO

i

Market dataready · fetched 2026-10-22T22:00:18.883Z

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 · 2026-10-22T20:10:00.001222473Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:00:18.344443+00:00

Share price$29.61
1D-1.3%
AH$29.40$29.63$29.86$30.08$30.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEO
Sold putSold callAH

Adams Natural Resources Fund, Inc. options

Live interpolated PEO call and put midpoint premiums by absolute delta.Adams Natural Resources Fund, Inc.$1.28$2.26$3.24$4.21$5.19$20.27$24.37$28.47$32.56$36.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEO spot · $29.61PEO PRICE$2.45$2.37$1.83$1.39$1.76$2.13$2.50$2.87$3.24$3.61$2.45$2.45$2.46$2.48$2.50$2.51$2.67$3.05$3.42$3.79$4.16$4.53$4.91
PutsExpensive3.65×
CallsExpensive2.57×
SkewBearish+27.48 pp
Implied moveBearish±$4.06
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.67197.9%35.1%
25Δ24.27156.6%26.3%
30Δ25.81133.2%21.2%
35Δ39.02156.8%40.1%26.97116.0%17.3%
40Δ34.64122.3%25.0%28.1498.7%13.4%
45Δ32.1981.2%14.9%29.3081.4%9.5%
50Δ29.9444.4%5.8%30.2569.8%6.9%
55Δ29.4043.7%5.2%30.8866.8%6.0%
60Δ28.8542.9%4.6%31.5063.8%5.2%
65Δ28.3142.2%4.0%32.1360.8%4.3%
70Δ27.7641.4%3.5%32.7557.8%3.4%
75Δ27.2240.6%2.9%33.3854.8%2.6%
80Δ26.6739.9%2.3%34.0051.7%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.67
IV
197.9%
B/E move
35.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.27
IV
156.6%
B/E move
26.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.81
IV
133.2%
B/E move
21.2%

35Δ

Calls
Pseudo strike
39.02
IV
156.8%
B/E move
40.1%
Puts
Pseudo strike
26.97
IV
116.0%
B/E move
17.3%

40Δ

Calls
Pseudo strike
34.64
IV
122.3%
B/E move
25.0%
Puts
Pseudo strike
28.14
IV
98.7%
B/E move
13.4%

45Δ

Calls
Pseudo strike
32.19
IV
81.2%
B/E move
14.9%
Puts
Pseudo strike
29.30
IV
81.4%
B/E move
9.5%

50Δ

Calls
Pseudo strike
29.94
IV
44.4%
B/E move
5.8%
Puts
Pseudo strike
30.25
IV
69.8%
B/E move
6.9%

55Δ

Calls
Pseudo strike
29.40
IV
43.7%
B/E move
5.2%
Puts
Pseudo strike
30.88
IV
66.8%
B/E move
6.0%

60Δ

Calls
Pseudo strike
28.85
IV
42.9%
B/E move
4.6%
Puts
Pseudo strike
31.50
IV
63.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
28.31
IV
42.2%
B/E move
4.0%
Puts
Pseudo strike
32.13
IV
60.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
27.76
IV
41.4%
B/E move
3.5%
Puts
Pseudo strike
32.75
IV
57.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
27.22
IV
40.6%
B/E move
2.9%
Puts
Pseudo strike
33.38
IV
54.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
26.67
IV
39.9%
B/E move
2.3%
Puts
Pseudo strike
34.00
IV
51.7%
B/E move
1.7%

Options history

No recorded observations