CNR · Core Natural Resources, Inc.

Track CNR — free Ask ALVIS about CNR

$79.74 -2.76 (-3.35%) At close · Jul 28

Market Cap

$4.02B

50.41M

Options Chain

15-min delayed Underlying $79.74 · at close Jul 28, 2026 Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 36 contracts

Put / call OI

0.88

Balanced positioning

Open interest

5,622

contracts outstanding

Volume

122

traded today

Max pain

$85.00

$5.26 above spot

ATM implied vol

51.2%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Dec 18 142d Mar 19 233d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	104.2%	0.99	—		—	—	—	—	0
Call · $45 In the money Last — Breakeven — Implied vol 104.2% Delta 0.99 ≈99% ITM Gamma 0.001 Theta -0.015 Vega 0.008 Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	84.9%	0.989	$33.43		—	-0.038	113.1%	—	0
Call · $50 In the money Last $33.43 Breakeven $83.43 Implied vol 84.9% Delta 0.989 ≈99% ITM Gamma 0.002 Theta -0.014 Vega 0.008 Open interest 2 Model this call Put · $50 Last — Breakeven — Implied vol 113.1% Delta -0.038 ≈4% ITM Gamma 0.004 Theta -0.04 Vega 0.016 Open interest 0 Model this put
0	—	67.5%	0.989	—		—	-0.033	85.1%	—	0
Call · $55 In the money Last — Breakeven — Implied vol 67.5% Delta 0.989 ≈99% ITM Gamma 0.002 Theta -0.013 Vega 0.008 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol 85.1% Delta -0.033 ≈3% ITM Gamma 0.004 Theta -0.027 Vega 0.017 Open interest 0 Model this put
0	—	67.7%	0.96	—		$0.11	-0.079	86.2%	1	0
Call · $60 In the money Last — Breakeven — Implied vol 67.7% Delta 0.96 ≈96% ITM Gamma 0.006 Theta -0.03 Vega 0.018 Open interest 0 Model this call Put · $60 Last $0.11 Breakeven $59.89 Implied vol 86.2% Delta -0.079 ≈8% ITM Gamma 0.008 Theta -0.054 Vega 0.031 Open interest 0 Model this put
0	—	51.5%	0.95	—		$0.35	-0.059	55%	1	29
Call · $65 In the money Last — Breakeven — Implied vol 51.5% Delta 0.95 ≈95% ITM Gamma 0.01 Theta -0.028 Vega 0.018 Open interest 0 Model this call Put · $65 Last $0.35 Breakeven $64.65 Implied vol 55% Delta -0.059 ≈6% ITM Gamma 0.011 Theta -0.028 Vega 0.032 Open interest 29 Model this put
0	—	58.6%	0.831	—		$0.42	-0.153	54.1%	6	17
Call · $70 In the money Last — Breakeven — Implied vol 58.6% Delta 0.831 ≈83% ITM Gamma 0.021 Theta -0.068 Vega 0.05 Open interest 0 Model this call Put · $70 Last $0.42 Breakeven $69.58 Implied vol 54.1% Delta -0.153 ≈15% ITM Gamma 0.022 Theta -0.054 Vega 0.05 Open interest 17 Model this put
10	5	54.1%	0.701	$9.50		$2.15	-0.291	51%	28	1.3k
Call · $75 In the money Last $9.50 Breakeven $84.50 Implied vol 54.1% Delta 0.701 ≈70% ITM Gamma 0.032 Theta -0.085 Vega 0.068 Open interest 10 Model this call Put · $75 Last $2.15 Breakeven $72.85 Implied vol 51% Delta -0.291 ≈29% ITM Gamma 0.033 Theta -0.074 Vega 0.068 Open interest 1.3k Model this put
Underlying $79.74
128	1	52.5%	0.523	$4.76		$4.36	-0.48	49.9%	7	696
Call · $80 Last $4.76 Breakeven $84.76 Implied vol 52.5% Delta 0.523 ≈52% ITM Gamma 0.038 Theta -0.094 Vega 0.08 Open interest 128 Model this call Put · $80 In the money Last $4.36 Breakeven $75.64 Implied vol 49.9% Delta -0.48 ≈48% ITM Gamma 0.04 Theta -0.084 Vega 0.081 Open interest 696 Model this put
936	18	50.3%	0.339	$2.38		$7.20	-0.655	52.6%	13	530
Call · $85 Last $2.38 Breakeven $87.38 Implied vol 50.3% Delta 0.339 ≈34% ITM Gamma 0.036 Theta -0.082 Vega 0.073 Open interest 936 Model this call Put · $85 In the money Last $7.20 Breakeven $77.80 Implied vol 52.6% Delta -0.655 ≈66% ITM Gamma 0.035 Theta -0.079 Vega 0.073 Open interest 530 Model this put
624	2	52.8%	0.208	$1.95		$8.11	-0.834	46.4%	1	37
Call · $90 Last $1.95 Breakeven $91.95 Implied vol 52.8% Delta 0.208 ≈21% ITM Gamma 0.027 Theta -0.066 Vega 0.058 Open interest 624 Model this call Put · $90 In the money Last $8.11 Breakeven $81.89 Implied vol 46.4% Delta -0.834 ≈83% ITM Gamma 0.028 Theta -0.045 Vega 0.056 Open interest 37 Model this put
229	26	53.2%	0.113	$0.59		—	—	—	—	0
Call · $95 Last $0.59 Breakeven $95.59 Implied vol 53.2% Delta 0.113 ≈11% ITM Gamma 0.018 Theta -0.045 Vega 0.04 Open interest 229 Model this call Put · $95 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1k	1	53.2%	0.056	$0.30		$17.90	—	—	5	10
Call · $100 Last $0.30 Breakeven $100.30 Implied vol 53.2% Delta 0.056 ≈6% ITM Gamma 0.01 Theta -0.026 Vega 0.024 Open interest 1k Model this call Put · $100 In the money Last $17.90 Breakeven $82.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this put
27	1	69.4%	0.071	$0.55		—	-0.979	55.5%	—	0
Call · $105 Last $0.55 Breakeven $105.55 Implied vol 69.4% Delta 0.071 ≈7% ITM Gamma 0.01 Theta -0.041 Vega 0.024 Open interest 27 Model this call Put · $105 In the money Last — Breakeven — Implied vol 55.5% Delta -0.979 ≈98% ITM Gamma 0.007 Theta -0.009 Vega 0.01 Open interest 0 Model this put
4	1	62.6%	0.026	$0.20		—	—	—	—	0
Call · $110 Last $0.20 Breakeven $110.20 Implied vol 62.6% Delta 0.026 ≈3% ITM Gamma 0.005 Theta -0.016 Vega 0.012 Open interest 4 Model this call Put · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	2	75.6%	0.035	$0.05		—	-0.965	79.4%	—	0
Call · $115 Last $0.05 Breakeven $115.05 Implied vol 75.6% Delta 0.035 ≈3% ITM Gamma 0.005 Theta -0.025 Vega 0.013 Open interest 11 Model this call Put · $115 In the money Last — Breakeven — Implied vol 79.4% Delta -0.965 ≈96% ITM Gamma 0.006 Theta -0.022 Vega 0.02 Open interest 0 Model this put
0	—	93.7%	0.056	—		—	—	—	—	0
Call · $120 Last — Breakeven — Implied vol 93.7% Delta 0.056 ≈6% ITM Gamma 0.006 Theta -0.045 Vega 0.026 Open interest 0 Model this call Put · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	101.1%	0.053	$0.15		—	—	—	—	0
Call · $125 Last $0.15 Breakeven $125.15 Implied vol 101.1% Delta 0.053 ≈5% ITM Gamma 0.005 Theta -0.047 Vega 0.026 Open interest 1 Model this call Put · $125 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	108.2%	0.05	$0.15		—	—	—	—	0
Call · $130 Last $0.15 Breakeven $130.15 Implied vol 108.2% Delta 0.05 ≈5% ITM Gamma 0.005 Theta -0.048 Vega 0.027 Open interest 1 Model this call Put · $130 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1710366 CUSIP 218937100 13F (30d) 63 filings 63 filers Visit website Investor relations