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iPath Select MLP ETN ATMP

i

Market datapartial · fetched 2026-11-11T13:52:30.138Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T01:00:00.732669562Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:52:29.084054+00:00

Share price$34.11
1D+2.0%
AH$33.38$33.60$33.83$34.05$34.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMATMP
Sold putSold callAH

iPath Select MLP ETN options

Live interpolated ATMP call and put midpoint premiums by absolute delta.iPath Select MLP ETN$1.32$2.93$4.54$6.16$7.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEATMP PRICE$1.49$2.22$2.95$3.67$4.40$5.12$5.85$6.58$7.30
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ33.1325.0%7.3%
40Δ34.1325.8%6.4%
45Δ35.1426.6%5.6%
50Δ36.1527.3%4.8%
55Δ37.1528.1%4.0%
60Δ38.1628.9%3.2%
65Δ39.1629.6%2.3%
70Δ40.1730.4%1.5%
75Δ41.1731.2%0.7%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.13
IV
25.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.13
IV
25.8%
B/E move
6.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.14
IV
26.6%
B/E move
5.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.15
IV
27.3%
B/E move
4.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.15
IV
28.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.16
IV
28.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.16
IV
29.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.17
IV
30.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.17
IV
31.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.86%
Daily EOD
ATMP17.6%20.0%22.3%2026-10-19: 17.92%2026-10-20: 18.47%2026-10-21: 21.43%2026-10-22: 20.10%2026-10-23: 18.95%2026-10-26: 21.99%2026-10-27: 18.80%2026-10-28: 19.01%2026-10-29: 18.76%2026-10-30: 18.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.92%
18.47%
21.43%
20.10%
18.95%
21.99%
18.80%
19.01%
18.76%
18.86%