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iPath Select MLP ETN ATMP

i

Market dataready · fetched 2026-10-22T09:22:36.521Z

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 · 2026-10-22T00:00:00.77056738Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:22:35.232124+00:00

Share price$35.52
1D-0.1%
AH$35.39$35.46$35.54$35.61$35.685:30 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$0.29$1.28$2.26$3.24$4.22$31.90$33.50$35.11$36.72$38.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ATMP spot · $35.52ATMP PRICE$0.40$0.43$0.48$0.54$0.60$0.66$0.75$0.84$0.93$1.01$1.19$1.37$1.55$0.40$0.46$0.52$0.57$0.77$1.08$1.40$1.61$1.72$1.83$2.18$2.90$3.94
PutsExpensive1.53×
CallsExpensive1.26×
SkewBearish+8.14 pp
Implied moveBearish±$2.15
TiltBearish28.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2237.4%11.5%33.0234.0%8.2%
25Δ37.9130.0%7.9%33.7929.4%6.2%
30Δ37.2126.4%6.1%34.3326.2%4.8%
35Δ36.7323.9%4.9%34.7923.5%3.7%
40Δ36.3421.8%4.0%35.1824.3%3.1%
45Δ35.9720.0%3.1%35.5128.1%3.1%
50Δ35.7319.2%2.7%35.8432.0%3.0%
55Δ35.5018.4%2.3%36.1732.6%2.7%
60Δ35.2617.6%1.9%36.4930.3%2.1%
65Δ35.0316.9%1.5%36.8128.0%1.5%
70Δ34.7816.6%1.2%37.3128.3%1.1%
75Δ34.5216.5%1.1%38.0732.5%1.0%
80Δ34.2716.3%0.9%39.1737.5%0.8%

20Δ

Calls
Pseudo strike
39.22
IV
37.4%
B/E move
11.5%
Puts
Pseudo strike
33.02
IV
34.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
37.91
IV
30.0%
B/E move
7.9%
Puts
Pseudo strike
33.79
IV
29.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
37.21
IV
26.4%
B/E move
6.1%
Puts
Pseudo strike
34.33
IV
26.2%
B/E move
4.8%

35Δ

Calls
Pseudo strike
36.73
IV
23.9%
B/E move
4.9%
Puts
Pseudo strike
34.79
IV
23.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
36.34
IV
21.8%
B/E move
4.0%
Puts
Pseudo strike
35.18
IV
24.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
35.97
IV
20.0%
B/E move
3.1%
Puts
Pseudo strike
35.51
IV
28.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
35.73
IV
19.2%
B/E move
2.7%
Puts
Pseudo strike
35.84
IV
32.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
35.50
IV
18.4%
B/E move
2.3%
Puts
Pseudo strike
36.17
IV
32.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
35.26
IV
17.6%
B/E move
1.9%
Puts
Pseudo strike
36.49
IV
30.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
35.03
IV
16.9%
B/E move
1.5%
Puts
Pseudo strike
36.81
IV
28.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
34.78
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
37.31
IV
28.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
34.52
IV
16.5%
B/E move
1.1%
Puts
Pseudo strike
38.07
IV
32.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
34.27
IV
16.3%
B/E move
0.9%
Puts
Pseudo strike
39.17
IV
37.5%
B/E move
0.8%

Options history

No recorded observations