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Brookfield Asset Management Ltd. BAM

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T15:05:08.239Z

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: 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 · 2026-11-12T15:05:02.928503545Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:55:43.265075+00:00

Share price$51.95
1D-0.5%
$51.90$52.05$52.20$52.34$52.495:30 AM6:30 AM9:00 AM1:00 PMBAM
Sold putSold call

Brookfield Asset Management Ltd. options

Live interpolated BAM call and put midpoint premiums by absolute delta.Brookfield Asset Management Ltd.$0.24$1.03$1.81$2.60$3.38$44.53$48.08$51.64$55.20$58.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive BAM spot · $51.95BAM PRICE$0.33$0.44$0.56$0.67$0.79$0.93$1.19$1.45$1.70$1.96$2.22$2.47$3.15$0.35$0.44$0.55$0.66$0.77$0.89$1.00$1.11
Puts——
CallsCheap0.55×
Skew——
Implied moveBullish±$2.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.6837.7%5.9%49.3341.3%5.7%
25Δ54.2337.3%5.2%50.1337.0%4.4%
30Δ53.7737.0%4.6%50.4935.9%3.9%
35Δ53.3136.6%3.9%50.8534.7%3.4%
40Δ52.8536.3%3.3%51.2133.5%2.9%
45Δ52.4136.2%2.7%51.5732.3%2.4%
50Δ52.0136.9%2.4%51.9331.1%2.0%
55Δ51.6137.7%2.1%52.2829.9%1.5%
60Δ51.2138.5%1.8%
65Δ50.8139.3%1.6%
70Δ50.4140.1%1.3%
75Δ50.0140.9%1.0%
80Δ49.2242.8%0.8%

20Δ

Calls
Pseudo strike
54.68
IV
37.7%
B/E move
5.9%
Puts
Pseudo strike
49.33
IV
41.3%
B/E move
5.7%

25Δ

Calls
Pseudo strike
54.23
IV
37.3%
B/E move
5.2%
Puts
Pseudo strike
50.13
IV
37.0%
B/E move
4.4%

30Δ

Calls
Pseudo strike
53.77
IV
37.0%
B/E move
4.6%
Puts
Pseudo strike
50.49
IV
35.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
53.31
IV
36.6%
B/E move
3.9%
Puts
Pseudo strike
50.85
IV
34.7%
B/E move
3.4%

40Δ

Calls
Pseudo strike
52.85
IV
36.3%
B/E move
3.3%
Puts
Pseudo strike
51.21
IV
33.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
52.41
IV
36.2%
B/E move
2.7%
Puts
Pseudo strike
51.57
IV
32.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
52.01
IV
36.9%
B/E move
2.4%
Puts
Pseudo strike
51.93
IV
31.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
51.61
IV
37.7%
B/E move
2.1%
Puts
Pseudo strike
52.28
IV
29.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
51.21
IV
38.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.81
IV
39.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.41
IV
40.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
50.01
IV
40.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
49.22
IV
42.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.43%
Daily EOD
BAM30.0%31.9%33.7%2026-10-19: 31.99%2026-10-20: 31.95%2026-10-21: 31.26%2026-10-22: 31.96%2026-10-23: 31.81%2026-10-26: 31.97%2026-10-27: 31.78%2026-10-28: 31.45%2026-10-29: 30.29%2026-10-30: 33.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.99%
31.95%
31.26%
31.96%
31.81%
31.97%
31.78%
31.45%
30.29%
33.43%