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Brookfield Asset Management Ltd. BAM

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Market datapartial · fetched 2026-10-23T05:56:47.302Z

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 · 2026-10-22T23:00:00.002029442Z

FundamentalsAlpha Vantage · unavailable

Share price$47.64
1D+4.1%
AH$45.42$46.04$46.67$47.29$47.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAM
Sold putSold callAH

Brookfield Asset Management Ltd. options

Live interpolated BAM call and put midpoint premiums by absolute delta.Brookfield Asset Management Ltd.$0.34$1.63$2.92$4.20$5.49$41.45$44.55$47.64$50.73$53.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAM spot · $47.64BAM PRICE$0.48$0.65$0.82$1.02$1.26$1.50$1.74$2.00$2.39$2.78$3.17$3.58$4.23$0.63$0.81$1.02$1.24$1.47$1.70$2.10$2.53$2.96$3.39$3.97$4.55$5.12
PutsExpensive1.09×
CallsCheap0.91×
SkewBearish+3.42 pp
Implied moveBearish±$3.84
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.6530.9%9.4%43.6939.7%9.6%
25Δ51.0232.0%8.5%44.6538.7%8.0%
30Δ50.3933.1%7.5%45.4237.9%6.8%
35Δ49.7833.9%6.6%46.0937.1%5.9%
40Δ49.1934.0%5.9%46.7536.4%5.0%
45Δ48.6034.1%5.2%47.4235.6%4.0%
50Δ48.0134.3%4.4%48.0836.1%3.5%
55Δ47.4234.4%3.7%48.7336.9%3.0%
60Δ46.8034.7%3.3%49.3937.6%2.5%
65Δ46.1834.9%2.8%50.0638.2%2.0%
70Δ45.5735.2%2.3%50.8437.9%1.6%
75Δ44.9335.4%1.8%51.6237.5%1.2%
80Δ44.1135.2%1.5%52.3937.1%0.8%

20Δ

Calls
Pseudo strike
51.65
IV
30.9%
B/E move
9.4%
Puts
Pseudo strike
43.69
IV
39.7%
B/E move
9.6%

25Δ

Calls
Pseudo strike
51.02
IV
32.0%
B/E move
8.5%
Puts
Pseudo strike
44.65
IV
38.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
50.39
IV
33.1%
B/E move
7.5%
Puts
Pseudo strike
45.42
IV
37.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
49.78
IV
33.9%
B/E move
6.6%
Puts
Pseudo strike
46.09
IV
37.1%
B/E move
5.9%

40Δ

Calls
Pseudo strike
49.19
IV
34.0%
B/E move
5.9%
Puts
Pseudo strike
46.75
IV
36.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
48.60
IV
34.1%
B/E move
5.2%
Puts
Pseudo strike
47.42
IV
35.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
48.01
IV
34.3%
B/E move
4.4%
Puts
Pseudo strike
48.08
IV
36.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
47.42
IV
34.4%
B/E move
3.7%
Puts
Pseudo strike
48.73
IV
36.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
46.80
IV
34.7%
B/E move
3.3%
Puts
Pseudo strike
49.39
IV
37.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
46.18
IV
34.9%
B/E move
2.8%
Puts
Pseudo strike
50.06
IV
38.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
45.57
IV
35.2%
B/E move
2.3%
Puts
Pseudo strike
50.84
IV
37.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
44.93
IV
35.4%
B/E move
1.8%
Puts
Pseudo strike
51.62
IV
37.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
44.11
IV
35.2%
B/E move
1.5%
Puts
Pseudo strike
52.39
IV
37.1%
B/E move
0.8%

Options history

BAM31.2131.6032.002026-10-20: 31.95%2026-10-21: 31.26%Oct 20Oct 21
Table
DateIV
31.95%
31.26%