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Brookfield Renewable Partners L.P. BEP

i

Market datapartial · fetched 2026-11-12T16:56:17.267Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T16:55:59.981404837Z

FundamentalsAlpha Vantage · unavailable

Share price$30.22
1D-0.3%
$29.93$30.04$30.16$30.28$30.395:30 AM6:30 AM9:00 AM1:00 PMBEP
Sold putSold call

Brookfield Renewable Partners L.P. options

Live interpolated BEP call and put midpoint premiums by absolute delta.Brookfield Renewable Partners L.P.$0.36$1.54$2.72$3.91$5.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ 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 PRICEBEP PRICE$1.65$2.43$3.20$3.98$4.75$0.48$0.62$0.75$0.89$1.02
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8838.3%12.7%
25Δ27.5337.4%10.9%
30Δ28.1936.5%9.2%
35Δ28.8535.7%7.5%
40Δ29.5134.8%5.8%
45Δ
50Δ
55Δ
60Δ29.4830.2%3.0%
65Δ28.6336.1%2.8%
70Δ27.7942.0%2.5%
75Δ26.9447.9%2.3%
80Δ26.0953.8%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.88
IV
38.3%
B/E move
12.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.53
IV
37.4%
B/E move
10.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.19
IV
36.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.85
IV
35.7%
B/E move
7.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.51
IV
34.8%
B/E move
5.8%

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
29.48
IV
30.2%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.63
IV
36.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.79
IV
42.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.94
IV
47.9%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.09
IV
53.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.78%
Daily close
BEP27.5%29.7%31.9%2026-09-18: 31.61%2026-09-21: 28.48%2026-09-22: 27.78%Sep 18Sep 21Sep 22
3 observations2026-09-18 — 2026-09-22
Table
DateIV (%)
31.61%
28.48%
27.78%