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Brookfield Renewable Partners LP BEP

UTILITIES · UTILITIES - RENEWABLE
i

Market dataready · fetched 2026-10-23T06:08:02.419Z

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 · 2026-10-22T23:00:00.002699486Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:08:02.058607+00:00

Share price$28.91
1D-0.4%
AH$28.60$28.72$28.84$28.95$29.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBEP
Sold putSold callAH

Brookfield Renewable Partners LP options

Live interpolated BEP call and put midpoint premiums by absolute delta.Brookfield Renewable Partners LP$0.19$2.38$4.58$6.77$8.97$24.28$27.32$30.37$33.41$36.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BEP spot · $28.91BEP PRICE$1.23$2.12$3.01$3.89$4.78$5.67$6.56$7.45$8.33$0.43$0.55$0.68$0.81$0.93$1.06$1.19$1.31$1.44$1.76$3.68$5.60$7.79
PutsFair1.01×
CallsExpensive1.76×
SkewBullish-36.07 pp
Implied moveBullish±$4.19
TiltBullish22.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.9241.3%11.8%
25Δ26.3840.0%10.7%
30Δ26.8438.7%9.5%
35Δ27.3037.4%8.4%
40Δ29.3138.6%5.6%27.7636.1%7.2%
45Δ28.3448.7%5.4%28.2134.8%6.1%
50Δ27.3758.7%5.1%28.6733.6%4.9%
55Δ26.4068.7%4.8%29.1332.3%3.8%
60Δ25.4378.8%4.5%29.5931.0%2.6%
65Δ24.4688.8%4.2%30.2131.8%1.6%
70Δ23.4998.9%3.9%32.0749.6%1.8%
75Δ22.52108.9%3.6%33.9367.4%2.0%
80Δ21.55118.9%3.4%36.1681.1%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.92
IV
41.3%
B/E move
11.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.38
IV
40.0%
B/E move
10.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.84
IV
38.7%
B/E move
9.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.30
IV
37.4%
B/E move
8.4%

40Δ

Calls
Pseudo strike
29.31
IV
38.6%
B/E move
5.6%
Puts
Pseudo strike
27.76
IV
36.1%
B/E move
7.2%

45Δ

Calls
Pseudo strike
28.34
IV
48.7%
B/E move
5.4%
Puts
Pseudo strike
28.21
IV
34.8%
B/E move
6.1%

50Δ

Calls
Pseudo strike
27.37
IV
58.7%
B/E move
5.1%
Puts
Pseudo strike
28.67
IV
33.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
26.40
IV
68.7%
B/E move
4.8%
Puts
Pseudo strike
29.13
IV
32.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
25.43
IV
78.8%
B/E move
4.5%
Puts
Pseudo strike
29.59
IV
31.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
24.46
IV
88.8%
B/E move
4.2%
Puts
Pseudo strike
30.21
IV
31.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
23.49
IV
98.9%
B/E move
3.9%
Puts
Pseudo strike
32.07
IV
49.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
22.52
IV
108.9%
B/E move
3.6%
Puts
Pseudo strike
33.93
IV
67.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
21.55
IV
118.9%
B/E move
3.4%
Puts
Pseudo strike
36.16
IV
81.1%
B/E move
1.9%

Options history

No recorded observations