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Brookfield Renewable Corporation Class A Exchangeable Subordinate Voting Shares BEPC

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Market datapartial · fetched 2026-10-22T04:21:36.089Z

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 · 2026-10-21T23:00:00.002737371Z

FundamentalsAlpha Vantage · unavailable

Share price$29.52
1D+0.5%
AH$29.19$29.42$29.65$29.87$30.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBEPC
Sold putSold callAH

Brookfield Renewable Corporation Class A Exchangeable Subordinate Voting Shares options

Live interpolated BEPC call and put midpoint premiums by absolute delta.Brookfield Renewable Corporation Class A Exchangeable Subordinate Voting Shares$0.28$1.29$2.30$3.32$4.33$25.56$27.62$29.68$31.73$33.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BEPC spot · $29.52BEPC PRICE$0.39$0.50$0.61$0.72$0.83$0.94$1.28$1.74$2.20$2.66$3.12$3.58$4.04$0.48$0.62$0.76$0.90$1.03$1.17$1.31$1.57$2.03$2.48$2.94$3.39$3.85
PutsFair0.99×
CallsCheap0.95×
SkewBullish-2.14 pp
Implied moveBalanced±$2.60
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.2736.1%14.0%26.3142.6%12.5%
25Δ32.6635.8%12.3%26.8741.6%11.1%
30Δ32.0435.5%10.6%27.4240.5%9.7%
35Δ31.4335.3%8.9%27.9839.5%8.2%
40Δ30.8235.0%7.2%28.5438.5%6.8%
45Δ30.2034.8%5.5%29.1037.5%5.4%
50Δ29.6036.1%4.6%29.6536.5%4.0%
55Δ29.0138.2%4.2%30.2135.6%3.0%
60Δ28.4240.3%3.7%30.7835.0%2.6%
65Δ27.8242.4%3.3%31.3534.5%2.2%
70Δ27.2344.6%2.8%31.9233.9%1.8%
75Δ26.6446.7%2.4%32.4933.3%1.4%
80Δ26.0548.8%1.9%33.0632.8%1.0%

20Δ

Calls
Pseudo strike
33.27
IV
36.1%
B/E move
14.0%
Puts
Pseudo strike
26.31
IV
42.6%
B/E move
12.5%

25Δ

Calls
Pseudo strike
32.66
IV
35.8%
B/E move
12.3%
Puts
Pseudo strike
26.87
IV
41.6%
B/E move
11.1%

30Δ

Calls
Pseudo strike
32.04
IV
35.5%
B/E move
10.6%
Puts
Pseudo strike
27.42
IV
40.5%
B/E move
9.7%

35Δ

Calls
Pseudo strike
31.43
IV
35.3%
B/E move
8.9%
Puts
Pseudo strike
27.98
IV
39.5%
B/E move
8.2%

40Δ

Calls
Pseudo strike
30.82
IV
35.0%
B/E move
7.2%
Puts
Pseudo strike
28.54
IV
38.5%
B/E move
6.8%

45Δ

Calls
Pseudo strike
30.20
IV
34.8%
B/E move
5.5%
Puts
Pseudo strike
29.10
IV
37.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
29.60
IV
36.1%
B/E move
4.6%
Puts
Pseudo strike
29.65
IV
36.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
29.01
IV
38.2%
B/E move
4.2%
Puts
Pseudo strike
30.21
IV
35.6%
B/E move
3.0%

60Δ

Calls
Pseudo strike
28.42
IV
40.3%
B/E move
3.7%
Puts
Pseudo strike
30.78
IV
35.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
27.82
IV
42.4%
B/E move
3.3%
Puts
Pseudo strike
31.35
IV
34.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
27.23
IV
44.6%
B/E move
2.8%
Puts
Pseudo strike
31.92
IV
33.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
26.64
IV
46.7%
B/E move
2.4%
Puts
Pseudo strike
32.49
IV
33.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
26.05
IV
48.8%
B/E move
1.9%
Puts
Pseudo strike
33.06
IV
32.8%
B/E move
1.0%

Options history

No recorded observations