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Brookfield Renewable Corporation Class A Exchangeable Subordinate Voting Shares BEPC

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Market datapartial · fetched 2026-11-11T14:01:15.439Z

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 · 2026-11-11T00:00:00.002602926Z

FundamentalsAlpha Vantage · unavailable

Share price$30.80
1D-2.6%
AH$30.57$30.90$31.23$31.55$31.885:30 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$0.20$1.04$1.88$2.72$3.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEBEPC PRICE$0.31$0.40$0.49$0.58$0.67$0.77$0.86$0.95$1.04$1.13$1.40$2.36$3.31$0.29$0.33$0.37
Puts——
CallsCheap0.79×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.0452.1%11.5%27.5668.3%11.4%
25Δ33.6250.5%10.5%28.6654.5%8.0%
30Δ33.2149.0%9.4%29.7540.7%4.6%
35Δ32.8047.5%8.4%
40Δ32.3946.0%7.3%
45Δ31.9844.5%6.3%
50Δ31.5643.0%5.3%
55Δ31.1541.5%4.2%
60Δ30.7440.0%3.2%
65Δ30.3338.5%2.1%
70Δ29.7939.6%1.3%
75Δ28.7850.4%1.1%
80Δ27.7861.3%0.9%

20Δ

Calls
Pseudo strike
34.04
IV
52.1%
B/E move
11.5%
Puts
Pseudo strike
27.56
IV
68.3%
B/E move
11.4%

25Δ

Calls
Pseudo strike
33.62
IV
50.5%
B/E move
10.5%
Puts
Pseudo strike
28.66
IV
54.5%
B/E move
8.0%

30Δ

Calls
Pseudo strike
33.21
IV
49.0%
B/E move
9.4%
Puts
Pseudo strike
29.75
IV
40.7%
B/E move
4.6%

35Δ

Calls
Pseudo strike
32.80
IV
47.5%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.39
IV
46.0%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
31.98
IV
44.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.56
IV
43.0%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
31.15
IV
41.5%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
30.74
IV
40.0%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
30.33
IV
38.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
29.79
IV
39.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.78
IV
50.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.78
IV
61.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.14%
Daily close
BEPC32.4%34.0%35.7%2026-09-18: 33.18%2026-09-21: 34.29%2026-09-22: 34.81%2026-10-21: 32.64%2026-10-22: 33.48%2026-10-27: 35.43%2026-10-29: 34.14%Sep 18Oct 21Oct 29
7 observations2026-09-18 — 2026-10-29
Table
DateIV (%)
33.18%
34.29%
34.81%
32.64%
33.48%
35.43%
34.14%