IntraAlpha
Create free account Start free

Brookfield Infrastructure Partners L.P. Limited Partnership Units BIP

i

Market datapartial · fetched 2026-10-22T04:21:11.102Z

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 · 2026-10-21T23:00:00.00270771Z

FundamentalsAlpha Vantage · unavailable

Share price$36.37
1D-2.5%
AH$36.29$36.57$36.84$37.11$37.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIP
Sold putSold callAH

Brookfield Infrastructure Partners L.P. Limited Partnership Units options

Live interpolated BIP call and put midpoint premiums by absolute delta.Brookfield Infrastructure Partners L.P. Limited Partnership Units$0.17$1.62$3.07$4.53$5.98$31.78$34.10$36.42$38.73$41.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIP spot · $36.37BIP PRICE$0.48$0.67$0.87$1.06$1.25$1.45$1.64$1.84$2.03$2.23$2.98$4.27$5.56$0.33$0.39$0.63$0.92$1.20$1.49$1.78$2.06$2.35$2.63$2.92$3.20$3.49
PutsCheap0.77×
CallsExpensive1.08×
SkewBullish-8.90 pp
Implied moveBearish±$3.42
TiltBullish5.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2528.0%9.2%33.4132.2%9.0%
25Δ38.8029.0%8.5%34.7525.3%5.5%
30Δ38.3629.9%7.8%35.3524.5%4.6%
35Δ37.9130.8%7.1%35.7725.1%4.2%
40Δ37.4631.7%6.4%36.2025.7%3.8%
45Δ37.0132.6%5.8%36.6326.3%3.4%
50Δ36.5733.5%5.1%37.0526.8%3.0%
55Δ36.1234.4%4.4%37.4827.4%2.6%
60Δ35.6735.3%3.7%37.9128.0%2.2%
65Δ35.2236.2%3.0%38.3328.5%1.8%
70Δ34.3141.5%2.5%38.7629.1%1.5%
75Δ32.9451.1%2.3%39.1829.7%1.1%
80Δ31.5860.6%2.1%39.6130.2%0.7%

20Δ

Calls
Pseudo strike
39.25
IV
28.0%
B/E move
9.2%
Puts
Pseudo strike
33.41
IV
32.2%
B/E move
9.0%

25Δ

Calls
Pseudo strike
38.80
IV
29.0%
B/E move
8.5%
Puts
Pseudo strike
34.75
IV
25.3%
B/E move
5.5%

30Δ

Calls
Pseudo strike
38.36
IV
29.9%
B/E move
7.8%
Puts
Pseudo strike
35.35
IV
24.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
37.91
IV
30.8%
B/E move
7.1%
Puts
Pseudo strike
35.77
IV
25.1%
B/E move
4.2%

40Δ

Calls
Pseudo strike
37.46
IV
31.7%
B/E move
6.4%
Puts
Pseudo strike
36.20
IV
25.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
37.01
IV
32.6%
B/E move
5.8%
Puts
Pseudo strike
36.63
IV
26.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
36.57
IV
33.5%
B/E move
5.1%
Puts
Pseudo strike
37.05
IV
26.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
36.12
IV
34.4%
B/E move
4.4%
Puts
Pseudo strike
37.48
IV
27.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
35.67
IV
35.3%
B/E move
3.7%
Puts
Pseudo strike
37.91
IV
28.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
35.22
IV
36.2%
B/E move
3.0%
Puts
Pseudo strike
38.33
IV
28.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
34.31
IV
41.5%
B/E move
2.5%
Puts
Pseudo strike
38.76
IV
29.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
32.94
IV
51.1%
B/E move
2.3%
Puts
Pseudo strike
39.18
IV
29.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
31.58
IV
60.6%
B/E move
2.1%
Puts
Pseudo strike
39.61
IV
30.2%
B/E move
0.7%

Options history

No recorded observations