IntraAlpha
Create free account Start free

Brookfield Infrastructure Partners L.P. Limited Partnership Units BIP

UTILITIES · UTILITIES - DIVERSIFIED
i

Market dataready · fetched 2026-11-11T13:53:05.444Z

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 · 2026-11-11T00:00:00.0027931Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:53:04.946128+00:00

Share price$39.49
1D+0.3%
AH$38.76$39.07$39.38$39.69$40.005:30 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$0.20$1.29$2.38$3.47$4.56$36.37$38.04$39.71$41.38$43.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive BIP spot · $39.49BIP PRICE$0.56$1.02$1.48$1.94$2.40$2.86$3.32$3.78$4.24$0.32$0.40$0.48$0.57$0.65$0.73$0.82$0.90$1.04$1.70$2.37$3.04$3.70
PutsCheap0.87×
Calls——
Skew——
Implied moveBullish±$2.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.5336.4%8.3%
25Δ36.9735.5%7.4%
30Δ37.4134.5%6.5%
35Δ37.8533.5%5.6%
40Δ39.7925.4%2.2%38.2932.5%4.7%
45Δ39.2830.6%2.0%38.7331.5%3.8%
50Δ38.7635.8%1.9%39.1630.6%2.9%
55Δ38.2541.0%1.8%39.6029.6%2.0%
60Δ37.7446.2%1.6%40.0729.0%1.2%
65Δ37.2251.4%1.5%40.8032.4%1.0%
70Δ36.7156.6%1.4%41.5335.8%0.8%
75Δ36.1961.8%1.2%42.2539.3%0.7%
80Δ35.6867.0%1.1%42.9842.7%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.53
IV
36.4%
B/E move
8.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.97
IV
35.5%
B/E move
7.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.41
IV
34.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.85
IV
33.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
39.79
IV
25.4%
B/E move
2.2%
Puts
Pseudo strike
38.29
IV
32.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
39.28
IV
30.6%
B/E move
2.0%
Puts
Pseudo strike
38.73
IV
31.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
38.76
IV
35.8%
B/E move
1.9%
Puts
Pseudo strike
39.16
IV
30.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
38.25
IV
41.0%
B/E move
1.8%
Puts
Pseudo strike
39.60
IV
29.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
37.74
IV
46.2%
B/E move
1.6%
Puts
Pseudo strike
40.07
IV
29.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
37.22
IV
51.4%
B/E move
1.5%
Puts
Pseudo strike
40.80
IV
32.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
36.71
IV
56.6%
B/E move
1.4%
Puts
Pseudo strike
41.53
IV
35.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
36.19
IV
61.8%
B/E move
1.2%
Puts
Pseudo strike
42.25
IV
39.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
35.68
IV
67.0%
B/E move
1.1%
Puts
Pseudo strike
42.98
IV
42.7%
B/E move
0.5%

Options history

IV · four-Friday blend25.60%
Daily close
BIP23.1%24.4%25.8%2026-08-13: 23.26%2026-09-25: 25.03%2026-09-28: 25.60%Aug 13Sep 25Sep 28
3 observations2026-08-13 — 2026-09-28
Table
DateIV (%)
23.26%
25.03%
25.60%