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Brookfield Infrastructure Corporation Class A Exchangeable Subordinate Voting Shares BIPC

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Market datapartial · fetched 2026-11-12T14:55:33.184Z

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 · 2026-11-12T14:54:54.010670739Z

FundamentalsAlpha Vantage · unavailable

Share price$39.89
1D-0.2%
$39.87$39.92$39.97$40.02$40.075:30 AM6:30 AM9:00 AM1:00 PMBIPC
Sold putSold call

Brookfield Infrastructure Corporation Class A Exchangeable Subordinate Voting Shares options

Live interpolated BIPC call and put midpoint premiums by absolute delta.Brookfield Infrastructure Corporation Class A Exchangeable Subordinate Voting Shares$0.16$1.03$1.91$2.78$3.65$35.55$38.08$40.60$43.12$45.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ 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 PRICELive BIPC spot · $39.89BIPC PRICE$0.25$0.32$0.38$0.45$0.51$0.57$0.71$1.16$1.61$2.06$2.51$2.95$3.40$0.32$0.38$0.44$0.50$0.56$0.63$0.69
Puts——
CallsCheap0.44×
Skew——
Implied moveBalanced±$1.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3742.8%9.4%30.43117.6%24.5%
25Δ42.7940.3%8.1%31.98103.1%20.8%
30Δ42.2137.7%6.8%33.5288.7%17.1%
35Δ41.6335.2%5.5%35.0774.2%13.4%
40Δ41.0532.6%4.2%36.6159.8%9.6%
45Δ40.4730.1%2.9%38.1545.3%5.9%
50Δ39.9028.5%1.8%39.7030.9%2.2%
55Δ39.3830.4%1.6%
60Δ38.8632.4%1.5%
65Δ38.3434.4%1.3%
70Δ37.8336.3%1.1%
75Δ37.3138.3%0.9%
80Δ36.7940.3%0.8%

20Δ

Calls
Pseudo strike
43.37
IV
42.8%
B/E move
9.4%
Puts
Pseudo strike
30.43
IV
117.6%
B/E move
24.5%

25Δ

Calls
Pseudo strike
42.79
IV
40.3%
B/E move
8.1%
Puts
Pseudo strike
31.98
IV
103.1%
B/E move
20.8%

30Δ

Calls
Pseudo strike
42.21
IV
37.7%
B/E move
6.8%
Puts
Pseudo strike
33.52
IV
88.7%
B/E move
17.1%

35Δ

Calls
Pseudo strike
41.63
IV
35.2%
B/E move
5.5%
Puts
Pseudo strike
35.07
IV
74.2%
B/E move
13.4%

40Δ

Calls
Pseudo strike
41.05
IV
32.6%
B/E move
4.2%
Puts
Pseudo strike
36.61
IV
59.8%
B/E move
9.6%

45Δ

Calls
Pseudo strike
40.47
IV
30.1%
B/E move
2.9%
Puts
Pseudo strike
38.15
IV
45.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
39.90
IV
28.5%
B/E move
1.8%
Puts
Pseudo strike
39.70
IV
30.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
39.38
IV
30.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
38.86
IV
32.4%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.34
IV
34.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.83
IV
36.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.31
IV
38.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.79
IV
40.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.05%
Daily close
BIPC29.3%31.0%32.7%2026-08-21: 30.22%2026-08-24: 30.78%2026-08-25: 30.07%2026-08-26: 29.56%2026-09-24: 32.44%2026-09-25: 31.47%2026-09-28: 31.05%Aug 21Aug 26Sep 28
7 observations2026-08-21 — 2026-09-28
Table
DateIV (%)
30.22%
30.78%
30.07%
29.56%
32.44%
31.47%
31.05%