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Brookfield Infrastructure Corporation Class A Exchangeable Subordinate Voting Shares BIPC

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Market datapartial · fetched 2026-10-23T05:56:33.132Z

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 · 2026-10-22T23:00:00.002336239Z

FundamentalsAlpha Vantage · unavailable

Share price$37.63
1D+2.6%
AH$36.59$36.89$37.20$37.50$37.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIPC
Sold putSold callAH

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$0.09$2.77$5.46$8.14$10.83$31.96$34.54$37.11$39.68$42.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIPC spot · $37.63BIPC PRICE$0.38$0.45$0.60$0.76$0.92$1.09$1.25$1.41$1.57$1.73$1.89$2.06$2.22$0.46$0.69$0.98$1.26$1.54$1.82$2.11$2.39$2.67$2.95$4.17$6.39$10.05
PutsExpensive1.27×
CallsCheap0.74×
SkewBearish+18.86 pp
Implied moveBearish±$3.35
TiltBearish39.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.8336.4%12.2%34.5039.6%9.6%
25Δ40.1030.1%7.8%35.4236.6%7.7%
30Δ39.6628.8%7.0%35.9637.1%7.0%
35Δ39.3027.9%6.5%36.4937.6%6.4%
40Δ38.9326.9%5.9%37.0338.1%5.7%
45Δ38.5726.0%5.4%37.5738.6%5.0%
50Δ38.2125.0%4.8%38.1139.1%4.3%
55Δ37.8424.1%4.3%38.6539.6%3.6%
60Δ37.4823.2%3.8%39.1840.1%3.0%
65Δ37.1222.2%3.2%39.7240.6%2.3%
70Δ36.7521.3%2.7%41.0947.4%1.9%
75Δ36.3920.3%2.2%43.3360.9%1.9%
80Δ36.0319.4%1.6%46.9881.3%1.9%

20Δ

Calls
Pseudo strike
41.83
IV
36.4%
B/E move
12.2%
Puts
Pseudo strike
34.50
IV
39.6%
B/E move
9.6%

25Δ

Calls
Pseudo strike
40.10
IV
30.1%
B/E move
7.8%
Puts
Pseudo strike
35.42
IV
36.6%
B/E move
7.7%

30Δ

Calls
Pseudo strike
39.66
IV
28.8%
B/E move
7.0%
Puts
Pseudo strike
35.96
IV
37.1%
B/E move
7.0%

35Δ

Calls
Pseudo strike
39.30
IV
27.9%
B/E move
6.5%
Puts
Pseudo strike
36.49
IV
37.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
38.93
IV
26.9%
B/E move
5.9%
Puts
Pseudo strike
37.03
IV
38.1%
B/E move
5.7%

45Δ

Calls
Pseudo strike
38.57
IV
26.0%
B/E move
5.4%
Puts
Pseudo strike
37.57
IV
38.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
38.21
IV
25.0%
B/E move
4.8%
Puts
Pseudo strike
38.11
IV
39.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
37.84
IV
24.1%
B/E move
4.3%
Puts
Pseudo strike
38.65
IV
39.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
37.48
IV
23.2%
B/E move
3.8%
Puts
Pseudo strike
39.18
IV
40.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
37.12
IV
22.2%
B/E move
3.2%
Puts
Pseudo strike
39.72
IV
40.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
36.75
IV
21.3%
B/E move
2.7%
Puts
Pseudo strike
41.09
IV
47.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
36.39
IV
20.3%
B/E move
2.2%
Puts
Pseudo strike
43.33
IV
60.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
36.03
IV
19.4%
B/E move
1.6%
Puts
Pseudo strike
46.98
IV
81.3%
B/E move
1.9%

Options history

No recorded observations