IntraAlpha
Create free account Start free

Brookfield Corporation BN

i

Market datapartial · fetched 2026-11-11T14:01:35.245Z

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 · 2026-11-11T13:31:48.337090341Z

FundamentalsAlpha Vantage · unavailable

Share price$42.50
1D+0.0%
$42.48$42.49$42.50$42.51$42.525:30 AM6:30 AM9:00 AM1:00 PMBN
Sold putSold call

Brookfield Corporation options

Live interpolated BN call and put midpoint premiums by absolute delta.Brookfield Corporation$0.31$0.94$1.57$2.21$2.84$38.53$40.57$42.62$44.66$46.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BN spot · $42.50BN PRICE$0.46$0.42$0.53$0.69$0.87$1.06$1.20$1.33$1.51$1.86$2.23$2.66$0.38$0.42$0.53$0.68$0.82$0.98$1.15$1.31$1.39$1.47$1.55$1.62
Puts——
Calls——
Skew——
Implied moveBullish±$2.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.5462.7%10.6%40.0148.6%6.7%
25Δ44.6342.6%6.0%40.8040.8%5.0%
30Δ44.1842.8%5.2%41.2639.5%4.2%
35Δ43.7944.2%4.6%41.6040.4%3.7%
40Δ43.4346.5%4.2%41.9341.4%3.3%
45Δ43.0748.7%3.8%42.2841.2%2.8%
50Δ42.6947.2%3.3%42.6240.8%2.4%
55Δ42.3044.8%2.7%42.9740.4%2.0%
60Δ41.8943.6%2.1%43.2037.7%1.6%
65Δ41.4346.5%1.9%43.4234.7%1.3%
70Δ40.9749.3%1.6%43.6431.7%1.0%
75Δ40.4150.8%1.3%43.8628.7%0.6%
80Δ

20Δ

Calls
Pseudo strike
46.54
IV
62.7%
B/E move
10.6%
Puts
Pseudo strike
40.01
IV
48.6%
B/E move
6.7%

25Δ

Calls
Pseudo strike
44.63
IV
42.6%
B/E move
6.0%
Puts
Pseudo strike
40.80
IV
40.8%
B/E move
5.0%

30Δ

Calls
Pseudo strike
44.18
IV
42.8%
B/E move
5.2%
Puts
Pseudo strike
41.26
IV
39.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
43.79
IV
44.2%
B/E move
4.6%
Puts
Pseudo strike
41.60
IV
40.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
43.43
IV
46.5%
B/E move
4.2%
Puts
Pseudo strike
41.93
IV
41.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
43.07
IV
48.7%
B/E move
3.8%
Puts
Pseudo strike
42.28
IV
41.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
42.69
IV
47.2%
B/E move
3.3%
Puts
Pseudo strike
42.62
IV
40.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
42.30
IV
44.8%
B/E move
2.7%
Puts
Pseudo strike
42.97
IV
40.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
41.89
IV
43.6%
B/E move
2.1%
Puts
Pseudo strike
43.20
IV
37.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
41.43
IV
46.5%
B/E move
1.9%
Puts
Pseudo strike
43.42
IV
34.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
40.97
IV
49.3%
B/E move
1.6%
Puts
Pseudo strike
43.64
IV
31.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
40.41
IV
50.8%
B/E move
1.3%
Puts
Pseudo strike
43.86
IV
28.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.69%
Daily EOD
BN27.9%30.8%33.7%2026-10-19: 30.05%2026-10-20: 30.96%2026-10-21: 31.02%2026-10-22: 33.29%2026-10-23: 30.38%2026-10-26: 30.32%2026-10-27: 29.84%2026-10-28: 28.82%2026-10-29: 28.32%2026-10-30: 29.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.05%
30.96%
31.02%
33.29%
30.38%
30.32%
29.84%
28.82%
28.32%
29.69%