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Brookfield Corp BN

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T05:19:40.919Z

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 · 2026-10-21T23:36:35.09522793Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T05:19:38.896964+00:00

Share price$37.31
1D-0.7%
AH$37.18$37.35$37.52$37.68$37.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBN
Sold putSold callAH

Brookfield Corp options

Live interpolated BN call and put midpoint premiums by absolute delta.Brookfield Corp$0.34$1.40$2.47$3.53$4.59$32.80$35.31$37.83$40.35$42.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BN spot · $37.31BN PRICE$0.83$0.56$0.66$0.83$1.03$1.24$1.49$1.75$2.18$2.66$3.05$3.56$4.28$0.46$0.61$0.78$0.96$1.13$1.31$1.50$1.68$1.91$2.13$2.39$2.67$3.12
PutsFair0.99×
CallsExpensive1.29×
SkewBullish-9.99 pp
Implied moveBalanced±$2.99
TiltBullish7.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.9480.2%28.0%34.4736.6%8.8%
25Δ40.8939.7%11.1%35.1036.5%7.6%
30Δ39.5734.4%7.8%35.6336.6%6.6%
35Δ39.0735.1%6.9%36.1636.3%5.6%
40Δ38.6036.0%6.2%36.6635.4%4.8%
45Δ38.1236.9%5.5%37.1434.5%4.0%
50Δ37.6337.6%4.9%37.5833.4%3.3%
55Δ37.1338.3%4.2%38.0232.4%2.6%
60Δ36.5541.1%3.8%38.4231.5%2.1%
65Δ35.9444.4%3.5%38.8330.5%1.6%
70Δ35.3344.2%2.8%39.2529.6%1.2%
75Δ34.6145.1%2.3%39.6628.6%0.9%
80Δ33.7347.4%1.9%40.2328.4%0.5%

20Δ

Calls
Pseudo strike
46.94
IV
80.2%
B/E move
28.0%
Puts
Pseudo strike
34.47
IV
36.6%
B/E move
8.8%

25Δ

Calls
Pseudo strike
40.89
IV
39.7%
B/E move
11.1%
Puts
Pseudo strike
35.10
IV
36.5%
B/E move
7.6%

30Δ

Calls
Pseudo strike
39.57
IV
34.4%
B/E move
7.8%
Puts
Pseudo strike
35.63
IV
36.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
39.07
IV
35.1%
B/E move
6.9%
Puts
Pseudo strike
36.16
IV
36.3%
B/E move
5.6%

40Δ

Calls
Pseudo strike
38.60
IV
36.0%
B/E move
6.2%
Puts
Pseudo strike
36.66
IV
35.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
38.12
IV
36.9%
B/E move
5.5%
Puts
Pseudo strike
37.14
IV
34.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
37.63
IV
37.6%
B/E move
4.9%
Puts
Pseudo strike
37.58
IV
33.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
37.13
IV
38.3%
B/E move
4.2%
Puts
Pseudo strike
38.02
IV
32.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
36.55
IV
41.1%
B/E move
3.8%
Puts
Pseudo strike
38.42
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
35.94
IV
44.4%
B/E move
3.5%
Puts
Pseudo strike
38.83
IV
30.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
35.33
IV
44.2%
B/E move
2.8%
Puts
Pseudo strike
39.25
IV
29.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
34.61
IV
45.1%
B/E move
2.3%
Puts
Pseudo strike
39.66
IV
28.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
33.73
IV
47.4%
B/E move
1.9%
Puts
Pseudo strike
40.23
IV
28.4%
B/E move
0.5%

Options history

No recorded observations