CrossAmerica Partners LP Common units representing limited partner interests CAPL
i
Market dataready · fetched 2026-11-11T13:58:45.428Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T12:53:46.424264327Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:58:44.669600+00:00
CrossAmerica Partners LP Common units representing limited partner interests options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.93 | 67.8% | 25.7% | 15.39 | 136.7% | 29.8% |
| 25Δ | 24.28 | 70.6% | 23.5% | 16.94 | 110.7% | 22.3% |
| 30Δ | 23.63 | 73.5% | 21.2% | 17.98 | 93.6% | 17.4% |
| 35Δ | 22.98 | 76.4% | 19.0% | 18.74 | 81.8% | 13.9% |
| 40Δ | 19.51 | 69.9% | 10.4% | |||
| 45Δ | 20.17 | 61.8% | 7.8% | |||
| 50Δ | 20.66 | 60.6% | 6.7% | |||
| 55Δ | 21.14 | 59.4% | 5.7% | |||
| 60Δ | 21.63 | 58.2% | 4.7% | |||
| 65Δ | 22.11 | 57.0% | 3.6% | |||
| 70Δ | 22.86 | 59.4% | 2.8% | |||
| 75Δ | 24.65 | 76.0% | 2.7% | |||
| 80Δ | 28.96 | 108.2% | 2.7% | |||
20Δ
- Pseudo strike
- 24.93
- IV
- 67.8%
- B/E move
- 25.7%
- Pseudo strike
- 15.39
- IV
- 136.7%
- B/E move
- 29.8%
25Δ
- Pseudo strike
- 24.28
- IV
- 70.6%
- B/E move
- 23.5%
- Pseudo strike
- 16.94
- IV
- 110.7%
- B/E move
- 22.3%
30Δ
- Pseudo strike
- 23.63
- IV
- 73.5%
- B/E move
- 21.2%
- Pseudo strike
- 17.98
- IV
- 93.6%
- B/E move
- 17.4%
35Δ
- Pseudo strike
- 22.98
- IV
- 76.4%
- B/E move
- 19.0%
- Pseudo strike
- 18.74
- IV
- 81.8%
- B/E move
- 13.9%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.51
- IV
- 69.9%
- B/E move
- 10.4%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.17
- IV
- 61.8%
- B/E move
- 7.8%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.66
- IV
- 60.6%
- B/E move
- 6.7%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.14
- IV
- 59.4%
- B/E move
- 5.7%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.63
- IV
- 58.2%
- B/E move
- 4.7%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.11
- IV
- 57.0%
- B/E move
- 3.6%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.86
- IV
- 59.4%
- B/E move
- 2.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.65
- IV
- 76.0%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 28.96
- IV
- 108.2%
- B/E move
- 2.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 37.57% | |
| 45.54% | |
| 42.78% | |
| 40.95% | |
| 57.19% | |
| 45.96% | |
| 46.48% | |
| 33.95% | |
| 40.74% | |
| 38.90% | |
| 36.34% | |
| 36.37% | |
| 41.29% | |
| 46.54% | |
| 42.03% | |
| 43.19% | |
| 36.58% | |
| 37.02% |
Oil & Gas Refining & Marketing
CLNE
Clean Energy Fuels Corp. The company is headquartered in Newport Beach, California.
More →CVI
CVR Energy, Inc., is engaged in petroleum refining and nitrogen fertilizer manufacturing activities in the United States. The company is headquartered in Sugar Land, Texas.
More →DINO
HF Sinclair Corporation is an independent energy company. The company is headquartered in Dallas, Texas.
More →DK
Delek US Holdings, Inc. participates in the integrated downstream energy business in the United States. The company is headquartered in Brentwood, Tennessee.
More →DKL
Delek Logistics Partners, LP owns and operates logistics and marketing assets for crude oil and refined and intermediate products in the United States. The company is…
More →IEP
Description unavailable
More →