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Cheniere Energy Partners, LP CQP

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-11T05:54:53.772Z

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 · 2026-11-11T00:00:00.003239104Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T05:54:53.307938+00:00

Share price$60.22
1D+2.1%
AH$58.50$59.02$59.54$60.06$60.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCQP
Sold putSold callAH

Cheniere Energy Partners, LP options

Live interpolated CQP call and put midpoint premiums by absolute delta.Cheniere Energy Partners, LP$0.34$1.61$2.88$4.15$5.42$50.95$55.18$59.42$63.65$67.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CQP spot · $60.22CQP PRICE$0.48$0.65$0.82$0.98$1.15$1.32$1.48$1.11$1.16$1.23$1.30$1.37$1.44$1.96$2.58$3.19$3.81$4.43$5.05
Puts——
Calls——
Skew——
Implied moveBearish±$3.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.1640.0%7.3%53.2297.6%13.5%
25Δ63.5539.9%6.6%55.5278.2%9.7%
30Δ62.9439.8%5.9%56.5969.6%8.1%
35Δ62.3339.7%5.1%57.6661.0%6.4%
40Δ61.7339.6%4.4%58.7452.3%4.7%
45Δ61.1239.5%3.7%59.8143.7%3.1%
50Δ60.5139.5%2.9%60.6444.3%2.5%
55Δ61.4347.0%2.3%
60Δ62.2149.6%2.0%
65Δ62.9952.3%1.7%
70Δ63.7855.0%1.5%
75Δ64.5657.6%1.2%
80Δ

20Δ

Calls
Pseudo strike
64.16
IV
40.0%
B/E move
7.3%
Puts
Pseudo strike
53.22
IV
97.6%
B/E move
13.5%

25Δ

Calls
Pseudo strike
63.55
IV
39.9%
B/E move
6.6%
Puts
Pseudo strike
55.52
IV
78.2%
B/E move
9.7%

30Δ

Calls
Pseudo strike
62.94
IV
39.8%
B/E move
5.9%
Puts
Pseudo strike
56.59
IV
69.6%
B/E move
8.1%

35Δ

Calls
Pseudo strike
62.33
IV
39.7%
B/E move
5.1%
Puts
Pseudo strike
57.66
IV
61.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
61.73
IV
39.6%
B/E move
4.4%
Puts
Pseudo strike
58.74
IV
52.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
61.12
IV
39.5%
B/E move
3.7%
Puts
Pseudo strike
59.81
IV
43.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
60.51
IV
39.5%
B/E move
2.9%
Puts
Pseudo strike
60.64
IV
44.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.43
IV
47.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.21
IV
49.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.99
IV
52.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.78
IV
55.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.56
IV
57.6%
B/E move
1.2%

80Δ

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

Options history

IV · four-Friday blend32.62%
Daily EOD
CQP29.5%31.2%32.9%2026-10-19: 29.90%2026-10-20: 29.70%2026-10-21: 30.27%2026-10-23: 30.86%2026-10-26: 30.44%2026-10-27: 30.05%2026-10-28: 32.62%Oct 19Oct 23Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
29.90%
29.70%
30.27%
30.86%
30.44%
30.05%
32.62%