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Enterprise Products Partners L.P. EPD

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-06T22:47:48.876Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T22:47:14.578480673Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T22:47:48.544731+00:00

Share price$37.05
1D+0.8%
AH$36.43$36.59$36.75$36.91$37.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPD
Sold putSold callAH

Enterprise Products Partners L.P. options

Live interpolated EPD call and put midpoint premiums by absolute delta.Enterprise Products Partners L.P.$0.03$0.78$1.53$2.29$3.04$34.79$35.85$36.92$37.99$39.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EPD spot · $37.05EPD PRICE$0.11$0.15$0.18$0.23$0.28$0.33$0.38$0.43$0.48$0.53$0.58$0.63$0.15$0.19$0.23$0.29$0.35$0.41$0.51$0.62$0.73$0.94$1.20$1.56$2.82
PutsCheap0.77×
Calls——
Skew——
Implied moveBearish±$0.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.9118.4%2.6%36.0225.4%3.2%
25Δ37.7618.5%2.3%36.2424.3%2.7%
30Δ37.6118.6%2.0%36.4723.2%2.2%
35Δ37.4618.7%1.7%36.6423.1%1.9%
40Δ37.3418.7%1.5%36.7923.1%1.6%
45Δ37.2218.6%1.3%36.9523.1%1.4%
50Δ37.0918.6%1.1%37.1123.7%1.2%
55Δ36.9818.4%1.0%37.2824.6%1.1%
60Δ36.8817.5%0.8%37.4425.6%0.9%
65Δ36.7816.6%0.7%37.6928.1%0.8%
70Δ36.6815.8%0.6%37.9831.5%0.7%
75Δ36.5814.9%0.4%38.3735.1%0.6%
80Δ39.6054.0%0.7%

20Δ

Calls
Pseudo strike
37.91
IV
18.4%
B/E move
2.6%
Puts
Pseudo strike
36.02
IV
25.4%
B/E move
3.2%

25Δ

Calls
Pseudo strike
37.76
IV
18.5%
B/E move
2.3%
Puts
Pseudo strike
36.24
IV
24.3%
B/E move
2.7%

30Δ

Calls
Pseudo strike
37.61
IV
18.6%
B/E move
2.0%
Puts
Pseudo strike
36.47
IV
23.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
37.46
IV
18.7%
B/E move
1.7%
Puts
Pseudo strike
36.64
IV
23.1%
B/E move
1.9%

40Δ

Calls
Pseudo strike
37.34
IV
18.7%
B/E move
1.5%
Puts
Pseudo strike
36.79
IV
23.1%
B/E move
1.6%

45Δ

Calls
Pseudo strike
37.22
IV
18.6%
B/E move
1.3%
Puts
Pseudo strike
36.95
IV
23.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
37.09
IV
18.6%
B/E move
1.1%
Puts
Pseudo strike
37.11
IV
23.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
36.98
IV
18.4%
B/E move
1.0%
Puts
Pseudo strike
37.28
IV
24.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
36.88
IV
17.5%
B/E move
0.8%
Puts
Pseudo strike
37.44
IV
25.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
36.78
IV
16.6%
B/E move
0.7%
Puts
Pseudo strike
37.69
IV
28.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
36.68
IV
15.8%
B/E move
0.6%
Puts
Pseudo strike
37.98
IV
31.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
36.58
IV
14.9%
B/E move
0.4%
Puts
Pseudo strike
38.37
IV
35.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.60
IV
54.0%
B/E move
0.7%

Options history

IV · four-Friday blend18.71%
Daily close
EPD13.6%23.4%33.2%2026-08-10: 17.42%2026-08-11: 17.68%2026-08-12: 18.27%2026-08-13: 18.70%2026-08-14: 16.13%2026-08-17: 17.08%2026-08-18: 17.43%2026-08-20: 17.90%2026-08-21: 16.27%2026-08-24: 17.11%2026-08-25: 17.89%2026-08-26: 18.70%2026-08-27: 15.88%2026-08-28: 15.53%2026-08-31: 14.95%2026-09-01: 15.41%2026-09-02: 15.78%2026-09-04: 15.12%2026-09-08: 17.63%2026-09-09: 16.65%2026-09-11: 15.92%2026-09-14: 18.25%2026-09-15: 18.73%2026-09-16: 18.12%2026-09-17: 18.82%2026-09-18: 17.29%2026-09-21: 17.11%2026-09-22: 17.66%2026-09-23: 17.42%2026-09-25: 17.12%2026-09-28: 19.24%2026-09-29: 19.34%2026-10-02: 19.14%2026-10-05: 20.77%2026-10-06: 20.93%2026-10-07: 21.36%2026-10-08: 20.74%2026-10-09: 20.08%2026-10-12: 21.06%2026-10-13: 22.04%2026-10-14: 22.55%2026-10-15: 22.86%2026-10-16: 24.28%2026-10-19: 24.08%2026-10-20: 23.35%2026-10-21: 21.00%2026-10-22: 25.19%2026-10-23: 24.59%2026-10-26: 27.37%2026-10-27: 29.91%2026-10-28: 31.86%2026-10-29: 27.99%2026-10-30: 18.71%Aug 10Sep 21Oct 30
53 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
17.42%
17.68%
18.27%
18.70%
16.13%
17.08%
17.43%
17.90%
16.27%
17.11%
17.89%
18.70%
15.88%
15.53%
14.95%
15.41%
15.78%
15.12%
17.63%
16.65%
15.92%
18.25%
18.73%
18.12%
18.82%
17.29%
17.11%
17.66%
17.42%
17.12%
19.24%
19.34%
19.14%
20.77%
20.93%
21.36%
20.74%
20.08%
21.06%
22.04%
22.55%
22.86%
24.28%
24.08%
23.35%
21.00%
25.19%
24.59%
27.37%
29.91%
31.86%
27.99%
18.71%