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Enterprise Products Partners LP EPD

ENERGY · OIL & GAS MIDSTREAM
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Market dataready · fetched 2026-10-15T23:39:36.993Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002437665Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:39:34.657102+00:00

Share price$35.57
1D-0.4%
AH$35.40$35.54$35.69$35.83$35.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPD
Sold putSold callAH

Enterprise Products Partners LP options

Live interpolated EPD call and put midpoint premiums by absolute delta.Enterprise Products Partners LP$0.00$1.75$3.49$5.24$6.98$31.62$33.84$36.07$38.29$40.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPD spot · $35.57EPD PRICE$0.19$0.25$0.32$0.40$0.47$0.56$0.67$0.77$0.88$0.99$1.17$1.43$1.68$0.32$0.42$0.56$0.69$0.86$1.09$1.32$1.48$1.60$1.72$2.09$3.01$6.48
PutsExpensive1.12×
CallsCheap0.62×
SkewBearish+12.67 pp
Implied moveBearish±$1.98
TiltBearish37.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3315.8%5.5%33.4924.9%6.7%
25Δ36.9114.9%4.5%34.0224.1%5.5%
30Δ36.6715.0%4.0%34.3924.4%4.9%
35Δ36.4315.0%3.5%34.7524.8%4.2%
40Δ36.1915.0%3.1%35.1225.3%3.7%
45Δ35.9615.0%2.7%35.4926.5%3.3%
50Δ35.7514.9%2.4%35.8627.6%2.9%
55Δ35.5414.8%2.1%36.1927.0%2.4%
60Δ35.3314.7%1.8%36.5025.3%1.9%
65Δ35.1214.6%1.5%36.8123.5%1.3%
70Δ34.8614.8%1.3%37.3124.3%1.0%
75Δ34.5415.4%1.1%38.2530.2%0.9%
80Δ34.2316.0%1.0%41.6052.5%1.3%

20Δ

Calls
Pseudo strike
37.33
IV
15.8%
B/E move
5.5%
Puts
Pseudo strike
33.49
IV
24.9%
B/E move
6.7%

25Δ

Calls
Pseudo strike
36.91
IV
14.9%
B/E move
4.5%
Puts
Pseudo strike
34.02
IV
24.1%
B/E move
5.5%

30Δ

Calls
Pseudo strike
36.67
IV
15.0%
B/E move
4.0%
Puts
Pseudo strike
34.39
IV
24.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
36.43
IV
15.0%
B/E move
3.5%
Puts
Pseudo strike
34.75
IV
24.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
36.19
IV
15.0%
B/E move
3.1%
Puts
Pseudo strike
35.12
IV
25.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
35.96
IV
15.0%
B/E move
2.7%
Puts
Pseudo strike
35.49
IV
26.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
35.75
IV
14.9%
B/E move
2.4%
Puts
Pseudo strike
35.86
IV
27.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
35.54
IV
14.8%
B/E move
2.1%
Puts
Pseudo strike
36.19
IV
27.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
35.33
IV
14.7%
B/E move
1.8%
Puts
Pseudo strike
36.50
IV
25.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
35.12
IV
14.6%
B/E move
1.5%
Puts
Pseudo strike
36.81
IV
23.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
34.86
IV
14.8%
B/E move
1.3%
Puts
Pseudo strike
37.31
IV
24.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
34.54
IV
15.4%
B/E move
1.1%
Puts
Pseudo strike
38.25
IV
30.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
34.23
IV
16.0%
B/E move
1.0%
Puts
Pseudo strike
41.60
IV
52.5%
B/E move
1.3%