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Hess Midstream LP Class A Share representing a limited partner Interest HESM

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Market datapartial · fetched 2026-10-22T18:46:42.613Z

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 · 2026-10-22T18:46:20.31641361Z

FundamentalsAlpha Vantage · unavailable

Share price$30.16
1D-3.3%
$29.39$29.87$30.36$30.85$31.335:30 AM6:30 AM9:00 AM1:00 PMHESM
Sold putSold call

Hess Midstream LP Class A Share representing a limited partner Interest options

Live interpolated HESM call and put midpoint premiums by absolute delta.Hess Midstream LP Class A Share representing a limited partner Interest$0.00$3.12$6.24$9.35$12.47$21.55$26.74$31.94$37.13$42.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HESM spot · $30.16HESM PRICE$0.24$0.32$0.41$0.50$0.59$0.68$0.78$0.87$0.96$1.05$1.14$1.23$1.32$0.43$0.56$0.75$0.94$1.19$1.44$1.82$2.24$2.80$3.72$5.85$8.32$11.57
PutsCheap0.75×
CallsCheap0.46×
SkewBearish+35.66 pp
Implied moveBearish±$2.60
TiltBearish61.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.2925.9%7.9%27.5142.5%10.2%
25Δ31.8525.4%6.7%28.1641.3%8.5%
30Δ31.5325.4%5.9%28.6242.4%7.6%
35Δ31.2025.4%5.1%29.0843.6%6.7%
40Δ30.8925.1%4.4%29.5544.7%6.0%
45Δ30.6224.4%3.8%30.0246.0%5.2%
50Δ30.3523.7%3.2%30.5648.4%4.7%
55Δ30.0822.9%2.6%31.1451.1%4.2%
60Δ29.8721.8%2.2%31.8554.7%3.7%
65Δ29.6820.6%1.9%32.8561.6%3.4%
70Δ29.4919.3%1.6%34.9779.7%3.4%
75Δ29.3118.1%1.2%37.5494.8%3.1%
80Δ29.1216.8%0.9%40.97107.6%2.5%

20Δ

Calls
Pseudo strike
32.29
IV
25.9%
B/E move
7.9%
Puts
Pseudo strike
27.51
IV
42.5%
B/E move
10.2%

25Δ

Calls
Pseudo strike
31.85
IV
25.4%
B/E move
6.7%
Puts
Pseudo strike
28.16
IV
41.3%
B/E move
8.5%

30Δ

Calls
Pseudo strike
31.53
IV
25.4%
B/E move
5.9%
Puts
Pseudo strike
28.62
IV
42.4%
B/E move
7.6%

35Δ

Calls
Pseudo strike
31.20
IV
25.4%
B/E move
5.1%
Puts
Pseudo strike
29.08
IV
43.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
30.89
IV
25.1%
B/E move
4.4%
Puts
Pseudo strike
29.55
IV
44.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
30.62
IV
24.4%
B/E move
3.8%
Puts
Pseudo strike
30.02
IV
46.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
30.35
IV
23.7%
B/E move
3.2%
Puts
Pseudo strike
30.56
IV
48.4%
B/E move
4.7%

55Δ

Calls
Pseudo strike
30.08
IV
22.9%
B/E move
2.6%
Puts
Pseudo strike
31.14
IV
51.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
29.87
IV
21.8%
B/E move
2.2%
Puts
Pseudo strike
31.85
IV
54.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
29.68
IV
20.6%
B/E move
1.9%
Puts
Pseudo strike
32.85
IV
61.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
29.49
IV
19.3%
B/E move
1.6%
Puts
Pseudo strike
34.97
IV
79.7%
B/E move
3.4%

75Δ

Calls
Pseudo strike
29.31
IV
18.1%
B/E move
1.2%
Puts
Pseudo strike
37.54
IV
94.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
29.12
IV
16.8%
B/E move
0.9%
Puts
Pseudo strike
40.97
IV
107.6%
B/E move
2.5%

Options history

No recorded observations