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NGL ENERGY PARTNERS LP NGL

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Market datapartial · fetched 2026-10-22T22:56:28.487Z

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 · 2026-10-22T22:30:00.002442766Z

FundamentalsAlpha Vantage · unavailable

Share price$15.49
1D+0.7%
AH$15.31$15.38$15.44$15.51$15.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNGL
Sold putSold callAH

NGL ENERGY PARTNERS LP options

Live interpolated NGL call and put midpoint premiums by absolute delta.NGL ENERGY PARTNERS LP$0.04$2.23$4.43$6.62$8.82$11.50$13.39$15.27$17.15$19.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGL spot · $15.49NGL PRICE$0.27$0.37$0.47$0.58$0.70$0.83$1.04$1.29$1.54$1.69$1.83$1.97$2.41$0.37$0.44$0.65$0.85$1.05$1.19$1.33$1.59$1.98$2.34$2.66$3.09$8.19
PutsExpensive1.63×
CallsExpensive1.35×
SkewBearish+10.08 pp
Implied moveBearish±$2.36
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.2260.3%19.4%13.3870.1%16.0%
25Δ17.7160.3%16.7%14.0660.4%12.0%
30Δ17.2660.5%14.5%14.3965.4%11.2%
35Δ16.8560.8%12.5%14.7270.4%10.5%
40Δ16.4961.2%11.0%15.0674.1%9.6%
45Δ16.1361.6%9.5%15.4370.7%8.0%
50Δ15.7764.9%8.5%15.8067.3%6.5%
55Δ15.4169.8%7.8%16.2367.5%5.4%
60Δ15.0574.7%7.1%16.7371.7%4.8%
65Δ14.7071.6%5.9%17.2073.4%4.1%
70Δ14.3667.1%4.5%17.6672.0%3.2%
75Δ14.0162.6%3.2%18.2272.1%2.4%
80Δ13.4866.0%2.5%23.20137.3%3.1%

20Δ

Calls
Pseudo strike
18.22
IV
60.3%
B/E move
19.4%
Puts
Pseudo strike
13.38
IV
70.1%
B/E move
16.0%

25Δ

Calls
Pseudo strike
17.71
IV
60.3%
B/E move
16.7%
Puts
Pseudo strike
14.06
IV
60.4%
B/E move
12.0%

30Δ

Calls
Pseudo strike
17.26
IV
60.5%
B/E move
14.5%
Puts
Pseudo strike
14.39
IV
65.4%
B/E move
11.2%

35Δ

Calls
Pseudo strike
16.85
IV
60.8%
B/E move
12.5%
Puts
Pseudo strike
14.72
IV
70.4%
B/E move
10.5%

40Δ

Calls
Pseudo strike
16.49
IV
61.2%
B/E move
11.0%
Puts
Pseudo strike
15.06
IV
74.1%
B/E move
9.6%

45Δ

Calls
Pseudo strike
16.13
IV
61.6%
B/E move
9.5%
Puts
Pseudo strike
15.43
IV
70.7%
B/E move
8.0%

50Δ

Calls
Pseudo strike
15.77
IV
64.9%
B/E move
8.5%
Puts
Pseudo strike
15.80
IV
67.3%
B/E move
6.5%

55Δ

Calls
Pseudo strike
15.41
IV
69.8%
B/E move
7.8%
Puts
Pseudo strike
16.23
IV
67.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
15.05
IV
74.7%
B/E move
7.1%
Puts
Pseudo strike
16.73
IV
71.7%
B/E move
4.8%

65Δ

Calls
Pseudo strike
14.70
IV
71.6%
B/E move
5.9%
Puts
Pseudo strike
17.20
IV
73.4%
B/E move
4.1%

70Δ

Calls
Pseudo strike
14.36
IV
67.1%
B/E move
4.5%
Puts
Pseudo strike
17.66
IV
72.0%
B/E move
3.2%

75Δ

Calls
Pseudo strike
14.01
IV
62.6%
B/E move
3.2%
Puts
Pseudo strike
18.22
IV
72.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.48
IV
66.0%
B/E move
2.5%
Puts
Pseudo strike
23.20
IV
137.3%
B/E move
3.1%

Options history

No recorded observations