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NGL ENERGY PARTNERS LP NGL

i

Market dataready · fetched 2026-11-12T02:07:17.752Z

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 · 2026-11-12T00:00:00.001870304Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:07:17.404587+00:00

Share price$15.61
1D-0.3%
AH$15.51$15.62$15.72$15.82$15.935:30 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$0.12$0.45$0.78$1.11$1.44$13.40$14.51$15.62$16.74$17.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NGL spot · $15.61NGL PRICE$0.16$0.23$0.29$0.35$0.42$0.50$0.59$0.68$0.77$0.86$0.97$1.16$1.35$0.19$0.24$0.29$0.35$0.41$0.47$0.54$0.60$0.66$0.78$0.91$1.04
Puts——
CallsCheap0.78×
Skew——
Implied moveBullish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7750.9%8.5%14.3565.2%9.3%
25Δ16.6053.5%7.8%14.6462.1%7.7%
30Δ16.4356.1%7.1%14.9358.9%6.2%
35Δ16.2558.7%6.4%15.1356.8%5.3%
40Δ16.0861.4%5.7%15.3054.9%4.6%
45Δ15.9062.2%5.0%15.4653.0%4.0%
50Δ15.7161.4%4.4%15.6351.1%3.3%
55Δ15.5260.5%3.8%15.7949.2%2.7%
60Δ15.3359.7%3.1%15.9647.3%2.0%
65Δ15.1558.9%2.5%16.1346.2%1.6%
70Δ14.9458.3%1.9%16.3145.4%1.3%
75Δ14.7058.3%1.6%16.4944.5%1.0%
80Δ14.4658.3%1.2%

20Δ

Calls
Pseudo strike
16.77
IV
50.9%
B/E move
8.5%
Puts
Pseudo strike
14.35
IV
65.2%
B/E move
9.3%

25Δ

Calls
Pseudo strike
16.60
IV
53.5%
B/E move
7.8%
Puts
Pseudo strike
14.64
IV
62.1%
B/E move
7.7%

30Δ

Calls
Pseudo strike
16.43
IV
56.1%
B/E move
7.1%
Puts
Pseudo strike
14.93
IV
58.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
16.25
IV
58.7%
B/E move
6.4%
Puts
Pseudo strike
15.13
IV
56.8%
B/E move
5.3%

40Δ

Calls
Pseudo strike
16.08
IV
61.4%
B/E move
5.7%
Puts
Pseudo strike
15.30
IV
54.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
15.90
IV
62.2%
B/E move
5.0%
Puts
Pseudo strike
15.46
IV
53.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
15.71
IV
61.4%
B/E move
4.4%
Puts
Pseudo strike
15.63
IV
51.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
15.52
IV
60.5%
B/E move
3.8%
Puts
Pseudo strike
15.79
IV
49.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
15.33
IV
59.7%
B/E move
3.1%
Puts
Pseudo strike
15.96
IV
47.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
15.15
IV
58.9%
B/E move
2.5%
Puts
Pseudo strike
16.13
IV
46.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
14.94
IV
58.3%
B/E move
1.9%
Puts
Pseudo strike
16.31
IV
45.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
14.70
IV
58.3%
B/E move
1.6%
Puts
Pseudo strike
16.49
IV
44.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
14.46
IV
58.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.54%
Daily EOD
NGL56.2%59.9%63.6%2026-10-19: 57.95%2026-10-20: 56.75%2026-10-21: 56.85%2026-10-22: 59.34%2026-10-23: 58.10%2026-10-26: 59.01%2026-10-27: 61.13%2026-10-28: 63.08%2026-10-29: 58.72%2026-10-30: 61.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.95%
56.75%
56.85%
59.34%
58.10%
59.01%
61.13%
63.08%
58.72%
61.54%