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NGL Energy Partners LP NGL

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-22T23:45:09.860Z

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 · 2026-10-22T23:20:37.033810134Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:09.227644+00:00

Share price$15.15
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$0.20$1.04$1.88$2.73$3.57$11.93$13.74$15.55$17.36$19.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NGL spot · $15.15NGL PRICE$0.29$0.39$0.50$0.63$0.77$0.94$1.21$1.47$1.68$1.86$2.13$2.63$3.33$0.36$0.39$0.52$0.71$0.89$1.06$1.17$1.28$1.39$1.72$2.06$2.32$2.54
PutsExpensive1.25×
CallsExpensive1.62×
SkewBullish-18.73 pp
Implied moveBalanced±$2.38
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.0965.9%21.3%13.1368.8%15.7%
25Δ17.5866.6%18.7%13.7857.2%11.6%
30Δ17.1167.5%16.2%14.2055.8%9.7%
35Δ16.6968.6%14.4%14.4959.7%9.0%
40Δ16.2969.8%12.6%14.7963.6%8.3%
45Δ15.9072.3%11.2%15.0965.2%7.4%
50Δ15.5378.6%10.4%15.3961.6%6.2%
55Δ15.1584.8%9.7%15.6958.0%4.9%
60Δ14.7485.2%8.4%15.9854.4%3.7%
65Δ14.3081.6%6.6%16.4056.3%3.1%
70Δ13.8181.6%5.2%16.8258.5%2.5%
75Δ13.2189.4%4.5%17.1857.3%2.0%
80Δ12.42101.5%3.9%17.4853.6%1.4%

20Δ

Calls
Pseudo strike
18.09
IV
65.9%
B/E move
21.3%
Puts
Pseudo strike
13.13
IV
68.8%
B/E move
15.7%

25Δ

Calls
Pseudo strike
17.58
IV
66.6%
B/E move
18.7%
Puts
Pseudo strike
13.78
IV
57.2%
B/E move
11.6%

30Δ

Calls
Pseudo strike
17.11
IV
67.5%
B/E move
16.2%
Puts
Pseudo strike
14.20
IV
55.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
16.69
IV
68.6%
B/E move
14.4%
Puts
Pseudo strike
14.49
IV
59.7%
B/E move
9.0%

40Δ

Calls
Pseudo strike
16.29
IV
69.8%
B/E move
12.6%
Puts
Pseudo strike
14.79
IV
63.6%
B/E move
8.3%

45Δ

Calls
Pseudo strike
15.90
IV
72.3%
B/E move
11.2%
Puts
Pseudo strike
15.09
IV
65.2%
B/E move
7.4%

50Δ

Calls
Pseudo strike
15.53
IV
78.6%
B/E move
10.4%
Puts
Pseudo strike
15.39
IV
61.6%
B/E move
6.2%

55Δ

Calls
Pseudo strike
15.15
IV
84.8%
B/E move
9.7%
Puts
Pseudo strike
15.69
IV
58.0%
B/E move
4.9%

60Δ

Calls
Pseudo strike
14.74
IV
85.2%
B/E move
8.4%
Puts
Pseudo strike
15.98
IV
54.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
14.30
IV
81.6%
B/E move
6.6%
Puts
Pseudo strike
16.40
IV
56.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
13.81
IV
81.6%
B/E move
5.2%
Puts
Pseudo strike
16.82
IV
58.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
13.21
IV
89.4%
B/E move
4.5%
Puts
Pseudo strike
17.18
IV
57.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.42
IV
101.5%
B/E move
3.9%
Puts
Pseudo strike
17.48
IV
53.6%
B/E move
1.4%

Options history

No recorded observations