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Plains All American Pipeline LP PAA

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-21T16:59:45.877Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:21.440898488Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:45.384134+00:00

Share price$25.79
1D+0.3%
$25.46$25.56$25.67$25.77$25.875:30 AM6:30 AM9:00 AM1:00 PMPAA
Sold putSold call

Plains All American Pipeline LP options

Live interpolated PAA call and put midpoint premiums by absolute delta.Plains All American Pipeline LP$0.00$0.75$1.51$2.26$3.02$24.91$25.32$25.72$26.13$26.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAA spot · $25.79PAA PRICE$0.06$0.07$0.07$0.10$0.13$0.16$0.19$0.22$0.25$0.28$0.31$0.34$0.06$0.07$0.09$0.12$0.15$0.18$0.20$0.23$0.26$0.29$0.85$1.82$2.80
PutsExpensive1.71×
CallsCheap0.72×
SkewBearish+15.16 pp
Implied moveBearish±$0.40
TiltBearish53.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.3428.9%2.3%25.2828.6%2.2%
25Δ26.1724.6%1.7%25.5320.1%1.3%
30Δ26.0120.2%1.2%25.5920.5%1.1%
35Δ25.9519.9%1.0%25.6420.9%1.0%
40Δ25.9020.1%0.9%25.7021.3%0.9%
45Δ25.8420.2%0.8%25.7521.7%0.8%
50Δ25.7920.4%0.7%25.8122.1%0.7%
55Δ25.7420.6%0.6%25.8622.5%0.6%
60Δ25.6820.7%0.6%25.9222.9%0.5%
65Δ25.6320.9%0.5%25.9823.3%0.4%
70Δ25.5821.0%0.4%26.5245.4%0.4%
75Δ25.5221.2%0.3%27.4584.4%0.6%
80Δ28.38123.5%0.8%

20Δ

Calls
Pseudo strike
26.34
IV
28.9%
B/E move
2.3%
Puts
Pseudo strike
25.28
IV
28.6%
B/E move
2.2%

25Δ

Calls
Pseudo strike
26.17
IV
24.6%
B/E move
1.7%
Puts
Pseudo strike
25.53
IV
20.1%
B/E move
1.3%

30Δ

Calls
Pseudo strike
26.01
IV
20.2%
B/E move
1.2%
Puts
Pseudo strike
25.59
IV
20.5%
B/E move
1.1%

35Δ

Calls
Pseudo strike
25.95
IV
19.9%
B/E move
1.0%
Puts
Pseudo strike
25.64
IV
20.9%
B/E move
1.0%

40Δ

Calls
Pseudo strike
25.90
IV
20.1%
B/E move
0.9%
Puts
Pseudo strike
25.70
IV
21.3%
B/E move
0.9%

45Δ

Calls
Pseudo strike
25.84
IV
20.2%
B/E move
0.8%
Puts
Pseudo strike
25.75
IV
21.7%
B/E move
0.8%

50Δ

Calls
Pseudo strike
25.79
IV
20.4%
B/E move
0.7%
Puts
Pseudo strike
25.81
IV
22.1%
B/E move
0.7%

55Δ

Calls
Pseudo strike
25.74
IV
20.6%
B/E move
0.6%
Puts
Pseudo strike
25.86
IV
22.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
25.68
IV
20.7%
B/E move
0.6%
Puts
Pseudo strike
25.92
IV
22.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
25.63
IV
20.9%
B/E move
0.5%
Puts
Pseudo strike
25.98
IV
23.3%
B/E move
0.4%

70Δ

Calls
Pseudo strike
25.58
IV
21.0%
B/E move
0.4%
Puts
Pseudo strike
26.52
IV
45.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
25.52
IV
21.2%
B/E move
0.3%
Puts
Pseudo strike
27.45
IV
84.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.38
IV
123.5%
B/E move
0.8%

Options history

PAA22.8925.2727.652026-10-19: 23.22%2026-10-20: 27.32%Oct 19Oct 20
Table
DateIV
23.22%
27.32%