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Plains All American Pipeline LP PAA

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-21T17:52:25.683Z

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

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 · 2026-10-21T17:52:05.785392592Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:59.391776+00:00

Share price$25.87
1D+0.6%
$25.46$25.57$25.69$25.81$25.925:30 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$0.88$1.76$2.64$3.52$24.84$25.28$25.73$26.18$26.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAA spot · $25.86PAA PRICE$0.14$0.13$0.12$0.11$0.11$0.14$0.16$0.18$0.21$0.23$0.26$0.28$0.30$0.05$0.08$0.10$0.13$0.15$0.17$0.20$0.22$0.24$0.65$1.13$1.60$3.26
PutsExpensive2.11×
CallsCheap0.92×
SkewBearish+16.08 pp
Implied moveBearish±$0.36
TiltBearish54.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3175.7%6.2%25.5618.5%1.4%
25Δ26.9359.8%4.6%25.6219.1%1.3%
30Δ26.5643.8%3.1%25.6719.7%1.1%
35Δ26.1827.9%1.6%25.7220.2%1.0%
40Δ25.9820.0%0.9%25.7820.8%0.9%
45Δ25.9319.3%0.8%25.8321.4%0.8%
50Δ25.8918.5%0.7%25.8821.9%0.7%
55Δ25.8517.8%0.6%25.9422.5%0.6%
60Δ25.8017.0%0.6%25.9923.1%0.5%
65Δ25.7616.3%0.5%26.3151.0%0.8%
70Δ25.7215.5%0.4%26.7377.6%1.0%
75Δ25.6714.8%0.3%27.2195.0%1.0%
80Δ25.6314.0%0.3%28.81158.7%1.2%

20Δ

Calls
Pseudo strike
27.31
IV
75.7%
B/E move
6.2%
Puts
Pseudo strike
25.56
IV
18.5%
B/E move
1.4%

25Δ

Calls
Pseudo strike
26.93
IV
59.8%
B/E move
4.6%
Puts
Pseudo strike
25.62
IV
19.1%
B/E move
1.3%

30Δ

Calls
Pseudo strike
26.56
IV
43.8%
B/E move
3.1%
Puts
Pseudo strike
25.67
IV
19.7%
B/E move
1.1%

35Δ

Calls
Pseudo strike
26.18
IV
27.9%
B/E move
1.6%
Puts
Pseudo strike
25.72
IV
20.2%
B/E move
1.0%

40Δ

Calls
Pseudo strike
25.98
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
25.78
IV
20.8%
B/E move
0.9%

45Δ

Calls
Pseudo strike
25.93
IV
19.3%
B/E move
0.8%
Puts
Pseudo strike
25.83
IV
21.4%
B/E move
0.8%

50Δ

Calls
Pseudo strike
25.89
IV
18.5%
B/E move
0.7%
Puts
Pseudo strike
25.88
IV
21.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
25.85
IV
17.8%
B/E move
0.6%
Puts
Pseudo strike
25.94
IV
22.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
25.80
IV
17.0%
B/E move
0.6%
Puts
Pseudo strike
25.99
IV
23.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
25.76
IV
16.3%
B/E move
0.5%
Puts
Pseudo strike
26.31
IV
51.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
25.72
IV
15.5%
B/E move
0.4%
Puts
Pseudo strike
26.73
IV
77.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
25.67
IV
14.8%
B/E move
0.3%
Puts
Pseudo strike
27.21
IV
95.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
25.63
IV
14.0%
B/E move
0.3%
Puts
Pseudo strike
28.81
IV
158.7%
B/E move
1.2%

Options history

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