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PEMBINA PIPELINE CORPORATION PBA

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Market datapartial · fetched 2026-10-23T03:47:21.948Z

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 · 2026-10-22T23:00:00.00174817Z

FundamentalsAlpha Vantage · unavailable

Share price$49.37
1D-1.8%
AH$48.62$49.07$49.52$49.96$50.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBA
Sold putSold callAH

PEMBINA PIPELINE CORPORATION options

Live interpolated PBA call and put midpoint premiums by absolute delta.PEMBINA PIPELINE CORPORATION$0.22$3.25$6.28$9.31$12.34$43.01$46.09$49.17$52.25$55.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBA spot · $49.37PBA PRICE$0.59$0.78$0.97$1.16$1.35$1.54$1.88$2.40$2.93$3.46$3.99$4.52$5.05$0.54$0.72$0.90$1.08$1.26$1.44$1.62$2.30$4.13$5.97$7.80$9.63$11.47
PutsExpensive1.59×
CallsExpensive1.42×
SkewBullish-0.34 pp
Implied moveBullish±$3.50
TiltBearish23.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.4928.2%9.5%45.9829.2%8.0%
25Δ52.8629.2%8.7%46.5828.9%7.1%
30Δ52.2430.1%7.8%47.1828.5%6.3%
35Δ51.6131.1%6.9%47.7828.2%5.4%
40Δ50.9932.1%6.0%48.3827.8%4.6%
45Δ50.3633.1%5.1%48.9827.5%3.7%
50Δ49.6834.2%4.4%49.5827.2%2.9%
55Δ48.9235.4%4.0%50.5928.4%2.2%
60Δ48.1736.5%3.5%52.5533.5%1.9%
65Δ47.4137.7%3.0%54.5238.5%1.7%
70Δ46.6638.9%2.6%56.4843.5%1.4%
75Δ45.9040.1%2.1%58.4548.6%1.1%
80Δ45.1541.3%1.7%60.4153.6%0.9%

20Δ

Calls
Pseudo strike
53.49
IV
28.2%
B/E move
9.5%
Puts
Pseudo strike
45.98
IV
29.2%
B/E move
8.0%

25Δ

Calls
Pseudo strike
52.86
IV
29.2%
B/E move
8.7%
Puts
Pseudo strike
46.58
IV
28.9%
B/E move
7.1%

30Δ

Calls
Pseudo strike
52.24
IV
30.1%
B/E move
7.8%
Puts
Pseudo strike
47.18
IV
28.5%
B/E move
6.3%

35Δ

Calls
Pseudo strike
51.61
IV
31.1%
B/E move
6.9%
Puts
Pseudo strike
47.78
IV
28.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
50.99
IV
32.1%
B/E move
6.0%
Puts
Pseudo strike
48.38
IV
27.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
50.36
IV
33.1%
B/E move
5.1%
Puts
Pseudo strike
48.98
IV
27.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
49.68
IV
34.2%
B/E move
4.4%
Puts
Pseudo strike
49.58
IV
27.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
48.92
IV
35.4%
B/E move
4.0%
Puts
Pseudo strike
50.59
IV
28.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
48.17
IV
36.5%
B/E move
3.5%
Puts
Pseudo strike
52.55
IV
33.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
47.41
IV
37.7%
B/E move
3.0%
Puts
Pseudo strike
54.52
IV
38.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
46.66
IV
38.9%
B/E move
2.6%
Puts
Pseudo strike
56.48
IV
43.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
45.90
IV
40.1%
B/E move
2.1%
Puts
Pseudo strike
58.45
IV
48.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
45.15
IV
41.3%
B/E move
1.7%
Puts
Pseudo strike
60.41
IV
53.6%
B/E move
0.9%

Options history

No recorded observations