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PEMBINA PIPELINE CORPORATION PBA

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-12T15:06:34.892Z

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 · 2026-11-12T15:06:26.272099299Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:06:34.374194+00:00

Share price$49.49
1D-0.8%
$49.41$49.53$49.64$49.76$49.885:30 AM6:30 AM9:00 AM1:00 PMPBA
Sold putSold call

PEMBINA PIPELINE CORPORATION options

Live interpolated PBA call and put midpoint premiums by absolute delta.PEMBINA PIPELINE CORPORATION$0.16$1.36$2.57$3.78$4.98$46.21$47.98$49.76$51.54$53.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PBA spot · $49.49PBA PRICE$0.29$0.33$0.38$0.43$0.48$1.00$1.52$2.04$2.56$3.08$3.60$4.11$4.63$0.30$0.37$0.45$0.53$0.61$0.69$0.76$0.84$0.92
Puts——
CallsExpensive1.14×
Skew——
Implied moveBullish±$2.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.4144.3%8.5%46.4033.6%6.8%
25Δ52.5539.0%6.9%46.8532.2%6.1%
30Δ51.7033.8%5.2%47.2930.9%5.4%
35Δ50.8428.5%3.6%47.7429.5%4.6%
40Δ49.9923.3%2.0%48.1828.2%3.9%
45Δ49.4228.7%1.9%48.6326.8%3.1%
50Δ48.8434.1%1.8%49.0825.5%2.4%
55Δ48.2739.5%1.7%49.5224.1%1.6%
60Δ47.7044.9%1.5%49.9722.8%0.9%
65Δ47.1250.2%1.4%
70Δ46.5555.6%1.3%
75Δ45.9861.0%1.2%
80Δ45.4066.4%1.1%

20Δ

Calls
Pseudo strike
53.41
IV
44.3%
B/E move
8.5%
Puts
Pseudo strike
46.40
IV
33.6%
B/E move
6.8%

25Δ

Calls
Pseudo strike
52.55
IV
39.0%
B/E move
6.9%
Puts
Pseudo strike
46.85
IV
32.2%
B/E move
6.1%

30Δ

Calls
Pseudo strike
51.70
IV
33.8%
B/E move
5.2%
Puts
Pseudo strike
47.29
IV
30.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
50.84
IV
28.5%
B/E move
3.6%
Puts
Pseudo strike
47.74
IV
29.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
49.99
IV
23.3%
B/E move
2.0%
Puts
Pseudo strike
48.18
IV
28.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
49.42
IV
28.7%
B/E move
1.9%
Puts
Pseudo strike
48.63
IV
26.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
48.84
IV
34.1%
B/E move
1.8%
Puts
Pseudo strike
49.08
IV
25.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
48.27
IV
39.5%
B/E move
1.7%
Puts
Pseudo strike
49.52
IV
24.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
47.70
IV
44.9%
B/E move
1.5%
Puts
Pseudo strike
49.97
IV
22.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
47.12
IV
50.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
46.55
IV
55.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.98
IV
61.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.40
IV
66.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.43%
Daily EOD
PBA19.7%23.0%26.3%2026-10-19: 21.39%2026-10-20: 20.13%2026-10-21: 22.01%2026-10-22: 25.86%2026-10-26: 25.81%2026-10-27: 23.90%2026-10-28: 25.43%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
21.39%
20.13%
22.01%
25.86%
25.81%
23.90%
25.43%