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Pembina Pipeline Corp PBA

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-23T04:42:37.814Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:42:37.399309+00:00

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 Corp options

Live interpolated PBA call and put midpoint premiums by absolute delta.Pembina Pipeline Corp$0.22$3.24$6.26$9.28$12.30$43.00$46.10$49.21$52.31$55.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBA spot · $49.37PBA PRICE$0.59$0.78$0.97$1.16$1.35$1.54$1.88$2.41$2.94$3.47$4.00$4.53$5.05$0.54$0.72$0.90$1.08$1.26$1.44$1.62$2.27$4.10$5.93$7.77$9.60$11.43
PutsExpensive1.61×
CallsExpensive1.44×
SkewBullish-0.46 pp
Implied moveBullish±$3.50
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.4928.4%9.5%45.9829.7%8.0%
25Δ52.8629.4%8.6%46.5729.4%7.1%
30Δ52.2430.5%7.8%47.1729.0%6.3%
35Δ51.6131.6%6.9%47.7728.7%5.4%
40Δ50.9832.6%6.0%48.3728.3%4.6%
45Δ50.3633.7%5.1%48.9727.9%3.7%
50Δ49.6734.8%4.4%49.5727.6%2.9%
55Δ48.9236.1%4.0%50.5628.8%2.2%
60Δ48.1637.3%3.5%52.5233.9%1.9%
65Δ47.4038.5%3.0%54.4839.0%1.7%
70Δ46.6539.7%2.6%56.4544.1%1.4%
75Δ45.8940.9%2.1%58.4149.1%1.1%
80Δ45.1442.1%1.7%60.3754.2%0.9%

20Δ

Calls
Pseudo strike
53.49
IV
28.4%
B/E move
9.5%
Puts
Pseudo strike
45.98
IV
29.7%
B/E move
8.0%

25Δ

Calls
Pseudo strike
52.86
IV
29.4%
B/E move
8.6%
Puts
Pseudo strike
46.57
IV
29.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
52.24
IV
30.5%
B/E move
7.8%
Puts
Pseudo strike
47.17
IV
29.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
51.61
IV
31.6%
B/E move
6.9%
Puts
Pseudo strike
47.77
IV
28.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
50.98
IV
32.6%
B/E move
6.0%
Puts
Pseudo strike
48.37
IV
28.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
50.36
IV
33.7%
B/E move
5.1%
Puts
Pseudo strike
48.97
IV
27.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
49.67
IV
34.8%
B/E move
4.4%
Puts
Pseudo strike
49.57
IV
27.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
48.92
IV
36.1%
B/E move
4.0%
Puts
Pseudo strike
50.56
IV
28.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
48.16
IV
37.3%
B/E move
3.5%
Puts
Pseudo strike
52.52
IV
33.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
47.40
IV
38.5%
B/E move
3.0%
Puts
Pseudo strike
54.48
IV
39.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
46.65
IV
39.7%
B/E move
2.6%
Puts
Pseudo strike
56.45
IV
44.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
45.89
IV
40.9%
B/E move
2.1%
Puts
Pseudo strike
58.41
IV
49.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
45.14
IV
42.1%
B/E move
1.7%
Puts
Pseudo strike
60.37
IV
54.2%
B/E move
0.9%

Options history

No recorded observations