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Star Gas Partners LP SGU

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-24T04:29:39.198Z

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 · 2026-10-23T23:00:00.001762998Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:38.718959+00:00

Share price$13.15
1D+1.6%
AH$12.91$12.99$13.07$13.15$13.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSGU
Sold putSold callAH

Star Gas Partners LP options

Live interpolated SGU call and put midpoint premiums by absolute delta.Star Gas Partners LP$0.00$2.31$4.63$6.94$9.25$5.95$8.89$11.82$14.76$17.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SGU spot · $13.15SGU PRICE$0.24$0.57$0.77$0.98$1.18$1.39$1.59$1.80$2.00$2.21$2.41$2.62$2.82$2.61$2.78$2.95$3.12$4.04$5.11$8.58
PutsExpensive5.80×
CallsExpensive3.10×
SkewBearish+73.26 pp
Implied moveBearish±$4.54
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.8866.9%22.6%
25Δ17.13108.0%34.6%
30Δ16.60105.9%32.1%
35Δ16.06103.8%29.6%
40Δ15.53101.7%27.1%13.06186.9%20.5%
45Δ14.9999.6%24.5%13.68172.2%17.1%
50Δ14.4697.6%22.0%14.29157.5%13.8%
55Δ13.9295.5%19.5%14.90142.8%10.4%
60Δ13.3893.4%17.0%16.02149.6%9.0%
65Δ12.8591.3%14.5%17.23160.6%7.9%
70Δ12.3189.2%12.0%20.73202.8%7.6%
75Δ11.7887.1%9.5%
80Δ11.2485.0%7.0%

20Δ

Calls
Pseudo strike
15.88
IV
66.9%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
17.13
IV
108.0%
B/E move
34.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.60
IV
105.9%
B/E move
32.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.06
IV
103.8%
B/E move
29.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
15.53
IV
101.7%
B/E move
27.1%
Puts
Pseudo strike
13.06
IV
186.9%
B/E move
20.5%

45Δ

Calls
Pseudo strike
14.99
IV
99.6%
B/E move
24.5%
Puts
Pseudo strike
13.68
IV
172.2%
B/E move
17.1%

50Δ

Calls
Pseudo strike
14.46
IV
97.6%
B/E move
22.0%
Puts
Pseudo strike
14.29
IV
157.5%
B/E move
13.8%

55Δ

Calls
Pseudo strike
13.92
IV
95.5%
B/E move
19.5%
Puts
Pseudo strike
14.90
IV
142.8%
B/E move
10.4%

60Δ

Calls
Pseudo strike
13.38
IV
93.4%
B/E move
17.0%
Puts
Pseudo strike
16.02
IV
149.6%
B/E move
9.0%

65Δ

Calls
Pseudo strike
12.85
IV
91.3%
B/E move
14.5%
Puts
Pseudo strike
17.23
IV
160.6%
B/E move
7.9%

70Δ

Calls
Pseudo strike
12.31
IV
89.2%
B/E move
12.0%
Puts
Pseudo strike
20.73
IV
202.8%
B/E move
7.6%

75Δ

Calls
Pseudo strike
11.78
IV
87.1%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.24
IV
85.0%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations