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South Bow Corporation SOBO

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-22T22:07:57.788Z

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 · 2026-10-22T20:10:00.001493018Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:07:56.243623+00:00

Share price$34.57
1D-0.6%
AH$33.99$34.20$34.42$34.63$34.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOBO
Sold putSold callAH

South Bow Corporation options

Live interpolated SOBO call and put midpoint premiums by absolute delta.South Bow Corporation$0.75$3.91$7.06$10.21$13.36$25.59$29.83$34.07$38.31$42.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOBO spot · $34.57SOBO PRICE$1.09$1.19$1.28$1.37$1.47$1.56$1.67$2.06$2.45$2.85$3.24$3.63$4.02$1.23$1.36$1.48$1.61$1.74$1.87$2.00$3.70$5.45$7.20$8.95$10.70$12.45
PutsExpensive2.76×
CallsExpensive2.65×
SkewBearish+10.27 pp
Implied moveBearish±$3.66
TiltBearish36.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.50120.7%46.4%26.65116.2%26.5%
25Δ47.07108.2%39.6%28.04104.7%22.8%
30Δ44.6395.7%32.8%29.4293.2%19.2%
35Δ42.1983.2%26.0%30.8181.8%15.5%
40Δ39.7670.7%19.3%32.1970.3%11.9%
45Δ37.3258.2%12.5%33.5858.8%8.3%
50Δ34.9746.3%6.0%34.9647.3%4.6%
55Δ34.3645.6%5.3%36.8652.9%4.1%
60Δ33.7445.0%4.7%38.7859.0%3.6%
65Δ33.1344.3%4.1%40.6965.0%3.1%
70Δ32.5243.7%3.4%42.6171.1%2.6%
75Δ31.9043.0%2.8%44.5377.1%2.2%
80Δ31.2942.4%2.2%46.4483.2%1.7%

20Δ

Calls
Pseudo strike
49.50
IV
120.7%
B/E move
46.4%
Puts
Pseudo strike
26.65
IV
116.2%
B/E move
26.5%

25Δ

Calls
Pseudo strike
47.07
IV
108.2%
B/E move
39.6%
Puts
Pseudo strike
28.04
IV
104.7%
B/E move
22.8%

30Δ

Calls
Pseudo strike
44.63
IV
95.7%
B/E move
32.8%
Puts
Pseudo strike
29.42
IV
93.2%
B/E move
19.2%

35Δ

Calls
Pseudo strike
42.19
IV
83.2%
B/E move
26.0%
Puts
Pseudo strike
30.81
IV
81.8%
B/E move
15.5%

40Δ

Calls
Pseudo strike
39.76
IV
70.7%
B/E move
19.3%
Puts
Pseudo strike
32.19
IV
70.3%
B/E move
11.9%

45Δ

Calls
Pseudo strike
37.32
IV
58.2%
B/E move
12.5%
Puts
Pseudo strike
33.58
IV
58.8%
B/E move
8.3%

50Δ

Calls
Pseudo strike
34.97
IV
46.3%
B/E move
6.0%
Puts
Pseudo strike
34.96
IV
47.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
34.36
IV
45.6%
B/E move
5.3%
Puts
Pseudo strike
36.86
IV
52.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
33.74
IV
45.0%
B/E move
4.7%
Puts
Pseudo strike
38.78
IV
59.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
33.13
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
40.69
IV
65.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
32.52
IV
43.7%
B/E move
3.4%
Puts
Pseudo strike
42.61
IV
71.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
31.90
IV
43.0%
B/E move
2.8%
Puts
Pseudo strike
44.53
IV
77.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
31.29
IV
42.4%
B/E move
2.2%
Puts
Pseudo strike
46.44
IV
83.2%
B/E move
1.7%

Options history

No recorded observations