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South Bow Corporation SOBO

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-12T02:53:36.848Z

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 · 2026-11-12T00:00:00.001873509Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:53:36.484544+00:00

Share price$33.09
1D+0.6%
AH$32.65$32.79$32.92$33.05$33.185:30 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$0.72$1.59$2.46$3.33$4.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESOBO PRICE$0.81$1.06$1.08$1.10$0.90$1.04$1.18$1.32$1.46$1.60$1.74$1.88$2.02$2.16$2.53$3.95
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.95153.6%29.2%
25Δ40.12155.1%24.4%30.00108.1%12.1%
30Δ38.04129.7%18.2%30.51102.3%10.9%
35Δ35.95102.3%11.9%31.0296.5%9.8%
40Δ31.5390.7%8.7%
45Δ32.0484.9%7.6%
50Δ32.5579.1%6.5%
55Δ33.0673.3%5.4%
60Δ33.5767.5%4.2%
65Δ34.0761.7%3.1%
70Δ34.5855.9%2.0%
75Δ35.2753.0%1.1%
80Δ36.7663.3%0.9%

20Δ

Calls
Pseudo strike
41.95
IV
153.6%
B/E move
29.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
40.12
IV
155.1%
B/E move
24.4%
Puts
Pseudo strike
30.00
IV
108.1%
B/E move
12.1%

30Δ

Calls
Pseudo strike
38.04
IV
129.7%
B/E move
18.2%
Puts
Pseudo strike
30.51
IV
102.3%
B/E move
10.9%

35Δ

Calls
Pseudo strike
35.95
IV
102.3%
B/E move
11.9%
Puts
Pseudo strike
31.02
IV
96.5%
B/E move
9.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.53
IV
90.7%
B/E move
8.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.04
IV
84.9%
B/E move
7.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.55
IV
79.1%
B/E move
6.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.06
IV
73.3%
B/E move
5.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.57
IV
67.5%
B/E move
4.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.07
IV
61.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.58
IV
55.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.27
IV
53.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.76
IV
63.3%
B/E move
0.9%

Options history

IV · four-Friday blend39.82%
Daily EOD
SOBO26.3%33.6%40.8%2026-10-19: 30.19%2026-10-20: 27.33%2026-10-21: 30.92%2026-10-22: 37.26%2026-10-23: 33.40%2026-10-28: 39.82%Oct 19Oct 21Oct 28
6 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
30.19%
27.33%
30.92%
37.26%
33.40%
39.82%