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Sunoco LP Common Units SUN

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Market datapartial · fetched 2026-10-22T23:51:30.666Z

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 · 2026-10-22T20:00:30.382767039Z

FundamentalsAlpha Vantage · unavailable

Share price$72.99
1D-1.7%
AH$71.98$72.59$73.19$73.79$74.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUN
Sold putSold callAH

Sunoco LP Common Units options

Live interpolated SUN call and put midpoint premiums by absolute delta.Sunoco LP Common Units$0.26$3.79$7.32$10.85$14.38$60.31$66.64$72.97$79.29$85.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUN spot · $72.99SUN PRICE$0.64$0.85$1.03$1.20$1.44$1.76$2.09$2.41$2.79$3.19$3.60$4.00$4.49$0.88$1.20$1.52$1.99$2.52$3.05$3.61$4.17$4.91$5.71$7.18$10.82$13.37
PutsCheap0.84×
CallsCheap0.52×
SkewBearish+16.04 pp
Implied moveBearish±$5.70
TiltBearish34.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.5127.6%8.4%67.5136.4%8.7%
25Δ77.6028.8%7.5%68.6236.4%7.6%
30Δ76.6027.4%6.4%69.7236.5%6.6%
35Δ75.5925.8%5.2%70.7237.7%5.8%
40Δ74.7225.1%4.3%71.6739.3%5.3%
45Δ74.0625.4%3.9%72.6540.7%4.7%
50Δ73.4025.8%3.4%73.7040.4%4.0%
55Δ72.7326.2%3.0%74.7540.2%3.3%
60Δ72.0626.1%2.5%75.9040.5%2.7%
65Δ71.3725.7%2.2%77.0740.8%2.2%
70Δ70.6925.3%1.8%78.8143.9%1.9%
75Δ70.0024.9%1.4%82.5255.2%1.8%
80Δ69.2623.6%1.0%85.3958.3%1.3%

20Δ

Calls
Pseudo strike
78.51
IV
27.6%
B/E move
8.4%
Puts
Pseudo strike
67.51
IV
36.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
77.60
IV
28.8%
B/E move
7.5%
Puts
Pseudo strike
68.62
IV
36.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
76.60
IV
27.4%
B/E move
6.4%
Puts
Pseudo strike
69.72
IV
36.5%
B/E move
6.6%

35Δ

Calls
Pseudo strike
75.59
IV
25.8%
B/E move
5.2%
Puts
Pseudo strike
70.72
IV
37.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
74.72
IV
25.1%
B/E move
4.3%
Puts
Pseudo strike
71.67
IV
39.3%
B/E move
5.3%

45Δ

Calls
Pseudo strike
74.06
IV
25.4%
B/E move
3.9%
Puts
Pseudo strike
72.65
IV
40.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
73.40
IV
25.8%
B/E move
3.4%
Puts
Pseudo strike
73.70
IV
40.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
72.73
IV
26.2%
B/E move
3.0%
Puts
Pseudo strike
74.75
IV
40.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
72.06
IV
26.1%
B/E move
2.5%
Puts
Pseudo strike
75.90
IV
40.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
71.37
IV
25.7%
B/E move
2.2%
Puts
Pseudo strike
77.07
IV
40.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
70.69
IV
25.3%
B/E move
1.8%
Puts
Pseudo strike
78.81
IV
43.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
70.00
IV
24.9%
B/E move
1.4%
Puts
Pseudo strike
82.52
IV
55.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
69.26
IV
23.6%
B/E move
1.0%
Puts
Pseudo strike
85.39
IV
58.3%
B/E move
1.3%

Options history

No recorded observations