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Sunoco LP Common Units SUN

ENERGY · OIL & GAS REFINING & MARKETING
i

Market dataready · fetched 2026-11-14T02:11:12.462Z

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 · 2026-11-14T01:00:00.000291474Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T02:11:11.910985+00:00

Share price$65.23
1D-0.0%
AH$64.38$64.77$65.16$65.55$65.945:30 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$0.28$1.14$2.01$2.87$3.73$60.62$62.82$65.02$67.22$69.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SUN spot · $65.23SUN PRICE$0.37$0.48$0.63$0.80$0.97$1.14$1.30$1.50$1.87$2.24$2.62$2.99$3.48$0.37$0.51$0.64$0.77$0.91$1.04$1.25$1.47$1.69$1.91$2.13$2.35
Puts——
CallsFair1.00×
Skew——
Implied moveBalanced±$2.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.3636.3%5.4%62.6735.4%4.5%
25Δ67.6436.2%4.4%63.1334.9%4.0%
30Δ67.1536.2%3.9%63.5934.4%3.5%
35Δ66.7136.2%3.5%64.0533.9%3.0%
40Δ66.2736.2%3.1%64.5133.4%2.5%
45Δ65.8336.3%2.7%64.9733.0%2.0%
50Δ65.3936.3%2.2%65.3432.4%1.7%
55Δ64.9436.4%1.8%65.7131.8%1.5%
60Δ64.4237.5%1.6%66.0931.3%1.3%
65Δ63.9038.6%1.4%66.4630.7%1.0%
70Δ63.3839.6%1.2%66.8330.2%0.8%
75Δ62.8640.7%1.0%67.2029.6%0.6%
80Δ62.2341.5%0.7%

20Δ

Calls
Pseudo strike
68.36
IV
36.3%
B/E move
5.4%
Puts
Pseudo strike
62.67
IV
35.4%
B/E move
4.5%

25Δ

Calls
Pseudo strike
67.64
IV
36.2%
B/E move
4.4%
Puts
Pseudo strike
63.13
IV
34.9%
B/E move
4.0%

30Δ

Calls
Pseudo strike
67.15
IV
36.2%
B/E move
3.9%
Puts
Pseudo strike
63.59
IV
34.4%
B/E move
3.5%

35Δ

Calls
Pseudo strike
66.71
IV
36.2%
B/E move
3.5%
Puts
Pseudo strike
64.05
IV
33.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
66.27
IV
36.2%
B/E move
3.1%
Puts
Pseudo strike
64.51
IV
33.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
65.83
IV
36.3%
B/E move
2.7%
Puts
Pseudo strike
64.97
IV
33.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
65.39
IV
36.3%
B/E move
2.2%
Puts
Pseudo strike
65.34
IV
32.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
64.94
IV
36.4%
B/E move
1.8%
Puts
Pseudo strike
65.71
IV
31.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
64.42
IV
37.5%
B/E move
1.6%
Puts
Pseudo strike
66.09
IV
31.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
63.90
IV
38.6%
B/E move
1.4%
Puts
Pseudo strike
66.46
IV
30.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
63.38
IV
39.6%
B/E move
1.2%
Puts
Pseudo strike
66.83
IV
30.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
62.86
IV
40.7%
B/E move
1.0%
Puts
Pseudo strike
67.20
IV
29.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
62.23
IV
41.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.54%
Daily EOD
SUN29.2%31.5%33.9%2026-10-19: 29.56%2026-10-20: 30.72%2026-10-21: 30.79%2026-10-22: 31.28%2026-10-23: 31.83%2026-10-26: 32.05%2026-10-27: 31.15%2026-10-28: 31.81%2026-10-29: 31.35%2026-10-30: 33.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.56%
30.72%
30.79%
31.28%
31.83%
32.05%
31.15%
31.81%
31.35%
33.54%