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Sunoco LP Common Units SUN

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Market datapartial · fetched 2026-10-23T15:06:22.450Z

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 · 2026-10-23T15:06:01.415472443Z

FundamentalsAlpha Vantage · unavailable

Share price$73.74
1D+0.9%
$73.01$73.20$73.40$73.59$73.785:30 AM6:30 AM9:00 AM1:00 PMSUN
Sold putSold call

Sunoco LP Common Units options

Live interpolated SUN call and put midpoint premiums by absolute delta.Sunoco LP Common Units$0.21$4.05$7.88$11.71$15.54$61.51$67.61$73.72$79.82$85.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUN spot · $73.74SUN PRICE$0.63$0.76$0.96$1.17$1.39$1.62$1.87$2.12$2.37$2.68$3.27$3.85$4.44$0.94$1.26$1.63$2.14$2.65$3.26$3.88$4.55$5.25$6.41$8.28$10.65$14.44
PutsCheap0.94×
CallsCheap0.50×
SkewBearish+21.14 pp
Implied moveBearish±$5.75
TiltBearish41.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.4328.7%8.6%67.9338.7%9.1%
25Δ77.9226.1%6.7%69.1638.6%7.9%
30Δ76.9625.1%5.7%70.3139.0%6.9%
35Δ76.2224.8%4.9%71.3140.6%6.2%
40Δ75.4724.6%4.2%72.3142.2%5.5%
45Δ74.7824.1%3.6%73.4043.1%4.9%
50Δ74.1823.5%3.1%74.5243.7%4.2%
55Δ73.5922.9%2.7%75.6743.8%3.6%
60Δ72.9922.2%2.2%76.8343.5%2.9%
65Δ72.3721.8%1.8%78.3545.6%2.4%
70Δ71.6022.6%1.5%80.4350.6%2.2%
75Δ70.8423.3%1.3%83.0755.6%1.8%
80Δ70.0724.0%1.1%87.1163.4%1.5%

20Δ

Calls
Pseudo strike
79.43
IV
28.7%
B/E move
8.6%
Puts
Pseudo strike
67.93
IV
38.7%
B/E move
9.1%

25Δ

Calls
Pseudo strike
77.92
IV
26.1%
B/E move
6.7%
Puts
Pseudo strike
69.16
IV
38.6%
B/E move
7.9%

30Δ

Calls
Pseudo strike
76.96
IV
25.1%
B/E move
5.7%
Puts
Pseudo strike
70.31
IV
39.0%
B/E move
6.9%

35Δ

Calls
Pseudo strike
76.22
IV
24.8%
B/E move
4.9%
Puts
Pseudo strike
71.31
IV
40.6%
B/E move
6.2%

40Δ

Calls
Pseudo strike
75.47
IV
24.6%
B/E move
4.2%
Puts
Pseudo strike
72.31
IV
42.2%
B/E move
5.5%

45Δ

Calls
Pseudo strike
74.78
IV
24.1%
B/E move
3.6%
Puts
Pseudo strike
73.40
IV
43.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
74.18
IV
23.5%
B/E move
3.1%
Puts
Pseudo strike
74.52
IV
43.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
73.59
IV
22.9%
B/E move
2.7%
Puts
Pseudo strike
75.67
IV
43.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
72.99
IV
22.2%
B/E move
2.2%
Puts
Pseudo strike
76.83
IV
43.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
72.37
IV
21.8%
B/E move
1.8%
Puts
Pseudo strike
78.35
IV
45.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
71.60
IV
22.6%
B/E move
1.5%
Puts
Pseudo strike
80.43
IV
50.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
70.84
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
83.07
IV
55.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
70.07
IV
24.0%
B/E move
1.1%
Puts
Pseudo strike
87.11
IV
63.4%
B/E move
1.5%

Options history

No recorded observations