SunocoCorp LLC SUNC
ENERGY · OIL & GAS MIDSTREAMi
Market dataready · fetched 2026-10-22T21:06:10.596Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:30.382767039Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:06:10.133321+00:00
Share price$72.09
1D-1.6%
Sold putSold callAH
SunocoCorp LLC options
PutsExpensive1.32×
CallsExpensive1.25×
SkewBearish+4.37 pp
Implied moveBearish±$6.06
TiltBearish38.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.88 | 94.7% | 20.3% | |||
| 25Δ | 89.14 | 91.7% | 27.0% | 64.19 | 73.4% | 14.4% |
| 30Δ | 82.13 | 70.7% | 17.3% | 66.81 | 60.2% | 10.7% |
| 35Δ | 78.30 | 57.0% | 12.0% | 69.05 | 48.7% | 7.6% |
| 40Δ | 75.52 | 45.9% | 8.2% | 70.57 | 42.9% | 5.8% |
| 45Δ | 74.38 | 40.8% | 6.7% | 71.56 | 41.2% | 5.0% |
| 50Δ | 73.61 | 37.0% | 5.7% | 72.55 | 39.5% | 4.2% |
| 55Δ | 72.84 | 33.2% | 4.7% | 73.54 | 37.9% | 3.4% |
| 60Δ | 72.08 | 29.4% | 3.8% | 74.53 | 36.2% | 2.5% |
| 65Δ | 71.31 | 25.6% | 2.8% | 75.86 | 36.8% | 2.0% |
| 70Δ | 70.55 | 21.8% | 1.9% | 77.51 | 39.6% | 1.6% |
| 75Δ | 79.17 | 42.4% | 1.3% | |||
| 80Δ | 83.03 | 52.6% | 1.2% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 59.88
- IV
- 94.7%
- B/E move
- 20.3%
25Δ
- Pseudo strike
- 89.14
- IV
- 91.7%
- B/E move
- 27.0%
- Pseudo strike
- 64.19
- IV
- 73.4%
- B/E move
- 14.4%
30Δ
- Pseudo strike
- 82.13
- IV
- 70.7%
- B/E move
- 17.3%
- Pseudo strike
- 66.81
- IV
- 60.2%
- B/E move
- 10.7%
35Δ
- Pseudo strike
- 78.30
- IV
- 57.0%
- B/E move
- 12.0%
- Pseudo strike
- 69.05
- IV
- 48.7%
- B/E move
- 7.6%
40Δ
- Pseudo strike
- 75.52
- IV
- 45.9%
- B/E move
- 8.2%
- Pseudo strike
- 70.57
- IV
- 42.9%
- B/E move
- 5.8%
45Δ
- Pseudo strike
- 74.38
- IV
- 40.8%
- B/E move
- 6.7%
- Pseudo strike
- 71.56
- IV
- 41.2%
- B/E move
- 5.0%
50Δ
- Pseudo strike
- 73.61
- IV
- 37.0%
- B/E move
- 5.7%
- Pseudo strike
- 72.55
- IV
- 39.5%
- B/E move
- 4.2%
55Δ
- Pseudo strike
- 72.84
- IV
- 33.2%
- B/E move
- 4.7%
- Pseudo strike
- 73.54
- IV
- 37.9%
- B/E move
- 3.4%
60Δ
- Pseudo strike
- 72.08
- IV
- 29.4%
- B/E move
- 3.8%
- Pseudo strike
- 74.53
- IV
- 36.2%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 71.31
- IV
- 25.6%
- B/E move
- 2.8%
- Pseudo strike
- 75.86
- IV
- 36.8%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 70.55
- IV
- 21.8%
- B/E move
- 1.9%
- Pseudo strike
- 77.51
- IV
- 39.6%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 79.17
- IV
- 42.4%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 83.03
- IV
- 52.6%
- B/E move
- 1.2%
Options history
No recorded observations