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WaterBridge Infrastructure LLC WBI

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Market datapartial · fetched 2026-10-22T23:24:40.541Z

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 · 2026-10-22T23:00:00.002067739Z

FundamentalsAlpha Vantage · unavailable

Share price$28.33
1D-5.8%
AH$27.84$28.43$29.03$29.63$30.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWBI
Sold putSold callAH

WaterBridge Infrastructure LLC options

Live interpolated WBI call and put midpoint premiums by absolute delta.WaterBridge Infrastructure LLC$0.73$1.99$3.25$4.51$5.77$22.36$25.58$28.80$32.02$35.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WBI spot · $28.33WBI PRICE$0.91$1.03$0.95$0.87$1.17$1.60$2.03$2.46$2.88$3.31$3.74$4.17$5.41$1.02$0.89$1.11$1.34$1.57$1.80$2.03$2.26$2.49$2.96$3.60$4.23$4.87
PutsFair1.02×
CallsExpensive1.37×
SkewBullish-11.81 pp
Implied moveBalanced±$4.06
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.94113.0%40.7%23.30101.0%21.4%
25Δ37.81109.2%37.1%25.3766.4%13.6%
30Δ34.3481.2%24.6%26.0064.3%12.2%
35Δ30.8753.2%12.0%26.6262.2%10.8%
40Δ29.5448.6%8.4%27.2560.2%9.4%
45Δ28.9252.0%7.7%27.8858.1%8.0%
50Δ28.2955.4%7.0%28.5056.0%6.6%
55Δ27.6758.8%6.3%29.1353.9%5.1%
60Δ27.0562.1%5.7%29.7551.9%3.7%
65Δ26.4365.5%5.0%30.4750.5%2.9%
70Δ25.8168.9%4.3%31.2549.7%2.4%
75Δ25.1972.2%3.6%32.0348.8%1.9%
80Δ23.8284.5%3.2%32.8148.0%1.4%

20Δ

Calls
Pseudo strike
38.94
IV
113.0%
B/E move
40.7%
Puts
Pseudo strike
23.30
IV
101.0%
B/E move
21.4%

25Δ

Calls
Pseudo strike
37.81
IV
109.2%
B/E move
37.1%
Puts
Pseudo strike
25.37
IV
66.4%
B/E move
13.6%

30Δ

Calls
Pseudo strike
34.34
IV
81.2%
B/E move
24.6%
Puts
Pseudo strike
26.00
IV
64.3%
B/E move
12.2%

35Δ

Calls
Pseudo strike
30.87
IV
53.2%
B/E move
12.0%
Puts
Pseudo strike
26.62
IV
62.2%
B/E move
10.8%

40Δ

Calls
Pseudo strike
29.54
IV
48.6%
B/E move
8.4%
Puts
Pseudo strike
27.25
IV
60.2%
B/E move
9.4%

45Δ

Calls
Pseudo strike
28.92
IV
52.0%
B/E move
7.7%
Puts
Pseudo strike
27.88
IV
58.1%
B/E move
8.0%

50Δ

Calls
Pseudo strike
28.29
IV
55.4%
B/E move
7.0%
Puts
Pseudo strike
28.50
IV
56.0%
B/E move
6.6%

55Δ

Calls
Pseudo strike
27.67
IV
58.8%
B/E move
6.3%
Puts
Pseudo strike
29.13
IV
53.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
27.05
IV
62.1%
B/E move
5.7%
Puts
Pseudo strike
29.75
IV
51.9%
B/E move
3.7%

65Δ

Calls
Pseudo strike
26.43
IV
65.5%
B/E move
5.0%
Puts
Pseudo strike
30.47
IV
50.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
25.81
IV
68.9%
B/E move
4.3%
Puts
Pseudo strike
31.25
IV
49.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
25.19
IV
72.2%
B/E move
3.6%
Puts
Pseudo strike
32.03
IV
48.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
23.82
IV
84.5%
B/E move
3.2%
Puts
Pseudo strike
32.81
IV
48.0%
B/E move
1.4%

Options history

No recorded observations