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WaterBridge Infrastructure LLC WBI

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-13T01:31:17.390Z

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 · 2026-11-13T00:00:00.001745655Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:31:16.935833+00:00

Share price$27.28
1D-2.0%
AH$27.16$27.46$27.76$28.05$28.355:30 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$0.68$1.27$1.86$2.45$3.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEWBI PRICE$0.76$0.97$1.18$1.39$1.60$1.81$2.03$2.24$2.45$2.66$2.87$0.74$0.78
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.08153.6%18.1%
25Δ28.8058.0%8.3%24.49123.3%13.1%
30Δ28.4261.7%7.7%
35Δ28.0565.4%7.1%
40Δ27.6769.1%6.5%
45Δ27.3072.8%5.9%
50Δ26.9276.5%5.3%
55Δ26.5580.2%4.7%
60Δ26.1783.9%4.1%
65Δ25.8087.6%3.5%
70Δ25.4291.3%2.9%
75Δ25.0595.0%2.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.08
IV
153.6%
B/E move
18.1%

25Δ

Calls
Pseudo strike
28.80
IV
58.0%
B/E move
8.3%
Puts
Pseudo strike
24.49
IV
123.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
28.42
IV
61.7%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
28.05
IV
65.4%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.67
IV
69.1%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
27.30
IV
72.8%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.92
IV
76.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
26.55
IV
80.2%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
26.17
IV
83.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.80
IV
87.6%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.42
IV
91.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.05
IV
95.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.21%
Daily EOD
WBI47.5%50.0%52.6%2026-10-19: 49.19%2026-10-20: 49.58%2026-10-21: 50.28%2026-10-22: 51.63%2026-10-23: 50.52%2026-10-26: 47.81%2026-10-27: 48.50%2026-10-28: 48.21%2026-10-29: 50.14%2026-10-30: 52.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.19%
49.58%
50.28%
51.63%
50.52%
47.81%
48.50%
48.21%
50.14%
52.21%