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WaterBridge Infrastructure LLC WBI

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Market datapartial · fetched 2026-10-23T20:38:00.171Z

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 · 2026-10-23T20:10:00.002652696Z

FundamentalsAlpha Vantage · unavailable

Share price$29.74
1D+5.0%
AH$28.21$28.64$29.07$29.50$29.935:30 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$0.52$3.34$6.16$8.98$11.81$21.71$25.45$29.19$32.93$36.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WBI spot · $29.74WBI PRICE$0.82$1.10$1.16$1.22$1.28$1.33$1.39$1.82$2.31$2.80$3.29$3.78$4.27$1.02$1.21$1.45$1.70$1.94$2.18$2.65$3.36$4.07$4.77$5.48$6.85$10.99
PutsExpensive1.49×
CallsExpensive1.28×
SkewBearish+13.30 pp
Implied moveBearish±$4.05
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.3794.7%31.8%24.6397.7%20.6%
25Δ39.14109.7%35.3%25.8288.1%17.3%
30Δ37.3697.1%29.5%26.7583.5%14.9%
35Δ35.5884.5%23.7%27.6878.8%12.6%
40Δ33.8071.9%17.9%28.6174.2%10.3%
45Δ32.0259.3%12.2%29.5469.6%8.0%
50Δ30.2446.7%6.4%30.4768.2%6.5%
55Δ29.4346.4%5.1%31.4170.0%5.7%
60Δ28.7648.0%4.5%32.3571.8%4.9%
65Δ28.1049.6%3.9%33.3073.6%4.1%
70Δ27.4451.2%3.3%34.2475.4%3.3%
75Δ26.7852.8%2.8%35.8081.7%2.6%
80Δ26.1254.4%2.2%39.99106.9%2.5%

20Δ

Calls
Pseudo strike
38.37
IV
94.7%
B/E move
31.8%
Puts
Pseudo strike
24.63
IV
97.7%
B/E move
20.6%

25Δ

Calls
Pseudo strike
39.14
IV
109.7%
B/E move
35.3%
Puts
Pseudo strike
25.82
IV
88.1%
B/E move
17.3%

30Δ

Calls
Pseudo strike
37.36
IV
97.1%
B/E move
29.5%
Puts
Pseudo strike
26.75
IV
83.5%
B/E move
14.9%

35Δ

Calls
Pseudo strike
35.58
IV
84.5%
B/E move
23.7%
Puts
Pseudo strike
27.68
IV
78.8%
B/E move
12.6%

40Δ

Calls
Pseudo strike
33.80
IV
71.9%
B/E move
17.9%
Puts
Pseudo strike
28.61
IV
74.2%
B/E move
10.3%

45Δ

Calls
Pseudo strike
32.02
IV
59.3%
B/E move
12.2%
Puts
Pseudo strike
29.54
IV
69.6%
B/E move
8.0%

50Δ

Calls
Pseudo strike
30.24
IV
46.7%
B/E move
6.4%
Puts
Pseudo strike
30.47
IV
68.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
29.43
IV
46.4%
B/E move
5.1%
Puts
Pseudo strike
31.41
IV
70.0%
B/E move
5.7%

60Δ

Calls
Pseudo strike
28.76
IV
48.0%
B/E move
4.5%
Puts
Pseudo strike
32.35
IV
71.8%
B/E move
4.9%

65Δ

Calls
Pseudo strike
28.10
IV
49.6%
B/E move
3.9%
Puts
Pseudo strike
33.30
IV
73.6%
B/E move
4.1%

70Δ

Calls
Pseudo strike
27.44
IV
51.2%
B/E move
3.3%
Puts
Pseudo strike
34.24
IV
75.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
26.78
IV
52.8%
B/E move
2.8%
Puts
Pseudo strike
35.80
IV
81.7%
B/E move
2.6%

80Δ

Calls
Pseudo strike
26.12
IV
54.4%
B/E move
2.2%
Puts
Pseudo strike
39.99
IV
106.9%
B/E move
2.5%

Options history

No recorded observations