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WaterBridge Infrastructure LLC WBI

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-10-23T04:47:40.136Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:47:38.794050+00:00

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$3.26$4.52$5.78$22.32$25.57$28.82$32.06$35.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WBI spot · $28.33WBI PRICE$0.91$1.03$0.95$0.87$1.17$1.60$2.03$2.46$2.89$3.31$3.74$4.17$5.41$1.02$0.89$1.11$1.34$1.57$1.80$2.03$2.25$2.48$2.95$3.59$4.22$4.85
PutsFair1.04×
CallsExpensive1.42×
SkewBullish-12.23 pp
Implied moveBalanced±$4.06
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.94113.5%40.7%23.30101.4%21.4%
25Δ37.80109.7%37.1%25.3766.7%13.6%
30Δ34.3381.8%24.5%26.0064.7%12.2%
35Δ30.8653.9%12.0%26.6262.7%10.8%
40Δ29.5349.6%8.4%27.2560.7%9.4%
45Δ28.9153.0%7.7%27.8758.7%8.0%
50Δ28.2956.4%7.0%28.5056.7%6.6%
55Δ27.6759.9%6.3%29.1254.7%5.2%
60Δ27.0563.3%5.7%29.7552.7%3.8%
65Δ26.4366.7%5.0%30.4651.3%2.9%
70Δ25.8170.2%4.3%31.2450.4%2.4%
75Δ25.1973.6%3.6%32.0249.5%1.9%
80Δ23.8186.1%3.2%32.7948.6%1.4%

20Δ

Calls
Pseudo strike
38.94
IV
113.5%
B/E move
40.7%
Puts
Pseudo strike
23.30
IV
101.4%
B/E move
21.4%

25Δ

Calls
Pseudo strike
37.80
IV
109.7%
B/E move
37.1%
Puts
Pseudo strike
25.37
IV
66.7%
B/E move
13.6%

30Δ

Calls
Pseudo strike
34.33
IV
81.8%
B/E move
24.5%
Puts
Pseudo strike
26.00
IV
64.7%
B/E move
12.2%

35Δ

Calls
Pseudo strike
30.86
IV
53.9%
B/E move
12.0%
Puts
Pseudo strike
26.62
IV
62.7%
B/E move
10.8%

40Δ

Calls
Pseudo strike
29.53
IV
49.6%
B/E move
8.4%
Puts
Pseudo strike
27.25
IV
60.7%
B/E move
9.4%

45Δ

Calls
Pseudo strike
28.91
IV
53.0%
B/E move
7.7%
Puts
Pseudo strike
27.87
IV
58.7%
B/E move
8.0%

50Δ

Calls
Pseudo strike
28.29
IV
56.4%
B/E move
7.0%
Puts
Pseudo strike
28.50
IV
56.7%
B/E move
6.6%

55Δ

Calls
Pseudo strike
27.67
IV
59.9%
B/E move
6.3%
Puts
Pseudo strike
29.12
IV
54.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
27.05
IV
63.3%
B/E move
5.7%
Puts
Pseudo strike
29.75
IV
52.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
26.43
IV
66.7%
B/E move
5.0%
Puts
Pseudo strike
30.46
IV
51.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
25.81
IV
70.2%
B/E move
4.3%
Puts
Pseudo strike
31.24
IV
50.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
25.19
IV
73.6%
B/E move
3.6%
Puts
Pseudo strike
32.02
IV
49.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
23.81
IV
86.1%
B/E move
3.2%
Puts
Pseudo strike
32.79
IV
48.6%
B/E move
1.4%

Options history

No recorded observations