IntraAlpha
Create free account Start free

Western Midstream Partners, LP WES

i

Market datapartial · fetched 2026-10-22T16:18:03.200Z

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 · 2026-10-22T16:17:36.211514477Z

FundamentalsAlpha Vantage · unavailable

Share price$44.31
1D-1.1%
$43.74$44.03$44.32$44.61$44.905:30 AM6:30 AM9:00 AM1:00 PMWES
Sold putSold call

Western Midstream Partners, LP options

Live interpolated WES call and put midpoint premiums by absolute delta.Western Midstream Partners, LP$0.00$3.99$7.98$11.97$15.95$36.92$40.43$43.93$47.44$50.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WES spot · $44.31WES PRICE$0.24$0.31$0.40$0.48$0.57$0.65$0.74$0.82$0.91$1.01$1.13$1.24$1.36$0.48$0.64$0.84$1.05$1.33$1.63$2.04$2.51$3.11$4.80$7.58$10.30$14.79
PutsExpensive1.11×
CallsCheap0.35×
SkewBearish+33.33 pp
Implied moveBearish±$2.77
TiltBearish67.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4717.7%5.4%41.2633.0%8.0%
25Δ45.9617.0%4.4%41.9532.6%6.8%
30Δ45.6516.8%3.9%42.5033.1%6.0%
35Δ45.3416.6%3.4%43.0433.7%5.2%
40Δ45.0216.4%2.9%43.5834.7%4.7%
45Δ44.7815.8%2.5%44.1236.0%4.1%
50Δ44.5315.1%2.2%44.7237.8%3.7%
55Δ44.2914.5%1.8%45.3839.8%3.2%
60Δ44.0513.8%1.5%46.1542.4%2.9%
65Δ43.8513.2%1.3%47.7954.6%3.0%
70Δ43.6612.6%1.1%50.5271.5%3.1%
75Δ43.4711.9%0.9%53.4480.7%2.6%
80Δ43.2811.3%0.7%58.1096.2%2.2%

20Δ

Calls
Pseudo strike
46.47
IV
17.7%
B/E move
5.4%
Puts
Pseudo strike
41.26
IV
33.0%
B/E move
8.0%

25Δ

Calls
Pseudo strike
45.96
IV
17.0%
B/E move
4.4%
Puts
Pseudo strike
41.95
IV
32.6%
B/E move
6.8%

30Δ

Calls
Pseudo strike
45.65
IV
16.8%
B/E move
3.9%
Puts
Pseudo strike
42.50
IV
33.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
45.34
IV
16.6%
B/E move
3.4%
Puts
Pseudo strike
43.04
IV
33.7%
B/E move
5.2%

40Δ

Calls
Pseudo strike
45.02
IV
16.4%
B/E move
2.9%
Puts
Pseudo strike
43.58
IV
34.7%
B/E move
4.7%

45Δ

Calls
Pseudo strike
44.78
IV
15.8%
B/E move
2.5%
Puts
Pseudo strike
44.12
IV
36.0%
B/E move
4.1%

50Δ

Calls
Pseudo strike
44.53
IV
15.1%
B/E move
2.2%
Puts
Pseudo strike
44.72
IV
37.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
44.29
IV
14.5%
B/E move
1.8%
Puts
Pseudo strike
45.38
IV
39.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
44.05
IV
13.8%
B/E move
1.5%
Puts
Pseudo strike
46.15
IV
42.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
43.85
IV
13.2%
B/E move
1.3%
Puts
Pseudo strike
47.79
IV
54.6%
B/E move
3.0%

70Δ

Calls
Pseudo strike
43.66
IV
12.6%
B/E move
1.1%
Puts
Pseudo strike
50.52
IV
71.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
43.47
IV
11.9%
B/E move
0.9%
Puts
Pseudo strike
53.44
IV
80.7%
B/E move
2.6%

80Δ

Calls
Pseudo strike
43.28
IV
11.3%
B/E move
0.7%
Puts
Pseudo strike
58.10
IV
96.2%
B/E move
2.2%

Options history

No recorded observations