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Western Midstream Partners, LP WES

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Market datapartial · fetched 2026-10-22T21:43:05.593Z

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 · 2026-10-22T21:23:16.545146064Z

FundamentalsAlpha Vantage · unavailable

Share price$44.29
1D-0.8%
AH$43.74$44.03$44.32$44.61$44.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWES
Sold putSold callAH

Western Midstream Partners, LP options

Live interpolated WES call and put midpoint premiums by absolute delta.Western Midstream Partners, LP$0.00$2.42$4.84$7.26$9.68$37.64$40.93$44.22$47.51$50.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WES spot · $44.29WES PRICE$0.25$0.34$0.44$0.54$0.65$0.76$0.87$0.99$1.13$1.37$1.61$2.14$3.80$0.44$0.59$0.79$0.99$1.20$1.45$1.79$2.23$2.85$3.82$6.47$8.98
PutsCheap0.92×
CallsCheap0.46×
SkewBearish+20.32 pp
Implied moveBearish±$2.67
TiltBearish36.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4818.1%5.5%41.4630.3%7.4%
25Δ46.0718.3%4.8%42.1030.1%6.3%
30Δ45.7418.5%4.3%42.5931.1%5.6%
35Δ45.4118.5%3.8%43.0931.8%4.9%
40Δ45.0918.6%3.3%43.6031.8%4.3%
45Δ44.7918.3%2.9%44.1132.1%3.7%
50Δ44.5117.9%2.5%44.6433.5%3.2%
55Δ44.2217.4%2.1%45.2435.6%2.9%
60Δ43.9317.2%1.7%45.9739.2%2.6%
65Δ43.5917.8%1.5%47.0244.9%2.5%
70Δ43.2618.3%1.3%49.5462.9%2.7%
75Δ42.6620.8%1.1%52.2471.6%2.3%
80Δ40.9830.7%1.1%

20Δ

Calls
Pseudo strike
46.48
IV
18.1%
B/E move
5.5%
Puts
Pseudo strike
41.46
IV
30.3%
B/E move
7.4%

25Δ

Calls
Pseudo strike
46.07
IV
18.3%
B/E move
4.8%
Puts
Pseudo strike
42.10
IV
30.1%
B/E move
6.3%

30Δ

Calls
Pseudo strike
45.74
IV
18.5%
B/E move
4.3%
Puts
Pseudo strike
42.59
IV
31.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
45.41
IV
18.5%
B/E move
3.8%
Puts
Pseudo strike
43.09
IV
31.8%
B/E move
4.9%

40Δ

Calls
Pseudo strike
45.09
IV
18.6%
B/E move
3.3%
Puts
Pseudo strike
43.60
IV
31.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
44.79
IV
18.3%
B/E move
2.9%
Puts
Pseudo strike
44.11
IV
32.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
44.51
IV
17.9%
B/E move
2.5%
Puts
Pseudo strike
44.64
IV
33.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
44.22
IV
17.4%
B/E move
2.1%
Puts
Pseudo strike
45.24
IV
35.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
43.93
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
45.97
IV
39.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
43.59
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
47.02
IV
44.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
43.26
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
49.54
IV
62.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
42.66
IV
20.8%
B/E move
1.1%
Puts
Pseudo strike
52.24
IV
71.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
40.98
IV
30.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations