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Western Midstream Partners, LP WES

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Market datapartial · fetched 2026-10-22T21:11:30.175Z

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 · 2026-10-22T20:10:00.002621264Z

FundamentalsAlpha Vantage · unavailable

Share price$44.46
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$2.68$5.36$8.04$10.72$37.79$41.09$44.40$47.70$51.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WES spot · $44.46WES PRICE$0.24$0.32$0.41$0.51$0.60$0.70$0.80$0.91$1.01$1.14$1.35$1.56$1.77$0.46$0.62$0.83$1.04$1.26$1.56$1.92$2.47$3.23$4.38$7.29$9.94
PutsFair0.99×
CallsCheap0.39×
SkewBearish+26.43 pp
Implied moveBearish±$2.72
TiltBearish51.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.5517.1%5.2%41.5531.3%7.6%
25Δ46.1617.2%4.5%42.1831.4%6.5%
30Δ45.8217.3%4.0%42.6932.4%5.8%
35Δ45.5217.2%3.5%43.2133.1%5.2%
40Δ45.2217.2%3.1%43.7433.3%4.5%
45Δ44.9317.0%2.6%44.2834.2%3.9%
50Δ44.6816.4%2.3%44.8435.8%3.5%
55Δ44.4215.8%2.0%45.5339.0%3.2%
60Δ44.1715.3%1.6%46.3943.6%2.9%
65Δ43.9114.9%1.3%47.6150.5%2.8%
70Δ43.6215.0%1.1%50.4269.1%3.0%
75Δ43.3315.1%1.0%53.2778.0%2.5%
80Δ43.0515.2%0.8%

20Δ

Calls
Pseudo strike
46.55
IV
17.1%
B/E move
5.2%
Puts
Pseudo strike
41.55
IV
31.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
46.16
IV
17.2%
B/E move
4.5%
Puts
Pseudo strike
42.18
IV
31.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
45.82
IV
17.3%
B/E move
4.0%
Puts
Pseudo strike
42.69
IV
32.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
45.52
IV
17.2%
B/E move
3.5%
Puts
Pseudo strike
43.21
IV
33.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
45.22
IV
17.2%
B/E move
3.1%
Puts
Pseudo strike
43.74
IV
33.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
44.93
IV
17.0%
B/E move
2.6%
Puts
Pseudo strike
44.28
IV
34.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
44.68
IV
16.4%
B/E move
2.3%
Puts
Pseudo strike
44.84
IV
35.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
44.42
IV
15.8%
B/E move
2.0%
Puts
Pseudo strike
45.53
IV
39.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
44.17
IV
15.3%
B/E move
1.6%
Puts
Pseudo strike
46.39
IV
43.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
43.91
IV
14.9%
B/E move
1.3%
Puts
Pseudo strike
47.61
IV
50.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
43.62
IV
15.0%
B/E move
1.1%
Puts
Pseudo strike
50.42
IV
69.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
43.33
IV
15.1%
B/E move
1.0%
Puts
Pseudo strike
53.27
IV
78.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
43.05
IV
15.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations