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WESTLAKE CHEMICAL PARTNERS LP WLKP

BASIC MATERIALS · CHEMICALS
i

Market dataready · fetched 2026-11-13T02:54:04.848Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.003788069Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:53:42.333813+00:00

Share price$21.68
1D+0.6%
AH$21.37$21.47$21.56$21.66$21.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWLKP
Sold putSold callAH

WESTLAKE CHEMICAL PARTNERS LP options

Live interpolated WLKP call and put midpoint premiums by absolute delta.WESTLAKE CHEMICAL PARTNERS LP$0.39$3.72$7.04$10.37$13.69$17.08$19.42$21.77$24.11$26.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive WLKP spot · $21.68WLKP PRICE$0.75$0.97$1.19$1.41$1.63$1.85$2.07$2.03$2.11$2.19$2.27$2.35$2.43$2.60$3.18$3.75$12.73
Puts——
Calls——
Skew——
Implied moveBearish±$4.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.2553.6%47.6%15.43121.9%38.2%
25Δ29.8853.5%42.3%16.65109.3%32.9%
30Δ28.5153.5%37.0%17.8696.6%27.7%
35Δ27.1453.4%31.7%19.0884.0%22.5%
40Δ25.7753.3%26.4%20.2971.4%17.3%
45Δ24.4053.3%21.0%21.5058.7%12.0%
50Δ23.0353.2%15.7%22.6548.5%7.5%
55Δ23.4749.2%6.4%
60Δ24.2950.0%5.3%
65Δ
70Δ
75Δ33.5889.0%3.9%
80Δ

20Δ

Calls
Pseudo strike
31.25
IV
53.6%
B/E move
47.6%
Puts
Pseudo strike
15.43
IV
121.9%
B/E move
38.2%

25Δ

Calls
Pseudo strike
29.88
IV
53.5%
B/E move
42.3%
Puts
Pseudo strike
16.65
IV
109.3%
B/E move
32.9%

30Δ

Calls
Pseudo strike
28.51
IV
53.5%
B/E move
37.0%
Puts
Pseudo strike
17.86
IV
96.6%
B/E move
27.7%

35Δ

Calls
Pseudo strike
27.14
IV
53.4%
B/E move
31.7%
Puts
Pseudo strike
19.08
IV
84.0%
B/E move
22.5%

40Δ

Calls
Pseudo strike
25.77
IV
53.3%
B/E move
26.4%
Puts
Pseudo strike
20.29
IV
71.4%
B/E move
17.3%

45Δ

Calls
Pseudo strike
24.40
IV
53.3%
B/E move
21.0%
Puts
Pseudo strike
21.50
IV
58.7%
B/E move
12.0%

50Δ

Calls
Pseudo strike
23.03
IV
53.2%
B/E move
15.7%
Puts
Pseudo strike
22.65
IV
48.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.47
IV
49.2%
B/E move
6.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.29
IV
50.0%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.58
IV
89.0%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.00%
Daily EOD
WLKP51.9%53.5%55.2%2026-10-19: 52.09%2026-10-20: 54.40%2026-10-21: 55.00%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
52.09%
54.40%
55.00%