IntraAlpha
Create free account Start free

WESTLAKE CHEMICAL PARTNERS LP WLKP

i

Market datapartial · fetched 2026-10-23T19:40:13.725Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T19:38:04.818708263Z

FundamentalsAlpha Vantage · unavailable

Share price$21.15
1D+1.6%
$20.78$20.90$21.02$21.14$21.265:30 AM6:30 AM9:00 AM1:00 PMWLKP
Sold putSold call

WESTLAKE CHEMICAL PARTNERS LP options

Live interpolated WLKP call and put midpoint premiums by absolute delta.WESTLAKE CHEMICAL PARTNERS LP$0.18$1.23$2.28$3.33$4.37$14.68$17.38$20.08$22.79$25.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLKP spot · $21.14WLKP PRICE$0.30$0.37$0.44$0.61$0.91$1.21$1.51$1.81$2.11$2.42$0.73$1.11$1.49$1.87$2.07$2.22$2.37$2.52$2.99$3.53$4.07
PutsExpensive2.22×
CallsExpensive1.31×
SkewBearish+25.61 pp
Implied moveBearish±$3.88
TiltBearish36.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.0639.7%24.7%17.7465.8%19.6%
25Δ24.6835.2%18.4%18.4470.1%18.0%
30Δ23.2930.7%12.2%19.1574.4%16.5%
35Δ22.3329.9%8.5%19.8578.7%15.0%
40Δ21.9533.9%8.1%20.4974.8%12.9%
45Δ21.5737.9%7.7%21.1268.7%10.6%
50Δ21.1941.8%7.4%21.7562.6%8.3%
55Δ20.8145.8%7.0%22.3856.5%6.1%
60Δ20.4349.8%6.6%23.0955.7%4.9%
65Δ20.0453.8%6.2%23.8256.1%4.0%
70Δ24.5656.6%3.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
26.06
IV
39.7%
B/E move
24.7%
Puts
Pseudo strike
17.74
IV
65.8%
B/E move
19.6%

25Δ

Calls
Pseudo strike
24.68
IV
35.2%
B/E move
18.4%
Puts
Pseudo strike
18.44
IV
70.1%
B/E move
18.0%

30Δ

Calls
Pseudo strike
23.29
IV
30.7%
B/E move
12.2%
Puts
Pseudo strike
19.15
IV
74.4%
B/E move
16.5%

35Δ

Calls
Pseudo strike
22.33
IV
29.9%
B/E move
8.5%
Puts
Pseudo strike
19.85
IV
78.7%
B/E move
15.0%

40Δ

Calls
Pseudo strike
21.95
IV
33.9%
B/E move
8.1%
Puts
Pseudo strike
20.49
IV
74.8%
B/E move
12.9%

45Δ

Calls
Pseudo strike
21.57
IV
37.9%
B/E move
7.7%
Puts
Pseudo strike
21.12
IV
68.7%
B/E move
10.6%

50Δ

Calls
Pseudo strike
21.19
IV
41.8%
B/E move
7.4%
Puts
Pseudo strike
21.75
IV
62.6%
B/E move
8.3%

55Δ

Calls
Pseudo strike
20.81
IV
45.8%
B/E move
7.0%
Puts
Pseudo strike
22.38
IV
56.5%
B/E move
6.1%

60Δ

Calls
Pseudo strike
20.43
IV
49.8%
B/E move
6.6%
Puts
Pseudo strike
23.09
IV
55.7%
B/E move
4.9%

65Δ

Calls
Pseudo strike
20.04
IV
53.8%
B/E move
6.2%
Puts
Pseudo strike
23.82
IV
56.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.56
IV
56.6%
B/E move
3.1%

75Δ

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

80Δ

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

Options history

No recorded observations