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XPLR Infrastructure, LP XIFR

UTILITIES · UTILITIES - RENEWABLE
i

Market dataready · fetched 2026-11-13T16:10:19.104Z

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: 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 · 2026-11-13T16:08:51.961833153Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T16:10:18.481414+00:00

Share price$7.50
1D+1.4%
$7.38$7.41$7.45$7.48$7.515:30 AM6:30 AM9:00 AM1:00 PMXIFR
Sold putSold call

XPLR Infrastructure, LP options

Live interpolated XIFR call and put midpoint premiums by absolute delta.XPLR Infrastructure, LP$0.05$0.18$0.31$0.44$0.58$6.78$7.11$7.45$7.79$8.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XIFR spot · $7.50XIFR PRICE$0.06$0.09$0.12$0.15$0.18$0.20$0.23$0.26$0.29$0.32$0.35$0.38$0.41$0.08$0.11$0.15$0.19$0.23$0.27$0.31$0.35$0.38$0.42$0.46$0.50$0.54
PutsExpensive1.09×
CallsCheap0.86×
SkewBearish+15.39 pp
Implied moveBearish±$0.54
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.9848.5%7.3%7.0061.5%7.6%
25Δ7.9147.2%6.8%7.0860.6%7.0%
30Δ7.8545.8%6.3%7.1659.6%6.5%
35Δ7.7944.5%5.8%7.2458.7%5.9%
40Δ7.7243.2%5.4%7.3357.8%5.3%
45Δ7.6641.8%4.9%7.4156.8%4.8%
50Δ7.5940.5%4.4%7.4955.9%4.2%
55Δ7.5339.2%3.9%7.5755.0%3.6%
60Δ7.4637.8%3.5%7.6554.0%3.0%
65Δ7.4036.5%3.0%7.7353.1%2.5%
70Δ7.3335.2%2.5%7.8152.2%1.9%
75Δ7.2733.9%2.0%7.8951.2%1.3%
80Δ7.2132.5%1.6%7.9850.3%0.8%

20Δ

Calls
Pseudo strike
7.98
IV
48.5%
B/E move
7.3%
Puts
Pseudo strike
7.00
IV
61.5%
B/E move
7.6%

25Δ

Calls
Pseudo strike
7.91
IV
47.2%
B/E move
6.8%
Puts
Pseudo strike
7.08
IV
60.6%
B/E move
7.0%

30Δ

Calls
Pseudo strike
7.85
IV
45.8%
B/E move
6.3%
Puts
Pseudo strike
7.16
IV
59.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
7.79
IV
44.5%
B/E move
5.8%
Puts
Pseudo strike
7.24
IV
58.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
7.72
IV
43.2%
B/E move
5.4%
Puts
Pseudo strike
7.33
IV
57.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
7.66
IV
41.8%
B/E move
4.9%
Puts
Pseudo strike
7.41
IV
56.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
7.59
IV
40.5%
B/E move
4.4%
Puts
Pseudo strike
7.49
IV
55.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
7.53
IV
39.2%
B/E move
3.9%
Puts
Pseudo strike
7.57
IV
55.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
7.46
IV
37.8%
B/E move
3.5%
Puts
Pseudo strike
7.65
IV
54.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
7.40
IV
36.5%
B/E move
3.0%
Puts
Pseudo strike
7.73
IV
53.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
7.33
IV
35.2%
B/E move
2.5%
Puts
Pseudo strike
7.81
IV
52.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
7.27
IV
33.9%
B/E move
2.0%
Puts
Pseudo strike
7.89
IV
51.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
7.21
IV
32.5%
B/E move
1.6%
Puts
Pseudo strike
7.98
IV
50.3%
B/E move
0.8%

Options history

IV · four-Friday blend41.97%
Daily EOD
XIFR40.2%41.9%43.6%2026-10-19: 41.05%2026-10-20: 41.32%2026-10-21: 41.86%2026-10-22: 42.06%2026-10-23: 43.35%2026-10-26: 41.58%2026-10-27: 41.81%2026-10-28: 40.42%2026-10-29: 41.45%2026-10-30: 41.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.05%
41.32%
41.86%
42.06%
43.35%
41.58%
41.81%
40.42%
41.45%
41.97%