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Brookfield Asset Management Ltd. BAM

i

Market dataready · fetched 2026-11-04T04:03:09.842Z

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 · 2026-11-04T00:00:00.002161118Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T04:03:09.044416+00:00

Share price$50.95
1D-1.1%
AH$50.78$51.06$51.34$51.61$51.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAM
Sold putSold callAH

Brookfield Asset Management Ltd. options

Live interpolated BAM call and put midpoint premiums by absolute delta.Brookfield Asset Management Ltd.$0.32$1.37$2.43$3.48$4.53$43.85$47.10$50.35$53.59$56.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAM spot · $50.95BAM PRICE$0.44$0.59$0.75$0.90$1.11$1.36$1.62$1.87$2.12$2.56$3.09$3.62$4.22$0.49$0.65$0.80$0.96$1.16$1.40$1.65$1.89$2.14$2.41$2.80$3.19$3.58
PutsExpensive1.20×
CallsCheap0.89×
SkewBullish-3.55 pp
Implied moveBalanced±$3.26
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.7436.2%8.3%47.7537.8%7.2%
25Δ54.0936.1%7.3%48.3937.0%6.3%
30Δ53.4436.0%6.4%49.0236.1%5.4%
35Δ52.8036.0%5.4%49.6535.3%4.4%
40Δ52.2236.1%4.7%50.2134.7%3.7%
45Δ51.7136.4%4.2%50.6934.5%3.3%
50Δ51.1936.7%3.6%51.1734.2%2.8%
55Δ50.6837.1%3.1%51.6533.9%2.3%
60Δ50.1737.4%2.6%52.1333.6%1.9%
65Δ49.5338.5%2.2%52.6233.2%1.5%
70Δ48.8339.9%1.9%53.1532.4%1.2%
75Δ48.1441.4%1.6%53.6931.5%0.9%
80Δ47.3743.3%1.3%54.2230.7%0.6%

20Δ

Calls
Pseudo strike
54.74
IV
36.2%
B/E move
8.3%
Puts
Pseudo strike
47.75
IV
37.8%
B/E move
7.2%

25Δ

Calls
Pseudo strike
54.09
IV
36.1%
B/E move
7.3%
Puts
Pseudo strike
48.39
IV
37.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
53.44
IV
36.0%
B/E move
6.4%
Puts
Pseudo strike
49.02
IV
36.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
52.80
IV
36.0%
B/E move
5.4%
Puts
Pseudo strike
49.65
IV
35.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
52.22
IV
36.1%
B/E move
4.7%
Puts
Pseudo strike
50.21
IV
34.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
51.71
IV
36.4%
B/E move
4.2%
Puts
Pseudo strike
50.69
IV
34.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
51.19
IV
36.7%
B/E move
3.6%
Puts
Pseudo strike
51.17
IV
34.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
50.68
IV
37.1%
B/E move
3.1%
Puts
Pseudo strike
51.65
IV
33.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
50.17
IV
37.4%
B/E move
2.6%
Puts
Pseudo strike
52.13
IV
33.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
49.53
IV
38.5%
B/E move
2.2%
Puts
Pseudo strike
52.62
IV
33.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
48.83
IV
39.9%
B/E move
1.9%
Puts
Pseudo strike
53.15
IV
32.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
48.14
IV
41.4%
B/E move
1.6%
Puts
Pseudo strike
53.69
IV
31.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
47.37
IV
43.3%
B/E move
1.3%
Puts
Pseudo strike
54.22
IV
30.7%
B/E move
0.6%

Options history

IV · four-Friday blend33.43%
Daily EOD
BAM30.0%31.9%33.7%2026-10-19: 31.99%2026-10-20: 31.95%2026-10-21: 31.26%2026-10-22: 31.96%2026-10-23: 31.81%2026-10-26: 31.97%2026-10-27: 31.78%2026-10-28: 31.45%2026-10-29: 30.29%2026-10-30: 33.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.99%
31.95%
31.26%
31.96%
31.81%
31.97%
31.78%
31.45%
30.29%
33.43%