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Brookfield Renewable Partners L.P. BEP

UTILITIES · UTILITIES - RENEWABLE
i

Market dataready · fetched 2026-11-06T21:12:09.895Z

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 · 2026-11-06T21:10:00.004431403Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T21:12:09.307006+00:00

Share price$31.14
1D+0.8%
AH$30.43$30.63$30.83$31.03$31.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBEP
Sold putSold callAH

Brookfield Renewable Partners L.P. options

Live interpolated BEP call and put midpoint premiums by absolute delta.Brookfield Renewable Partners L.P.$0.23$1.25$2.27$3.29$4.31$27.37$29.15$30.94$32.73$34.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BEP spot · $31.14BEP PRICE$0.34$0.44$0.55$0.65$0.75$0.86$0.96$1.06$1.17$1.27$1.37$0.37$0.41$0.51$0.86$1.21$1.56$1.91$2.26$2.61$2.96$3.31$3.66$4.01
PutsFair1.04×
Calls——
Skew——
Implied moveBearish±$2.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.0637.7%10.5%27.6764.1%12.3%
25Δ33.6937.1%9.6%28.9450.2%8.4%
30Δ33.3236.5%8.7%30.0839.1%5.0%
35Δ32.9535.9%7.9%30.5541.1%4.6%
40Δ32.5835.2%7.0%31.0343.2%4.2%
45Δ32.2134.6%6.2%31.5045.3%3.9%
50Δ31.8434.0%5.3%31.9747.3%3.5%
55Δ31.4733.3%4.5%32.4549.4%3.1%
60Δ31.1032.7%3.6%32.9251.5%2.7%
65Δ30.7332.1%2.8%33.3953.5%2.3%
70Δ30.3631.5%1.9%33.8755.6%1.9%
75Δ34.3457.6%1.5%
80Δ34.8159.7%1.1%

20Δ

Calls
Pseudo strike
34.06
IV
37.7%
B/E move
10.5%
Puts
Pseudo strike
27.67
IV
64.1%
B/E move
12.3%

25Δ

Calls
Pseudo strike
33.69
IV
37.1%
B/E move
9.6%
Puts
Pseudo strike
28.94
IV
50.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
33.32
IV
36.5%
B/E move
8.7%
Puts
Pseudo strike
30.08
IV
39.1%
B/E move
5.0%

35Δ

Calls
Pseudo strike
32.95
IV
35.9%
B/E move
7.9%
Puts
Pseudo strike
30.55
IV
41.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
32.58
IV
35.2%
B/E move
7.0%
Puts
Pseudo strike
31.03
IV
43.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
32.21
IV
34.6%
B/E move
6.2%
Puts
Pseudo strike
31.50
IV
45.3%
B/E move
3.9%

50Δ

Calls
Pseudo strike
31.84
IV
34.0%
B/E move
5.3%
Puts
Pseudo strike
31.97
IV
47.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
31.47
IV
33.3%
B/E move
4.5%
Puts
Pseudo strike
32.45
IV
49.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
31.10
IV
32.7%
B/E move
3.6%
Puts
Pseudo strike
32.92
IV
51.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
30.73
IV
32.1%
B/E move
2.8%
Puts
Pseudo strike
33.39
IV
53.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
30.36
IV
31.5%
B/E move
1.9%
Puts
Pseudo strike
33.87
IV
55.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.34
IV
57.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.81
IV
59.7%
B/E move
1.1%

Options history

IV · four-Friday blend27.78%
Daily close
BEP27.5%29.7%31.9%2026-09-18: 31.61%2026-09-21: 28.48%2026-09-22: 27.78%Sep 18Sep 21Sep 22
3 observations2026-09-18 — 2026-09-22
Table
DateIV (%)
31.61%
28.48%
27.78%