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Plains All American Pipeline, L.P. Common Units representing Limited Partner Interests PAA

i

Market dataready · fetched 2026-11-04T06:24:14.990Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T22:55:23.452467077Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T06:24:13.978436+00:00

Share price$25.59
1D+0.4%
AH$25.72$25.79$25.87$25.94$26.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAA
Sold putSold callAH

Plains All American Pipeline, L.P. Common Units representing Limited Partner Interests options

Live interpolated PAA call and put midpoint premiums by absolute delta.Plains All American Pipeline, L.P. Common Units representing Limited Partner Interests$0.03$0.65$1.27$1.89$2.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPAA PRICE$0.11$0.17$0.23$0.29$0.35$0.44$0.53$0.65$0.84$1.04$1.36$1.80$2.34$0.09$0.11$0.14$0.16$0.18
Puts——
CallsExpensive2.89×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.4752.8%3.9%24.8943.2%3.1%
25Δ26.3456.4%3.6%25.0740.3%2.5%
30Δ26.2159.9%3.3%25.1938.2%2.1%
35Δ26.0963.5%3.1%25.3136.0%1.7%
40Δ25.9566.6%2.8%25.4233.9%1.4%
45Δ25.7869.0%2.5%
50Δ25.6271.3%2.2%
55Δ25.4575.1%2.0%
60Δ25.2283.7%1.8%
65Δ24.9992.5%1.7%
70Δ24.63105.2%1.6%
75Δ24.16123.3%1.4%
80Δ23.57140.6%1.2%

20Δ

Calls
Pseudo strike
26.47
IV
52.8%
B/E move
3.9%
Puts
Pseudo strike
24.89
IV
43.2%
B/E move
3.1%

25Δ

Calls
Pseudo strike
26.34
IV
56.4%
B/E move
3.6%
Puts
Pseudo strike
25.07
IV
40.3%
B/E move
2.5%

30Δ

Calls
Pseudo strike
26.21
IV
59.9%
B/E move
3.3%
Puts
Pseudo strike
25.19
IV
38.2%
B/E move
2.1%

35Δ

Calls
Pseudo strike
26.09
IV
63.5%
B/E move
3.1%
Puts
Pseudo strike
25.31
IV
36.0%
B/E move
1.7%

40Δ

Calls
Pseudo strike
25.95
IV
66.6%
B/E move
2.8%
Puts
Pseudo strike
25.42
IV
33.9%
B/E move
1.4%

45Δ

Calls
Pseudo strike
25.78
IV
69.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.62
IV
71.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.45
IV
75.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.22
IV
83.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.99
IV
92.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.63
IV
105.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.16
IV
123.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.57
IV
140.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.57%
Daily close
PAA17.9%28.5%39.1%2026-08-06: 37.59%2026-08-07: 20.53%2026-08-10: 22.70%2026-08-11: 24.19%2026-08-12: 25.47%2026-08-13: 23.84%2026-08-14: 19.35%2026-08-17: 20.68%2026-08-18: 21.85%2026-08-19: 22.10%2026-08-21: 19.38%2026-08-24: 22.74%2026-08-25: 22.73%2026-08-26: 23.58%2026-08-27: 23.22%2026-08-28: 19.62%2026-08-31: 22.83%2026-09-02: 22.67%2026-09-03: 23.39%2026-09-04: 20.54%2026-09-08: 21.66%2026-09-09: 23.20%2026-09-11: 21.71%2026-09-14: 23.73%2026-09-15: 23.07%2026-09-16: 24.79%2026-09-17: 25.01%2026-09-18: 21.67%2026-09-21: 21.66%2026-09-22: 20.05%2026-09-23: 22.17%2026-09-25: 21.84%2026-09-28: 21.14%2026-09-29: 21.22%2026-10-02: 21.54%2026-10-05: 20.79%2026-10-06: 24.01%2026-10-07: 23.52%2026-10-08: 24.04%2026-10-09: 21.02%2026-10-12: 22.66%2026-10-13: 23.35%2026-10-14: 22.43%2026-10-16: 22.60%2026-10-19: 22.78%2026-10-20: 25.27%2026-10-21: 29.27%2026-10-22: 36.49%2026-10-23: 27.40%2026-10-26: 30.63%2026-10-27: 28.30%2026-10-28: 35.26%2026-10-30: 27.57%Aug 6Sep 17Oct 30
53 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
37.59%
20.53%
22.70%
24.19%
25.47%
23.84%
19.35%
20.68%
21.85%
22.10%
19.38%
22.74%
22.73%
23.58%
23.22%
19.62%
22.83%
22.67%
23.39%
20.54%
21.66%
23.20%
21.71%
23.73%
23.07%
24.79%
25.01%
21.67%
21.66%
20.05%
22.17%
21.84%
21.14%
21.22%
21.54%
20.79%
24.01%
23.52%
24.04%
21.02%
22.66%
23.35%
22.43%
22.60%
22.78%
25.27%
29.27%
36.49%
27.40%
30.63%
28.30%
35.26%
27.57%