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PEMBINA PIPELINE CORPORATION PBA

i

Market datapartial · fetched 2026-11-06T21:44:14.009Z

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 · 2026-11-06T21:10:00.00137408Z

FundamentalsAlpha Vantage · unavailable

Share price$48.29
1D+0.6%
AH$47.27$47.59$47.91$48.24$48.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBA
Sold putSold callAH

PEMBINA PIPELINE CORPORATION options

Live interpolated PBA call and put midpoint premiums by absolute delta.PEMBINA PIPELINE CORPORATION$0.00$3.81$7.62$11.43$15.24$44.04$46.98$49.92$52.87$55.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBA spot · $48.29PBA PRICE$0.33$0.41$0.82$2.15$3.48$4.82$6.15$7.48$8.81$10.14$11.48$12.81$14.14$0.46$0.64$0.81$0.99$1.17$1.34$1.52$1.69$1.87$2.04$2.32$3.37$4.43
PutsExpensive1.26×
CallsExpensive2.76×
SkewBullish-34.58 pp
Implied moveBullish±$7.66
TiltBullish57.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.8432.6%8.0%45.6532.8%6.4%
25Δ50.7830.4%6.0%46.0932.7%5.9%
30Δ49.6231.0%4.4%46.5332.5%5.3%
35Δ48.1539.7%4.2%46.9732.4%4.8%
40Δ46.6748.3%3.9%47.4132.3%4.2%
45Δ45.2056.9%3.6%47.8532.2%3.7%
50Δ43.7265.5%3.3%48.2932.0%3.1%
55Δ42.2574.1%3.0%48.7331.9%2.6%
60Δ40.7882.7%2.7%49.1731.8%2.0%
65Δ39.3091.3%2.4%49.6131.7%1.5%
70Δ37.8399.9%2.1%50.1332.0%1.0%
75Δ36.35108.6%1.8%51.2835.5%0.8%
80Δ34.88117.2%1.5%52.4238.9%0.6%

20Δ

Calls
Pseudo strike
51.84
IV
32.6%
B/E move
8.0%
Puts
Pseudo strike
45.65
IV
32.8%
B/E move
6.4%

25Δ

Calls
Pseudo strike
50.78
IV
30.4%
B/E move
6.0%
Puts
Pseudo strike
46.09
IV
32.7%
B/E move
5.9%

30Δ

Calls
Pseudo strike
49.62
IV
31.0%
B/E move
4.4%
Puts
Pseudo strike
46.53
IV
32.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
48.15
IV
39.7%
B/E move
4.2%
Puts
Pseudo strike
46.97
IV
32.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
46.67
IV
48.3%
B/E move
3.9%
Puts
Pseudo strike
47.41
IV
32.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
45.20
IV
56.9%
B/E move
3.6%
Puts
Pseudo strike
47.85
IV
32.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
43.72
IV
65.5%
B/E move
3.3%
Puts
Pseudo strike
48.29
IV
32.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
42.25
IV
74.1%
B/E move
3.0%
Puts
Pseudo strike
48.73
IV
31.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
40.78
IV
82.7%
B/E move
2.7%
Puts
Pseudo strike
49.17
IV
31.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
39.30
IV
91.3%
B/E move
2.4%
Puts
Pseudo strike
49.61
IV
31.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
37.83
IV
99.9%
B/E move
2.1%
Puts
Pseudo strike
50.13
IV
32.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
36.35
IV
108.6%
B/E move
1.8%
Puts
Pseudo strike
51.28
IV
35.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
34.88
IV
117.2%
B/E move
1.5%
Puts
Pseudo strike
52.42
IV
38.9%
B/E move
0.6%

Options history

IV · four-Friday blend25.43%
Daily EOD
PBA19.7%23.0%26.3%2026-10-19: 21.39%2026-10-20: 20.13%2026-10-21: 22.01%2026-10-22: 25.86%2026-10-26: 25.81%2026-10-27: 23.90%2026-10-28: 25.43%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
21.39%
20.13%
22.01%
25.86%
25.81%
23.90%
25.43%