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WESTLAKE CHEMICAL PARTNERS LP WLKP

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Market dataready · fetched 2026-11-06T14:32:40.786Z

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 · 2026-11-06T14:30:05.228283718Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:32:20.434376+00:00

Share price$21.06
1D+0.0%
$21.05$21.05$21.06$21.07$21.075:30 AM6:30 AM9:00 AM1:00 PMWLKP
Sold putSold call

WESTLAKE CHEMICAL PARTNERS LP options

Live interpolated WLKP call and put midpoint premiums by absolute delta.WESTLAKE CHEMICAL PARTNERS LP$0.34$1.22$2.11$2.99$3.87$19.26$20.21$21.16$22.11$23.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WLKP spot · $21.06WLKP PRICE$0.43$0.72$1.00$1.29$1.57$1.85$2.14$2.42$2.71$2.99$3.28$3.56$0.85$1.21$1.57$1.93$2.29$2.62$2.87$3.12$3.37$3.62
Puts——
Calls——
Skew——
Implied moveBalanced±$3.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ22.1641.9%7.3%
30Δ21.7746.4%6.8%
35Δ21.3950.9%6.3%20.4266.3%7.0%
40Δ21.0155.5%5.9%20.8674.2%6.7%
45Δ20.6360.0%5.4%21.3082.1%6.3%
50Δ20.2564.5%4.9%21.7490.0%5.9%
55Δ19.8669.1%4.5%22.1897.9%5.5%
60Δ19.4873.6%4.0%22.62101.9%5.0%
65Δ19.1078.1%3.6%23.0396.0%4.3%
70Δ18.7282.7%3.1%23.4590.1%3.5%
75Δ18.3387.2%2.6%23.8784.2%2.7%
80Δ17.9591.7%2.2%24.2878.3%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
22.16
IV
41.9%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
21.77
IV
46.4%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
21.39
IV
50.9%
B/E move
6.3%
Puts
Pseudo strike
20.42
IV
66.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
21.01
IV
55.5%
B/E move
5.9%
Puts
Pseudo strike
20.86
IV
74.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
20.63
IV
60.0%
B/E move
5.4%
Puts
Pseudo strike
21.30
IV
82.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
20.25
IV
64.5%
B/E move
4.9%
Puts
Pseudo strike
21.74
IV
90.0%
B/E move
5.9%

55Δ

Calls
Pseudo strike
19.86
IV
69.1%
B/E move
4.5%
Puts
Pseudo strike
22.18
IV
97.9%
B/E move
5.5%

60Δ

Calls
Pseudo strike
19.48
IV
73.6%
B/E move
4.0%
Puts
Pseudo strike
22.62
IV
101.9%
B/E move
5.0%

65Δ

Calls
Pseudo strike
19.10
IV
78.1%
B/E move
3.6%
Puts
Pseudo strike
23.03
IV
96.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
18.72
IV
82.7%
B/E move
3.1%
Puts
Pseudo strike
23.45
IV
90.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
18.33
IV
87.2%
B/E move
2.6%
Puts
Pseudo strike
23.87
IV
84.2%
B/E move
2.7%

80Δ

Calls
Pseudo strike
17.95
IV
91.7%
B/E move
2.2%
Puts
Pseudo strike
24.28
IV
78.3%
B/E move
1.9%

Options history

IV · four-Friday blend55.00%
Daily EOD
WLKP51.9%53.5%55.2%2026-10-19: 52.09%2026-10-20: 54.40%2026-10-21: 55.00%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
52.09%
54.40%
55.00%