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WESTLAKE CHEMICAL PARTNERS LP WLKP

i

Market dataready · fetched 2026-11-08T21:12:58.682Z

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 · 2026-11-07T00:00:00.003355355Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T21:12:58.008223+00:00

Share price$21.19
1D+0.6%
AH$20.96$21.10$21.24$21.39$21.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWLKP
Sold putSold callAH

WESTLAKE CHEMICAL PARTNERS LP options

Live interpolated WLKP call and put midpoint premiums by absolute delta.WESTLAKE CHEMICAL PARTNERS LP$0.18$1.77$3.37$4.96$6.55$19.42$20.32$21.22$22.12$23.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WLKP spot · $21.19WLKP PRICE$0.35$0.59$0.83$1.07$1.31$1.54$1.78$2.02$2.26$2.50$2.74$2.98$0.57$0.94$1.31$1.68$2.05$2.42$2.81$3.21$3.62$4.02$6.09
Puts——
Calls——
Skew——
Implied moveBearish±$3.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ22.2540.0%6.7%
30Δ21.9241.5%6.2%20.0868.4%7.9%
35Δ21.5943.1%5.8%20.5377.4%7.5%
40Δ21.2544.6%5.3%20.9886.4%7.1%
45Δ20.9246.1%4.9%21.4395.4%6.8%
50Δ20.5947.7%4.4%21.88104.4%6.4%
55Δ20.2549.2%4.0%22.34113.4%6.0%
60Δ19.9250.7%3.5%22.88114.9%5.3%
65Δ19.5852.3%3.1%23.48112.2%4.4%
70Δ19.2553.8%2.6%24.07109.4%3.5%
75Δ18.9255.3%2.2%24.67106.7%2.6%
80Δ18.5856.9%1.7%26.84128.3%2.1%

20Δ

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

25Δ

Calls
Pseudo strike
22.25
IV
40.0%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
21.92
IV
41.5%
B/E move
6.2%
Puts
Pseudo strike
20.08
IV
68.4%
B/E move
7.9%

35Δ

Calls
Pseudo strike
21.59
IV
43.1%
B/E move
5.8%
Puts
Pseudo strike
20.53
IV
77.4%
B/E move
7.5%

40Δ

Calls
Pseudo strike
21.25
IV
44.6%
B/E move
5.3%
Puts
Pseudo strike
20.98
IV
86.4%
B/E move
7.1%

45Δ

Calls
Pseudo strike
20.92
IV
46.1%
B/E move
4.9%
Puts
Pseudo strike
21.43
IV
95.4%
B/E move
6.8%

50Δ

Calls
Pseudo strike
20.59
IV
47.7%
B/E move
4.4%
Puts
Pseudo strike
21.88
IV
104.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
20.25
IV
49.2%
B/E move
4.0%
Puts
Pseudo strike
22.34
IV
113.4%
B/E move
6.0%

60Δ

Calls
Pseudo strike
19.92
IV
50.7%
B/E move
3.5%
Puts
Pseudo strike
22.88
IV
114.9%
B/E move
5.3%

65Δ

Calls
Pseudo strike
19.58
IV
52.3%
B/E move
3.1%
Puts
Pseudo strike
23.48
IV
112.2%
B/E move
4.4%

70Δ

Calls
Pseudo strike
19.25
IV
53.8%
B/E move
2.6%
Puts
Pseudo strike
24.07
IV
109.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
18.92
IV
55.3%
B/E move
2.2%
Puts
Pseudo strike
24.67
IV
106.7%
B/E move
2.6%

80Δ

Calls
Pseudo strike
18.58
IV
56.9%
B/E move
1.7%
Puts
Pseudo strike
26.84
IV
128.3%
B/E move
2.1%

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%