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XPLR Infrastructure, LP XIFR

i

Market dataready · fetched 2026-11-06T14:32:28.894Z

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 · 2026-11-06T14:32:05.988420476Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:32:28.265795+00:00

Share price$7.26
1D-2.2%
$7.27$7.33$7.39$7.45$7.515:30 AM6:30 AM9:00 AM1:00 PMXIFR
Sold putSold call

XPLR Infrastructure, LP options

Live interpolated XIFR call and put midpoint premiums by absolute delta.XPLR Infrastructure, LP$0.06$0.29$0.52$0.75$0.98$5.71$6.82$7.92$9.02$10.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XIFR spot · $7.26XIFR PRICE$0.08$0.13$0.17$0.21$0.26$0.30$0.34$0.39$0.43$0.47$0.62$0.76$0.91$0.10$0.11$0.12$0.17$0.22$0.27$0.32$0.38$0.43$0.48$0.53$0.59$0.64
PutsCheap0.55×
CallsExpensive1.34×
SkewBullish-13.42 pp
Implied moveBullish±$0.67
TiltBullish7.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.9852.8%11.1%6.4467.4%12.6%
25Δ7.8753.3%10.2%6.7055.9%9.3%
30Δ7.7653.9%9.3%6.9544.5%5.9%
35Δ7.6554.4%8.4%7.0742.0%4.9%
40Δ7.5555.0%7.5%7.1541.4%4.5%
45Δ7.4455.6%6.6%7.2440.9%4.1%
50Δ7.3356.1%5.7%7.3240.4%3.7%
55Δ7.2256.7%4.8%7.4039.9%3.2%
60Δ7.1157.3%3.9%7.4939.3%2.8%
65Δ7.0057.8%3.0%7.5738.8%2.4%
70Δ6.8359.8%2.6%7.6538.3%1.9%
75Δ6.6561.7%2.1%7.7437.7%1.5%
80Δ6.4763.7%1.7%7.8237.2%1.1%

20Δ

Calls
Pseudo strike
7.98
IV
52.8%
B/E move
11.1%
Puts
Pseudo strike
6.44
IV
67.4%
B/E move
12.6%

25Δ

Calls
Pseudo strike
7.87
IV
53.3%
B/E move
10.2%
Puts
Pseudo strike
6.70
IV
55.9%
B/E move
9.3%

30Δ

Calls
Pseudo strike
7.76
IV
53.9%
B/E move
9.3%
Puts
Pseudo strike
6.95
IV
44.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
7.65
IV
54.4%
B/E move
8.4%
Puts
Pseudo strike
7.07
IV
42.0%
B/E move
4.9%

40Δ

Calls
Pseudo strike
7.55
IV
55.0%
B/E move
7.5%
Puts
Pseudo strike
7.15
IV
41.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
7.44
IV
55.6%
B/E move
6.6%
Puts
Pseudo strike
7.24
IV
40.9%
B/E move
4.1%

50Δ

Calls
Pseudo strike
7.33
IV
56.1%
B/E move
5.7%
Puts
Pseudo strike
7.32
IV
40.4%
B/E move
3.7%

55Δ

Calls
Pseudo strike
7.22
IV
56.7%
B/E move
4.8%
Puts
Pseudo strike
7.40
IV
39.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
7.11
IV
57.3%
B/E move
3.9%
Puts
Pseudo strike
7.49
IV
39.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
7.00
IV
57.8%
B/E move
3.0%
Puts
Pseudo strike
7.57
IV
38.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
6.83
IV
59.8%
B/E move
2.6%
Puts
Pseudo strike
7.65
IV
38.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
6.65
IV
61.7%
B/E move
2.1%
Puts
Pseudo strike
7.74
IV
37.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
6.47
IV
63.7%
B/E move
1.7%
Puts
Pseudo strike
7.82
IV
37.2%
B/E move
1.1%

Options history

IV · four-Friday blend41.97%
Daily EOD
XIFR40.2%41.9%43.6%2026-10-19: 41.05%2026-10-20: 41.32%2026-10-21: 41.86%2026-10-22: 42.06%2026-10-23: 43.35%2026-10-26: 41.58%2026-10-27: 41.81%2026-10-28: 40.42%2026-10-29: 41.45%2026-10-30: 41.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.05%
41.32%
41.86%
42.06%
43.35%
41.58%
41.81%
40.42%
41.45%
41.97%