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XPLR Infrastructure, LP XIFR

UTILITIES · UTILITIES - RENEWABLE
i

Market dataready · fetched 2026-11-06T20:51:00.218Z

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 · 2026-11-06T20:50:54.455343932Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T20:50:59.693708+00:00

Share price$7.27
1D-2.7%
$7.19$7.27$7.35$7.43$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$0.05$0.33$0.60$0.87$1.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ 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 PRICEXIFR PRICE$0.08$0.12$0.16$0.20$0.24$0.28$0.32$0.36$0.40$0.44$0.61$0.84$1.07$0.09$0.09
Puts——
CallsExpensive1.32×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.9852.4%11.0%6.5063.1%11.8%
25Δ7.8852.4%10.1%6.7848.5%7.9%
30Δ7.7752.4%9.2%
35Δ7.6752.4%8.3%
40Δ7.5652.4%7.4%
45Δ7.4552.4%6.5%
50Δ7.3552.4%5.6%
55Δ7.2452.4%4.6%
60Δ7.1452.4%3.7%
65Δ7.0352.4%2.8%
70Δ6.8360.1%2.4%
75Δ6.5871.1%2.1%
80Δ6.3382.2%1.9%

20Δ

Calls
Pseudo strike
7.98
IV
52.4%
B/E move
11.0%
Puts
Pseudo strike
6.50
IV
63.1%
B/E move
11.8%

25Δ

Calls
Pseudo strike
7.88
IV
52.4%
B/E move
10.1%
Puts
Pseudo strike
6.78
IV
48.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
7.77
IV
52.4%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.67
IV
52.4%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.56
IV
52.4%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.45
IV
52.4%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.35
IV
52.4%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.24
IV
52.4%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.14
IV
52.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.03
IV
52.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.83
IV
60.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.58
IV
71.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.33
IV
82.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

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%