IntraAlpha
Create free account Start free

Crexendo, Inc. Common Stock CXDO

i

Market dataready · fetched 2026-11-12T16:42:23.829Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T16:40:19.880833483Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:42:21.083482+00:00

Share price$5.00
1D+0.6%
$4.93$4.96$4.98$5.00$5.035:30 AM6:30 AM9:00 AM1:00 PMCXDO
Sold putSold call

Crexendo, Inc. Common Stock options

Live interpolated CXDO call and put midpoint premiums by absolute delta.Crexendo, Inc. Common Stock$0.09$0.74$1.38$2.02$2.66$3.27$4.13$4.99$5.85$6.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ 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 —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CXDO spot · $5.00CXDO PRICE$0.16$0.20$0.23$0.26$0.30$0.33$0.36$0.40$0.36$0.66$0.96$1.27$1.57$1.87$2.18$2.48
Puts——
Calls——
Skew——
Implied moveBearish±$1.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.9697.4%82.4%
25Δ8.4090.1%71.9%
30Δ7.8482.8%61.3%
35Δ7.2775.6%50.8%
40Δ6.7168.3%40.2%
45Δ6.1561.0%29.6%5.0144.3%7.0%
50Δ5.5953.7%19.1%5.3550.0%6.3%
55Δ5.0346.4%8.5%5.6855.8%5.6%
60Δ6.0261.5%5.0%
65Δ6.3667.2%4.3%
70Δ6.6973.0%3.6%
75Δ7.0378.7%2.9%
80Δ7.3684.4%2.3%

20Δ

Calls
Pseudo strike
8.96
IV
97.4%
B/E move
82.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.40
IV
90.1%
B/E move
71.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.84
IV
82.8%
B/E move
61.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.27
IV
75.6%
B/E move
50.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.71
IV
68.3%
B/E move
40.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.15
IV
61.0%
B/E move
29.6%
Puts
Pseudo strike
5.01
IV
44.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
5.59
IV
53.7%
B/E move
19.1%
Puts
Pseudo strike
5.35
IV
50.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
5.03
IV
46.4%
B/E move
8.5%
Puts
Pseudo strike
5.68
IV
55.8%
B/E move
5.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.02
IV
61.5%
B/E move
5.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.36
IV
67.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.69
IV
73.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.03
IV
78.7%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.36
IV
84.4%
B/E move
2.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations