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Expand Energy Corporation EXE

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-21T16:59:36.301Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:59:27.727882666Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:35.936235+00:00

Share price$92.53
1D+0.1%
$90.40$90.96$91.52$92.07$92.635:30 AM6:30 AM9:00 AM1:00 PMEXE
Sold putSold call

Expand Energy Corporation options

Live interpolated EXE call and put midpoint premiums by absolute delta.Expand Energy Corporation$0.05$2.44$4.84$7.23$9.63$87.87$89.93$91.99$94.05$96.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXE spot · $92.53EXE PRICE$0.31$0.39$0.48$0.60$0.72$0.85$1.01$1.17$1.34$1.56$1.78$0.41$0.42$0.51$0.63$0.75$0.91$1.09$1.26$1.98$2.87$2.38$6.21$8.94
PutsExpensive1.17×
CallsCheap0.95×
SkewBearish+17.45 pp
Implied moveBearish±$2.09
TiltBearish47.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.9640.5%3.0%89.4753.9%3.7%
25Δ94.4238.4%2.5%90.6141.7%2.5%
30Δ93.9236.8%2.0%91.2337.6%2.0%
35Δ93.5836.8%1.8%91.5837.6%1.7%
40Δ93.2436.8%1.5%91.9337.7%1.5%
45Δ92.9036.8%1.3%92.2637.9%1.3%
50Δ92.5836.8%1.1%92.5938.3%1.1%
55Δ92.2736.8%1.0%92.9238.6%0.9%
60Δ91.9536.7%0.8%93.6449.0%0.9%
65Δ91.6036.6%0.7%94.4762.4%1.0%
70Δ91.2636.5%0.6%94.3546.8%0.6%
75Δ97.73103.5%1.1%
80Δ100.57126.2%1.0%

20Δ

Calls
Pseudo strike
94.96
IV
40.5%
B/E move
3.0%
Puts
Pseudo strike
89.47
IV
53.9%
B/E move
3.7%

25Δ

Calls
Pseudo strike
94.42
IV
38.4%
B/E move
2.5%
Puts
Pseudo strike
90.61
IV
41.7%
B/E move
2.5%

30Δ

Calls
Pseudo strike
93.92
IV
36.8%
B/E move
2.0%
Puts
Pseudo strike
91.23
IV
37.6%
B/E move
2.0%

35Δ

Calls
Pseudo strike
93.58
IV
36.8%
B/E move
1.8%
Puts
Pseudo strike
91.58
IV
37.6%
B/E move
1.7%

40Δ

Calls
Pseudo strike
93.24
IV
36.8%
B/E move
1.5%
Puts
Pseudo strike
91.93
IV
37.7%
B/E move
1.5%

45Δ

Calls
Pseudo strike
92.90
IV
36.8%
B/E move
1.3%
Puts
Pseudo strike
92.26
IV
37.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
92.58
IV
36.8%
B/E move
1.1%
Puts
Pseudo strike
92.59
IV
38.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
92.27
IV
36.8%
B/E move
1.0%
Puts
Pseudo strike
92.92
IV
38.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
91.95
IV
36.7%
B/E move
0.8%
Puts
Pseudo strike
93.64
IV
49.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
91.60
IV
36.6%
B/E move
0.7%
Puts
Pseudo strike
94.47
IV
62.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
91.26
IV
36.5%
B/E move
0.6%
Puts
Pseudo strike
94.35
IV
46.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.73
IV
103.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.57
IV
126.2%
B/E move
1.0%

Options history

EXE36.8837.1237.372026-10-19: 36.91%2026-10-20: 37.33%Oct 19Oct 20
Table
DateIV
36.91%
37.33%