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Expand Energy Corporation Common Stock EXE

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-10T22:30:20.067Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:00:09.116834513Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:22:43.613101+00:00

Share price$87.94
1D+2.6%
AH$85$86$87$88$895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXE
Sold putSold callAH

Expand Energy Corporation Common Stock options

Live interpolated EXE call and put midpoint premiums by absolute delta.Expand Energy Corporation Common Stock$0.19$1.53$2.88$4.22$5.56$83.65$85.85$88.06$90.26$92.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EXE spot · $87.94EXE PRICE$0.33$0.45$0.53$0.60$0.69$0.78$0.88$1.04$1.21$1.37$1.49$1.58$1.66$0.41$0.59$0.77$0.93$1.12$1.46$1.83$2.45$2.84$3.12$3.73$5.18
Puts——
CallsCheap0.64×
Skew——
Implied moveBearish±$2.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.4835.9%3.3%85.1443.9%3.7%
25Δ90.0937.9%3.0%85.5746.9%3.4%
30Δ89.5735.8%2.5%86.0049.8%3.1%
35Δ89.0132.4%1.9%86.5648.2%2.6%
40Δ88.6730.9%1.6%87.1047.7%2.2%
45Δ88.3329.5%1.3%87.5951.4%2.1%
50Δ88.0028.0%1.1%88.0955.5%1.9%
55Δ87.7128.0%0.9%88.7863.0%1.8%
60Δ87.4228.0%0.8%89.4063.5%1.6%
65Δ87.1427.9%0.6%89.9860.5%1.2%
70Δ86.9126.6%0.5%90.7762.4%1.0%
75Δ86.7524.1%0.4%92.2974.5%0.9%
80Δ86.5821.6%0.3%

20Δ

Calls
Pseudo strike
90.48
IV
35.9%
B/E move
3.3%
Puts
Pseudo strike
85.14
IV
43.9%
B/E move
3.7%

25Δ

Calls
Pseudo strike
90.09
IV
37.9%
B/E move
3.0%
Puts
Pseudo strike
85.57
IV
46.9%
B/E move
3.4%

30Δ

Calls
Pseudo strike
89.57
IV
35.8%
B/E move
2.5%
Puts
Pseudo strike
86.00
IV
49.8%
B/E move
3.1%

35Δ

Calls
Pseudo strike
89.01
IV
32.4%
B/E move
1.9%
Puts
Pseudo strike
86.56
IV
48.2%
B/E move
2.6%

40Δ

Calls
Pseudo strike
88.67
IV
30.9%
B/E move
1.6%
Puts
Pseudo strike
87.10
IV
47.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
88.33
IV
29.5%
B/E move
1.3%
Puts
Pseudo strike
87.59
IV
51.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
88.00
IV
28.0%
B/E move
1.1%
Puts
Pseudo strike
88.09
IV
55.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
87.71
IV
28.0%
B/E move
0.9%
Puts
Pseudo strike
88.78
IV
63.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
87.42
IV
28.0%
B/E move
0.8%
Puts
Pseudo strike
89.40
IV
63.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
87.14
IV
27.9%
B/E move
0.6%
Puts
Pseudo strike
89.98
IV
60.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
86.91
IV
26.6%
B/E move
0.5%
Puts
Pseudo strike
90.77
IV
62.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
86.75
IV
24.1%
B/E move
0.4%
Puts
Pseudo strike
92.29
IV
74.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
86.58
IV
21.6%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.15%
Daily close
EXE26.2%36.5%46.8%2026-08-12: 31.36%2026-08-13: 30.72%2026-08-14: 30.29%2026-08-18: 30.34%2026-08-21: 31.06%2026-08-24: 31.43%2026-08-25: 30.90%2026-08-26: 30.00%2026-08-27: 30.69%2026-08-28: 29.91%2026-08-31: 31.17%2026-09-01: 30.73%2026-09-02: 29.86%2026-09-03: 29.26%2026-09-04: 27.64%2026-09-08: 30.94%2026-09-09: 33.29%2026-09-10: 35.20%2026-09-11: 28.97%2026-09-14: 32.13%2026-09-15: 32.48%2026-09-16: 36.27%2026-09-17: 36.71%2026-09-18: 28.50%2026-09-21: 32.16%2026-09-22: 32.56%2026-09-23: 33.85%2026-09-24: 34.43%2026-09-25: 30.01%2026-09-28: 32.23%2026-09-29: 31.37%2026-09-30: 32.07%2026-10-01: 32.51%2026-10-02: 29.57%2026-10-05: 31.15%2026-10-06: 30.39%2026-10-07: 31.57%2026-10-08: 31.75%2026-10-09: 28.36%2026-10-12: 29.69%2026-10-13: 33.92%2026-10-14: 36.35%2026-10-15: 35.95%2026-10-16: 34.98%2026-10-19: 36.90%2026-10-20: 37.35%2026-10-21: 36.89%2026-10-22: 41.46%2026-10-23: 39.58%2026-10-26: 44.94%2026-10-27: 45.42%2026-10-28: 38.59%2026-10-29: 38.10%2026-10-30: 32.15%Aug 12Sep 23Oct 30
54 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
31.36%
30.72%
30.29%
30.34%
31.06%
31.43%
30.90%
30.00%
30.69%
29.91%
31.17%
30.73%
29.86%
29.26%
27.64%
30.94%
33.29%
35.20%
28.97%
32.13%
32.48%
36.27%
36.71%
28.50%
32.16%
32.56%
33.85%
34.43%
30.01%
32.23%
31.37%
32.07%
32.51%
29.57%
31.15%
30.39%
31.57%
31.75%
28.36%
29.69%
33.92%
36.35%
35.95%
34.98%
36.90%
37.35%
36.89%
41.46%
39.58%
44.94%
45.42%
38.59%
38.10%
32.15%