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Expand Energy Corporation EXE

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-21T17:48:00.323Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:47:53.247749746Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:59.621506+00:00

Share price$92.76
1D+0.4%
$90.36$91.04$91.72$92.39$93.075:30 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$0.17$1.43$2.70$3.97$5.24$88.80$90.67$92.54$94.40$96.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXE spot · $92.76EXE PRICE$0.30$0.40$0.50$0.61$0.75$0.89$1.05$1.22$1.39$1.66$2.00$0.35$0.37$0.47$0.57$0.70$0.86$1.01$1.18$1.39$1.59$2.33$3.78$4.87
PutsCheap0.91×
CallsFair0.98×
SkewBearish+3.10 pp
Implied moveBalanced±$2.05
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.1839.9%2.9%90.0946.0%3.3%
25Δ94.6839.0%2.5%91.1735.4%2.1%
30Δ94.2338.4%2.1%91.5335.0%1.8%
35Δ93.8438.1%1.8%91.8934.5%1.6%
40Δ93.5038.3%1.6%92.2134.7%1.4%
45Δ93.1538.4%1.4%92.5135.2%1.2%
50Δ92.8238.4%1.2%92.8235.7%1.0%
55Δ92.4938.3%1.0%93.1336.0%0.9%
60Δ92.1538.2%0.8%93.4636.1%0.7%
65Δ91.7639.1%0.7%93.7936.2%0.6%
70Δ91.3340.9%0.6%94.5544.7%0.6%
75Δ95.9164.6%0.7%
80Δ97.1271.1%0.5%

20Δ

Calls
Pseudo strike
95.18
IV
39.9%
B/E move
2.9%
Puts
Pseudo strike
90.09
IV
46.0%
B/E move
3.3%

25Δ

Calls
Pseudo strike
94.68
IV
39.0%
B/E move
2.5%
Puts
Pseudo strike
91.17
IV
35.4%
B/E move
2.1%

30Δ

Calls
Pseudo strike
94.23
IV
38.4%
B/E move
2.1%
Puts
Pseudo strike
91.53
IV
35.0%
B/E move
1.8%

35Δ

Calls
Pseudo strike
93.84
IV
38.1%
B/E move
1.8%
Puts
Pseudo strike
91.89
IV
34.5%
B/E move
1.6%

40Δ

Calls
Pseudo strike
93.50
IV
38.3%
B/E move
1.6%
Puts
Pseudo strike
92.21
IV
34.7%
B/E move
1.4%

45Δ

Calls
Pseudo strike
93.15
IV
38.4%
B/E move
1.4%
Puts
Pseudo strike
92.51
IV
35.2%
B/E move
1.2%

50Δ

Calls
Pseudo strike
92.82
IV
38.4%
B/E move
1.2%
Puts
Pseudo strike
92.82
IV
35.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
92.49
IV
38.3%
B/E move
1.0%
Puts
Pseudo strike
93.13
IV
36.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
92.15
IV
38.2%
B/E move
0.8%
Puts
Pseudo strike
93.46
IV
36.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
91.76
IV
39.1%
B/E move
0.7%
Puts
Pseudo strike
93.79
IV
36.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
91.33
IV
40.9%
B/E move
0.6%
Puts
Pseudo strike
94.55
IV
44.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.91
IV
64.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.12
IV
71.1%
B/E move
0.5%

Options history

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