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Exelixis, Inc. Common Stock EXEL

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Market datapartial · fetched 2026-10-22T23:44:47.027Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:50:48.474749836Z

FundamentalsAlpha Vantage · unavailable

Share price$65.50
1D+0.6%
AH$64.32$64.62$64.93$65.23$65.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXEL
Sold putSold callAH

Exelixis, Inc. Common Stock options

Live interpolated EXEL call and put midpoint premiums by absolute delta.Exelixis, Inc. Common Stock$0.62$3.57$6.52$9.47$12.41$53.69$59.15$64.62$70.09$75.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXEL spot · $65.50EXEL PRICE$0.94$1.29$1.64$1.98$2.28$2.58$2.89$3.19$3.75$4.38$5.01$5.64$6.28$1.35$1.52$1.96$2.40$2.84$3.34$4.18$5.02$5.86$6.84$8.21$9.59$11.56
PutsExpensive1.38×
CallsFair1.03×
SkewBearish+9.55 pp
Implied moveBearish±$7.07
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.3047.3%14.9%56.3966.7%16.0%
25Δ72.8647.9%13.2%60.2151.1%10.4%
30Δ71.4148.5%11.5%61.4650.4%9.2%
35Δ69.9749.1%9.9%62.7149.7%7.9%
40Δ68.7946.8%8.5%63.9648.9%6.7%
45Δ67.6144.5%7.2%65.2248.5%5.5%
50Δ66.4342.2%5.8%66.4949.6%4.9%
55Δ65.2539.9%4.5%67.7650.7%4.2%
60Δ64.2239.3%3.8%69.0451.8%3.6%
65Δ63.2339.1%3.2%70.4352.9%2.9%
70Δ62.2538.9%2.7%72.1753.7%2.4%
75Δ61.2638.7%2.1%73.9154.5%1.8%
80Δ60.2738.5%1.6%76.2256.3%1.3%

20Δ

Calls
Pseudo strike
74.30
IV
47.3%
B/E move
14.9%
Puts
Pseudo strike
56.39
IV
66.7%
B/E move
16.0%

25Δ

Calls
Pseudo strike
72.86
IV
47.9%
B/E move
13.2%
Puts
Pseudo strike
60.21
IV
51.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
71.41
IV
48.5%
B/E move
11.5%
Puts
Pseudo strike
61.46
IV
50.4%
B/E move
9.2%

35Δ

Calls
Pseudo strike
69.97
IV
49.1%
B/E move
9.9%
Puts
Pseudo strike
62.71
IV
49.7%
B/E move
7.9%

40Δ

Calls
Pseudo strike
68.79
IV
46.8%
B/E move
8.5%
Puts
Pseudo strike
63.96
IV
48.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
67.61
IV
44.5%
B/E move
7.2%
Puts
Pseudo strike
65.22
IV
48.5%
B/E move
5.5%

50Δ

Calls
Pseudo strike
66.43
IV
42.2%
B/E move
5.8%
Puts
Pseudo strike
66.49
IV
49.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
65.25
IV
39.9%
B/E move
4.5%
Puts
Pseudo strike
67.76
IV
50.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
64.22
IV
39.3%
B/E move
3.8%
Puts
Pseudo strike
69.04
IV
51.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
63.23
IV
39.1%
B/E move
3.2%
Puts
Pseudo strike
70.43
IV
52.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
62.25
IV
38.9%
B/E move
2.7%
Puts
Pseudo strike
72.17
IV
53.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
61.26
IV
38.7%
B/E move
2.1%
Puts
Pseudo strike
73.91
IV
54.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
60.27
IV
38.5%
B/E move
1.6%
Puts
Pseudo strike
76.22
IV
56.3%
B/E move
1.3%

Options history

EXEL39.2939.7140.132026-10-20: 40.08%2026-10-21: 39.35%Oct 20Oct 21
Table
DateIV
40.08%
39.35%