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Exelixis, Inc. Common Stock EXEL

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Market dataready · fetched 2026-11-12T01:42:47.895Z

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: 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 · 2026-11-12T00:12:09.338914623Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-12T01:42:47.303915+00:00

Share price$70.00
1D+0.3%
AH$69.61$69.95$70.28$70.62$70.955:30 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$0.53$2.31$4.08$5.86$7.63$64.00$66.93$69.85$72.77$75.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EXEL spot · $70.00EXEL PRICE$0.74$0.99$1.18$1.55$1.92$2.29$2.74$3.24$3.75$4.54$5.59$7.12$0.73$0.96$1.20$0.91$1.23$1.56$1.88$2.21$2.53
Puts——
Calls——
Skew——
Implied moveBullish±$3.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.9757.8%9.6%66.3145.0%6.3%
25Δ75.1962.1%8.8%66.8249.3%5.9%
30Δ67.3453.7%5.5%
35Δ72.1946.2%4.8%
40Δ71.5548.8%4.4%
45Δ70.9151.4%4.0%
50Δ70.2854.0%3.7%70.1719.3%1.1%
55Δ69.5455.7%3.2%70.5720.5%0.9%
60Δ68.7256.8%2.8%70.9821.8%0.8%
65Δ67.9057.9%2.4%71.3823.0%0.7%
70Δ66.8661.0%2.0%71.7924.3%0.6%
75Δ65.6066.0%1.7%72.1925.6%0.5%
80Δ63.8973.9%1.4%

20Δ

Calls
Pseudo strike
75.97
IV
57.8%
B/E move
9.6%
Puts
Pseudo strike
66.31
IV
45.0%
B/E move
6.3%

25Δ

Calls
Pseudo strike
75.19
IV
62.1%
B/E move
8.8%
Puts
Pseudo strike
66.82
IV
49.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.34
IV
53.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
72.19
IV
46.2%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
71.55
IV
48.8%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
70.91
IV
51.4%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
70.28
IV
54.0%
B/E move
3.7%
Puts
Pseudo strike
70.17
IV
19.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
69.54
IV
55.7%
B/E move
3.2%
Puts
Pseudo strike
70.57
IV
20.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
68.72
IV
56.8%
B/E move
2.8%
Puts
Pseudo strike
70.98
IV
21.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
67.90
IV
57.9%
B/E move
2.4%
Puts
Pseudo strike
71.38
IV
23.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
66.86
IV
61.0%
B/E move
2.0%
Puts
Pseudo strike
71.79
IV
24.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
65.60
IV
66.0%
B/E move
1.7%
Puts
Pseudo strike
72.19
IV
25.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
63.89
IV
73.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.26%
Daily close
EXEL35.1%42.7%50.3%2026-08-21: 38.32%2026-08-24: 38.11%2026-08-25: 39.69%2026-08-26: 36.90%2026-08-27: 37.30%2026-08-28: 38.68%2026-08-31: 36.12%2026-09-01: 38.53%2026-09-02: 37.63%2026-09-03: 36.79%2026-09-04: 37.46%2026-09-09: 41.13%2026-09-10: 43.52%2026-09-18: 38.02%2026-09-21: 38.15%2026-09-22: 38.01%2026-09-23: 39.80%2026-09-24: 39.68%2026-09-25: 36.56%2026-09-28: 37.79%2026-09-29: 37.97%2026-09-30: 40.29%2026-10-01: 39.60%2026-10-02: 37.53%2026-10-08: 41.85%2026-10-09: 40.48%2026-10-12: 41.88%2026-10-13: 49.23%2026-10-16: 40.44%2026-10-19: 40.93%2026-10-20: 40.08%2026-10-21: 40.41%2026-10-22: 42.85%2026-10-23: 41.84%2026-10-26: 43.34%2026-10-27: 43.93%2026-10-28: 45.99%2026-10-29: 43.58%2026-10-30: 37.26%Aug 21Sep 28Oct 30
39 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
38.32%
38.11%
39.69%
36.90%
37.30%
38.68%
36.12%
38.53%
37.63%
36.79%
37.46%
41.13%
43.52%
38.02%
38.15%
38.01%
39.80%
39.68%
36.56%
37.79%
37.97%
40.29%
39.60%
37.53%
41.85%
40.48%
41.88%
49.23%
40.44%
40.93%
40.08%
40.41%
42.85%
41.84%
43.34%
43.93%
45.99%
43.58%
37.26%