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ExlService Holdings, Inc. Common Stock EXLS

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-11T13:45:16.717Z

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 · 2026-11-11T13:27:00.020719773Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:45:16.330830+00:00

Share price$43.55
1D
Price history unavailable.

ExlService Holdings, Inc. Common Stock options

Live interpolated EXLS call and put midpoint premiums by absolute delta.ExlService Holdings, Inc. Common Stock$0.33$1.86$3.38$4.91$6.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEXLS PRICE$0.49$0.59$0.76$1.22$1.68$2.14$2.60$3.06$3.51$3.97$4.43$6.00
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ46.8151.3%8.6%
30Δ45.8148.0%6.5%
35Δ44.8846.2%4.8%
40Δ44.2851.2%4.5%
45Δ43.6956.2%4.2%
50Δ43.0961.2%3.8%
55Δ42.4966.2%3.5%
60Δ41.8971.2%3.2%
65Δ41.2976.1%2.9%
70Δ40.6981.1%2.6%
75Δ40.0986.1%2.2%
80Δ38.3798.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
46.81
IV
51.3%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
45.81
IV
48.0%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
44.88
IV
46.2%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
44.28
IV
51.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
43.69
IV
56.2%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
43.09
IV
61.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
42.49
IV
66.2%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
41.89
IV
71.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
41.29
IV
76.1%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
40.69
IV
81.1%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.09
IV
86.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.37
IV
98.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.04%
Daily close
EXLS35.3%43.6%51.9%2026-08-14: 38.07%2026-08-17: 50.80%2026-08-21: 39.94%2026-08-24: 39.90%2026-08-25: 40.50%2026-09-11: 43.25%2026-09-18: 39.65%2026-09-21: 39.37%2026-09-23: 39.12%2026-09-25: 39.30%2026-09-30: 39.58%2026-10-06: 43.22%2026-10-16: 43.00%2026-10-19: 40.58%2026-10-20: 40.88%2026-10-21: 41.52%2026-10-22: 39.62%2026-10-23: 42.52%2026-10-26: 42.53%2026-10-27: 43.95%2026-10-28: 36.43%2026-10-29: 38.04%Aug 14Sep 30Oct 29
22 observations2026-08-14 — 2026-10-29
Table
DateIV (%)
38.07%
50.80%
39.94%
39.90%
40.50%
43.25%
39.65%
39.37%
39.12%
39.30%
39.58%
43.22%
43.00%
40.58%
40.88%
41.52%
39.62%
42.52%
42.53%
43.95%
36.43%
38.04%