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ExlService Holdings Inc EXLS

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T07:13:10.310Z

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 · 2026-10-21T20:36:17.208987716Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:13:08.528184+00:00

Share price$41.02
1D+0.6%
AH$40.74$40.88$41.01$41.15$41.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXLS
Sold putSold callAH

ExlService Holdings Inc options

Live interpolated EXLS call and put midpoint premiums by absolute delta.ExlService Holdings Inc$0.49$2.06$3.62$5.19$6.76$32.50$36.45$40.40$44.34$48.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXLS spot · $41.02EXLS PRICE$0.66$0.77$1.00$1.29$1.59$1.88$2.17$2.46$2.75$3.38$4.09$4.80$5.51$0.74$0.97$1.21$1.44$1.71$2.15$2.59$3.03$3.47$3.91$4.35$5.06$6.31
PutsExpensive1.35×
CallsExpensive1.16×
SkewBullish-2.18 pp
Implied moveBearish±$4.76
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.3860.0%22.0%36.6648.1%12.4%
25Δ46.0149.1%14.0%37.5447.9%10.9%
30Δ44.4946.0%10.9%38.4247.7%9.3%
35Δ43.7646.3%9.8%39.3047.5%7.7%
40Δ43.0446.7%8.8%40.1447.2%6.3%
45Δ42.3147.0%7.7%40.8747.1%5.6%
50Δ41.5847.3%6.7%41.6046.9%4.9%
55Δ40.8647.6%5.6%42.3346.7%4.2%
60Δ40.1347.9%4.5%43.0546.5%3.5%
65Δ39.2348.9%3.9%43.7846.4%2.8%
70Δ38.2850.0%3.3%44.5146.2%2.1%
75Δ37.3351.1%2.7%45.4646.4%1.5%
80Δ36.3952.2%2.1%46.8847.2%1.1%

20Δ

Calls
Pseudo strike
49.38
IV
60.0%
B/E move
22.0%
Puts
Pseudo strike
36.66
IV
48.1%
B/E move
12.4%

25Δ

Calls
Pseudo strike
46.01
IV
49.1%
B/E move
14.0%
Puts
Pseudo strike
37.54
IV
47.9%
B/E move
10.9%

30Δ

Calls
Pseudo strike
44.49
IV
46.0%
B/E move
10.9%
Puts
Pseudo strike
38.42
IV
47.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
43.76
IV
46.3%
B/E move
9.8%
Puts
Pseudo strike
39.30
IV
47.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
43.04
IV
46.7%
B/E move
8.8%
Puts
Pseudo strike
40.14
IV
47.2%
B/E move
6.3%

45Δ

Calls
Pseudo strike
42.31
IV
47.0%
B/E move
7.7%
Puts
Pseudo strike
40.87
IV
47.1%
B/E move
5.6%

50Δ

Calls
Pseudo strike
41.58
IV
47.3%
B/E move
6.7%
Puts
Pseudo strike
41.60
IV
46.9%
B/E move
4.9%

55Δ

Calls
Pseudo strike
40.86
IV
47.6%
B/E move
5.6%
Puts
Pseudo strike
42.33
IV
46.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
40.13
IV
47.9%
B/E move
4.5%
Puts
Pseudo strike
43.05
IV
46.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
39.23
IV
48.9%
B/E move
3.9%
Puts
Pseudo strike
43.78
IV
46.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
38.28
IV
50.0%
B/E move
3.3%
Puts
Pseudo strike
44.51
IV
46.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
37.33
IV
51.1%
B/E move
2.7%
Puts
Pseudo strike
45.46
IV
46.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
36.39
IV
52.2%
B/E move
2.1%
Puts
Pseudo strike
46.88
IV
47.2%
B/E move
1.1%

Options history

No recorded observations