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Expedia Group, Inc. Common Stock EXPE

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-11-06T13:57:20.320Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T13:47:52.093267248Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T13:57:19.864283+00:00

Share price$273.00
1D+0.6%
$271.36$271.81$272.25$272.69$273.145:30 AM6:30 AM9:00 AM1:00 PMEXPE
Sold putSold call

Expedia Group, Inc. Common Stock options

Live interpolated EXPE call and put midpoint premiums by absolute delta.Expedia Group, Inc. Common Stock$2.01$8.55$15.10$21.65$28.20$226.31$253.78$281.25$308.71$336.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXPE spot · $273.00EXPE PRICE$2.71$3.60$4.63$5.69$6.87$8.08$9.55$11.14$12.71$15.05$17.33$19.41$22.20$3.09$4.00$5.17$6.41$7.77$9.20$10.97$12.78$15.00$17.30$19.66$22.66$26.31
PutsCheap0.73×
CallsCheap0.76×
SkewBearish+1.03 pp
Implied moveBearish±$20.53
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ296.7467.1%9.7%252.9870.0%8.5%
25Δ292.0566.8%8.3%257.5967.7%7.1%
30Δ288.1867.4%7.3%261.1668.1%6.2%
35Δ284.4067.1%6.3%264.6168.2%5.4%
40Δ280.9367.1%5.4%267.9368.2%4.7%
45Δ277.5666.5%4.6%271.1967.6%4.0%
50Δ274.3767.0%4.0%274.4468.4%3.5%
55Δ271.2167.2%3.4%277.7168.2%3.0%
60Δ268.0466.3%2.8%281.1768.9%2.5%
65Δ264.5968.5%2.4%284.6968.7%2.1%
70Δ261.0768.7%2.0%288.2367.6%1.6%
75Δ257.7566.9%1.5%292.2467.4%1.3%
80Δ253.9266.4%1.1%296.8167.3%0.9%

20Δ

Calls
Pseudo strike
296.74
IV
67.1%
B/E move
9.7%
Puts
Pseudo strike
252.98
IV
70.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
292.05
IV
66.8%
B/E move
8.3%
Puts
Pseudo strike
257.59
IV
67.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
288.18
IV
67.4%
B/E move
7.3%
Puts
Pseudo strike
261.16
IV
68.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
284.40
IV
67.1%
B/E move
6.3%
Puts
Pseudo strike
264.61
IV
68.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
280.93
IV
67.1%
B/E move
5.4%
Puts
Pseudo strike
267.93
IV
68.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
277.56
IV
66.5%
B/E move
4.6%
Puts
Pseudo strike
271.19
IV
67.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
274.37
IV
67.0%
B/E move
4.0%
Puts
Pseudo strike
274.44
IV
68.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
271.21
IV
67.2%
B/E move
3.4%
Puts
Pseudo strike
277.71
IV
68.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
268.04
IV
66.3%
B/E move
2.8%
Puts
Pseudo strike
281.17
IV
68.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
264.59
IV
68.5%
B/E move
2.4%
Puts
Pseudo strike
284.69
IV
68.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
261.07
IV
68.7%
B/E move
2.0%
Puts
Pseudo strike
288.23
IV
67.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
257.75
IV
66.9%
B/E move
1.5%
Puts
Pseudo strike
292.24
IV
67.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
253.92
IV
66.4%
B/E move
1.1%
Puts
Pseudo strike
296.81
IV
67.3%
B/E move
0.9%

Options history

IV · four-Friday blend75.95%
Daily close
EXPE33.4%56.3%79.1%2026-08-10: 44.65%2026-08-11: 43.57%2026-08-12: 42.44%2026-08-13: 41.80%2026-08-14: 37.15%2026-08-17: 39.89%2026-08-18: 40.04%2026-08-19: 39.73%2026-08-20: 41.04%2026-08-21: 37.22%2026-08-24: 40.71%2026-08-25: 39.33%2026-08-26: 39.48%2026-08-27: 42.27%2026-08-28: 36.55%2026-08-31: 39.87%2026-09-01: 41.88%2026-09-02: 41.04%2026-09-03: 43.47%2026-09-04: 40.08%2026-09-08: 47.69%2026-09-09: 48.14%2026-09-10: 48.94%2026-09-11: 42.39%2026-09-14: 45.50%2026-09-15: 46.50%2026-09-16: 46.86%2026-09-17: 43.98%2026-09-18: 42.25%2026-09-21: 45.64%2026-09-22: 49.26%2026-09-23: 54.58%2026-09-24: 52.65%2026-09-25: 46.20%2026-09-28: 50.42%2026-09-29: 51.05%2026-09-30: 50.27%2026-10-01: 52.16%2026-10-02: 45.86%2026-10-05: 49.16%2026-10-06: 48.04%2026-10-07: 47.46%2026-10-08: 48.12%2026-10-09: 47.83%2026-10-12: 50.93%2026-10-13: 51.38%2026-10-14: 52.05%2026-10-15: 50.55%2026-10-16: 54.48%2026-10-19: 57.93%2026-10-20: 57.95%2026-10-21: 58.74%2026-10-22: 61.62%2026-10-23: 62.09%2026-10-26: 67.94%2026-10-27: 68.93%2026-10-28: 71.50%2026-10-29: 73.13%2026-10-30: 75.95%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
44.65%
43.57%
42.44%
41.80%
37.15%
39.89%
40.04%
39.73%
41.04%
37.22%
40.71%
39.33%
39.48%
42.27%
36.55%
39.87%
41.88%
41.04%
43.47%
40.08%
47.69%
48.14%
48.94%
42.39%
45.50%
46.50%
46.86%
43.98%
42.25%
45.64%
49.26%
54.58%
52.65%
46.20%
50.42%
51.05%
50.27%
52.16%
45.86%
49.16%
48.04%
47.46%
48.12%
47.83%
50.93%
51.38%
52.05%
50.55%
54.48%
57.93%
57.95%
58.74%
61.62%
62.09%
67.94%
68.93%
71.50%
73.13%
75.95%