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Expedia Group Inc. EXPE

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-15T20:03:01.007Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:04.292044737Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:00.373031+00:00

Share price$291.87
1D+4.6%
AH$278$282$287$291$2955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXPE
Sold putSold callAH

Expedia Group Inc. options

Live interpolated EXPE call and put midpoint premiums by absolute delta.Expedia Group Inc.$0.74$3.19$5.63$8.07$10.51$271.43$279.86$288.29$296.72$305.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $291.87OPTION PRICELive EXPE spot · $291.87EXPE PRICE$1.23$1.47$1.67$1.82$2.30$2.78$3.35$4.01$4.71$5.61$6.60$7.93$9.81$1.01$1.07$1.45$1.87$2.30$2.67$3.05$3.50$4.04$4.58$5.22$5.88$7.19
PutsExpensive2.15×
CallsCheap0.92×
SkewBullish-11.19 pp
Implied moveBullish±$6.40
TiltBullish9.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ301.9073.9%3.9%284.4359.1%2.9%
25Δ299.2566.4%3.0%287.1946.6%2.0%
30Δ296.8858.9%2.3%288.2647.2%1.7%
35Δ295.0651.4%1.7%289.1349.6%1.6%
40Δ294.0452.5%1.5%290.0052.0%1.4%
45Δ293.0454.0%1.4%290.9850.5%1.2%
50Δ292.0055.4%1.2%291.9649.0%1.0%
55Δ290.9056.8%1.0%292.9248.0%0.8%
60Δ289.7758.2%0.9%293.8647.6%0.7%
65Δ288.4959.8%0.8%294.7947.3%0.6%
70Δ287.1261.6%0.6%295.7646.4%0.5%
75Δ285.4664.4%0.5%296.7345.3%0.3%
80Δ283.2969.0%0.4%298.2948.0%0.3%

20Δ

Calls
Pseudo strike
301.90
IV
73.9%
B/E move
3.9%
Puts
Pseudo strike
284.43
IV
59.1%
B/E move
2.9%

25Δ

Calls
Pseudo strike
299.25
IV
66.4%
B/E move
3.0%
Puts
Pseudo strike
287.19
IV
46.6%
B/E move
2.0%

30Δ

Calls
Pseudo strike
296.88
IV
58.9%
B/E move
2.3%
Puts
Pseudo strike
288.26
IV
47.2%
B/E move
1.7%

35Δ

Calls
Pseudo strike
295.06
IV
51.4%
B/E move
1.7%
Puts
Pseudo strike
289.13
IV
49.6%
B/E move
1.6%

40Δ

Calls
Pseudo strike
294.04
IV
52.5%
B/E move
1.5%
Puts
Pseudo strike
290.00
IV
52.0%
B/E move
1.4%

45Δ

Calls
Pseudo strike
293.04
IV
54.0%
B/E move
1.4%
Puts
Pseudo strike
290.98
IV
50.5%
B/E move
1.2%

50Δ

Calls
Pseudo strike
292.00
IV
55.4%
B/E move
1.2%
Puts
Pseudo strike
291.96
IV
49.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
290.90
IV
56.8%
B/E move
1.0%
Puts
Pseudo strike
292.92
IV
48.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
289.77
IV
58.2%
B/E move
0.9%
Puts
Pseudo strike
293.86
IV
47.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
288.49
IV
59.8%
B/E move
0.8%
Puts
Pseudo strike
294.79
IV
47.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
287.12
IV
61.6%
B/E move
0.6%
Puts
Pseudo strike
295.76
IV
46.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
285.46
IV
64.4%
B/E move
0.5%
Puts
Pseudo strike
296.73
IV
45.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
283.29
IV
69.0%
B/E move
0.4%
Puts
Pseudo strike
298.29
IV
48.0%
B/E move
0.3%