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Expedia Group Inc. EXPE

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-16T00:59:23.166Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:51:10.8094351Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:59:22.622409+00:00

Share price$291.50
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.$3.92$18.06$32.20$46.34$60.48$227.26$259.84$292.43$325.01$357.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXPE spot · $291.50EXPE PRICE$5.45$7.23$9.09$11.25$13.81$16.46$19.25$22.24$25.83$29.79$34.15$39.26$45.14$6.48$8.66$10.91$13.82$16.96$20.21$23.25$26.86$30.98$36.31$42.06$48.51$56.40
PutsExpensive1.13×
CallsExpensive1.25×
SkewBullish-2.03 pp
Implied moveBearish±$42.50
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ346.6757.7%20.8%255.3757.5%14.6%
25Δ336.3757.7%17.9%263.1457.6%12.7%
30Δ326.6956.9%15.2%270.8156.6%10.8%
35Δ318.7657.3%13.2%277.4457.5%9.6%
40Δ311.7658.4%11.7%284.1158.0%8.4%
45Δ304.7058.8%10.2%290.7858.0%7.2%
50Δ297.7058.8%8.7%297.2456.6%6.0%
55Δ290.8458.6%7.4%303.8155.8%5.0%
60Δ284.0158.9%6.3%310.5455.5%4.1%
65Δ277.0659.3%5.3%318.0555.9%3.4%
70Δ269.9259.7%4.3%325.8955.8%2.6%
75Δ262.3059.8%3.5%334.3155.5%2.0%
80Δ254.0959.9%2.7%344.0055.3%1.3%

20Δ

Calls
Pseudo strike
346.67
IV
57.7%
B/E move
20.8%
Puts
Pseudo strike
255.37
IV
57.5%
B/E move
14.6%

25Δ

Calls
Pseudo strike
336.37
IV
57.7%
B/E move
17.9%
Puts
Pseudo strike
263.14
IV
57.6%
B/E move
12.7%

30Δ

Calls
Pseudo strike
326.69
IV
56.9%
B/E move
15.2%
Puts
Pseudo strike
270.81
IV
56.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
318.76
IV
57.3%
B/E move
13.2%
Puts
Pseudo strike
277.44
IV
57.5%
B/E move
9.6%

40Δ

Calls
Pseudo strike
311.76
IV
58.4%
B/E move
11.7%
Puts
Pseudo strike
284.11
IV
58.0%
B/E move
8.4%

45Δ

Calls
Pseudo strike
304.70
IV
58.8%
B/E move
10.2%
Puts
Pseudo strike
290.78
IV
58.0%
B/E move
7.2%

50Δ

Calls
Pseudo strike
297.70
IV
58.8%
B/E move
8.7%
Puts
Pseudo strike
297.24
IV
56.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
290.84
IV
58.6%
B/E move
7.4%
Puts
Pseudo strike
303.81
IV
55.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
284.01
IV
58.9%
B/E move
6.3%
Puts
Pseudo strike
310.54
IV
55.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
277.06
IV
59.3%
B/E move
5.3%
Puts
Pseudo strike
318.05
IV
55.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
269.92
IV
59.7%
B/E move
4.3%
Puts
Pseudo strike
325.89
IV
55.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
262.30
IV
59.8%
B/E move
3.5%
Puts
Pseudo strike
334.31
IV
55.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
254.09
IV
59.9%
B/E move
2.7%
Puts
Pseudo strike
344.00
IV
55.3%
B/E move
1.3%