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Exponent, Inc. Common Stock EXPO

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-11-11T14:02:43.426Z

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 · 2026-11-10T21:41:32.843793776Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:02:42.896247+00:00

Share price$86.00
1D+0.9%
AH$84.31$84.93$85.56$86.18$86.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXPO
Sold putSold callAH

Exponent, Inc. Common Stock options

Live interpolated EXPO call and put midpoint premiums by absolute delta.Exponent, Inc. Common Stock$1.21$2.33$3.45$4.56$5.68$77.86$81.76$85.65$89.54$93.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EXPO spot · $86.00EXPO PRICE$1.33$1.62$1.91$2.20$2.48$2.83$3.46$4.09$4.72$5.36$2.45$2.45$2.45$2.45$2.45$2.61$2.92$3.23$3.54$3.85$4.16$4.46
Puts——
Calls——
Skew——
Implied moveBearish±$5.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.70144.6%18.3%
25Δ77.37111.7%12.9%
30Δ80.5588.8%9.2%
35Δ88.2836.8%4.2%82.3475.0%7.1%
40Δ87.6037.4%3.7%84.1361.2%5.0%
45Δ86.9238.1%3.3%85.3753.3%3.8%
50Δ86.2538.8%2.8%86.1050.7%3.3%
55Δ85.5739.4%2.4%86.8348.2%2.8%
60Δ84.8640.0%2.0%87.5645.7%2.3%
65Δ84.0040.1%1.7%88.2843.2%1.8%
70Δ83.1440.2%1.4%89.0140.7%1.3%
75Δ82.2840.2%1.2%89.7438.1%0.8%
80Δ81.4240.3%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.70
IV
144.6%
B/E move
18.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.37
IV
111.7%
B/E move
12.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.55
IV
88.8%
B/E move
9.2%

35Δ

Calls
Pseudo strike
88.28
IV
36.8%
B/E move
4.2%
Puts
Pseudo strike
82.34
IV
75.0%
B/E move
7.1%

40Δ

Calls
Pseudo strike
87.60
IV
37.4%
B/E move
3.7%
Puts
Pseudo strike
84.13
IV
61.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
86.92
IV
38.1%
B/E move
3.3%
Puts
Pseudo strike
85.37
IV
53.3%
B/E move
3.8%

50Δ

Calls
Pseudo strike
86.25
IV
38.8%
B/E move
2.8%
Puts
Pseudo strike
86.10
IV
50.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
85.57
IV
39.4%
B/E move
2.4%
Puts
Pseudo strike
86.83
IV
48.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
84.86
IV
40.0%
B/E move
2.0%
Puts
Pseudo strike
87.56
IV
45.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
84.00
IV
40.1%
B/E move
1.7%
Puts
Pseudo strike
88.28
IV
43.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
83.14
IV
40.2%
B/E move
1.4%
Puts
Pseudo strike
89.01
IV
40.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
82.28
IV
40.2%
B/E move
1.2%
Puts
Pseudo strike
89.74
IV
38.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
81.42
IV
40.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.09%
Daily close
EXPO31.0%55.5%80.0%2026-08-13: 42.23%2026-08-19: 50.87%2026-08-20: 69.34%2026-08-21: 35.55%2026-08-24: 36.10%2026-08-25: 38.36%2026-08-26: 34.40%2026-08-27: 34.99%2026-08-28: 37.79%2026-08-31: 37.16%2026-09-01: 35.95%2026-09-02: 36.69%2026-09-03: 35.48%2026-09-04: 38.92%2026-09-08: 43.04%2026-09-09: 45.48%2026-09-10: 45.68%2026-09-14: 51.03%2026-09-15: 53.94%2026-09-16: 62.52%2026-09-17: 76.59%2026-09-18: 37.30%2026-09-21: 37.38%2026-09-22: 36.86%2026-09-23: 36.72%2026-09-24: 38.31%2026-09-25: 37.64%2026-09-28: 38.21%2026-09-29: 39.11%2026-09-30: 39.32%2026-10-01: 39.19%2026-10-02: 42.49%2026-10-05: 40.67%2026-10-06: 43.50%2026-10-07: 44.95%2026-10-08: 43.39%2026-10-09: 43.83%2026-10-12: 51.73%2026-10-13: 57.38%2026-10-14: 63.18%2026-10-16: 36.28%2026-10-19: 36.36%2026-10-20: 36.97%2026-10-21: 36.14%2026-10-22: 38.37%2026-10-23: 37.59%2026-10-26: 37.97%2026-10-27: 38.90%2026-10-28: 38.97%2026-10-29: 38.33%2026-10-30: 36.09%Aug 13Sep 24Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
42.23%
50.87%
69.34%
35.55%
36.10%
38.36%
34.40%
34.99%
37.79%
37.16%
35.95%
36.69%
35.48%
38.92%
43.04%
45.48%
45.68%
51.03%
53.94%
62.52%
76.59%
37.30%
37.38%
36.86%
36.72%
38.31%
37.64%
38.21%
39.11%
39.32%
39.19%
42.49%
40.67%
43.50%
44.95%
43.39%
43.83%
51.73%
57.38%
63.18%
36.28%
36.36%
36.97%
36.14%
38.37%
37.59%
37.97%
38.90%
38.97%
38.33%
36.09%