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Exponent Inc EXPO

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-10-22T06:24:47.526Z

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 · 2026-10-21T20:00:06.372565646Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:24:43.790308+00:00

Share price$73.15
1D+0.8%
AH$72.48$72.70$72.93$73.15$73.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXPO
Sold putSold callAH

Exponent Inc options

Live interpolated EXPO call and put midpoint premiums by absolute delta.Exponent Inc$2.20$3.92$5.64$7.36$9.08$60.23$66.62$73.02$79.41$85.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXPO spot · $73.15EXPO PRICE$2.45$2.45$2.43$2.39$2.50$3.13$3.77$4.40$5.03$5.91$7.02$8.14$2.45$2.46$2.51$2.61$3.04$3.46$3.89$4.32$5.08$5.86$6.63$7.40$8.59
PutsExpensive1.81×
CallsExpensive1.37×
SkewBearish+1.28 pp
Implied moveBearish±$7.03
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.7593.2%20.3%
25Δ89.9689.0%26.3%65.2771.6%14.1%
30Δ83.1768.9%17.1%67.8259.9%10.7%
35Δ79.1855.0%11.6%70.1849.7%7.6%
40Δ76.8144.9%8.3%71.3847.7%6.6%
45Δ74.7537.5%5.6%72.5845.6%5.5%
50Δ73.6938.5%5.0%73.7843.6%4.5%
55Δ72.6439.6%4.5%74.9841.6%3.4%
60Δ71.5840.7%3.9%76.1441.1%2.9%
65Δ70.5341.8%3.3%77.3040.5%2.3%
70Δ69.2742.8%2.8%78.4740.0%1.8%
75Δ67.8043.6%2.3%79.6339.4%1.3%
80Δ66.3344.4%1.8%81.1138.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.75
IV
93.2%
B/E move
20.3%

25Δ

Calls
Pseudo strike
89.96
IV
89.0%
B/E move
26.3%
Puts
Pseudo strike
65.27
IV
71.6%
B/E move
14.1%

30Δ

Calls
Pseudo strike
83.17
IV
68.9%
B/E move
17.1%
Puts
Pseudo strike
67.82
IV
59.9%
B/E move
10.7%

35Δ

Calls
Pseudo strike
79.18
IV
55.0%
B/E move
11.6%
Puts
Pseudo strike
70.18
IV
49.7%
B/E move
7.6%

40Δ

Calls
Pseudo strike
76.81
IV
44.9%
B/E move
8.3%
Puts
Pseudo strike
71.38
IV
47.7%
B/E move
6.6%

45Δ

Calls
Pseudo strike
74.75
IV
37.5%
B/E move
5.6%
Puts
Pseudo strike
72.58
IV
45.6%
B/E move
5.5%

50Δ

Calls
Pseudo strike
73.69
IV
38.5%
B/E move
5.0%
Puts
Pseudo strike
73.78
IV
43.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
72.64
IV
39.6%
B/E move
4.5%
Puts
Pseudo strike
74.98
IV
41.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
71.58
IV
40.7%
B/E move
3.9%
Puts
Pseudo strike
76.14
IV
41.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
70.53
IV
41.8%
B/E move
3.3%
Puts
Pseudo strike
77.30
IV
40.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
69.27
IV
42.8%
B/E move
2.8%
Puts
Pseudo strike
78.47
IV
40.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
67.80
IV
43.6%
B/E move
2.3%
Puts
Pseudo strike
79.63
IV
39.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
66.33
IV
44.4%
B/E move
1.8%
Puts
Pseudo strike
81.11
IV
38.5%
B/E move
0.8%

Options history

No recorded observations