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GXO Logistics, Inc. GXO

i

Market dataready · fetched 2026-11-13T01:32:15.350Z

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 · 2026-11-13T00:00:00.00250279Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:32:14.967091+00:00

Share price$54.33
1D-2.0%
AH$54.14$54.66$55.17$55.69$56.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGXO
Sold putSold callAH

GXO Logistics, Inc. options

Live interpolated GXO call and put midpoint premiums by absolute delta.GXO Logistics, Inc.$0.26$1.34$2.42$3.50$4.58$50.16$52.33$54.51$56.68$58.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXO spot · $54.33GXO PRICE$0.38$0.51$0.64$0.77$0.91$1.10$1.45$1.79$2.14$2.48$2.90$3.58$4.27$0.43$0.56$0.70$0.86$1.01$1.17$1.33$1.49$1.76$2.12$2.48$2.84$3.20
PutsFair0.96×
CallsExpensive1.16×
SkewBullish-5.91 pp
Implied moveBullish±$2.78
TiltBullish6.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.5043.1%6.5%51.3644.6%6.3%
25Δ56.9742.4%5.8%52.0444.3%5.3%
30Δ56.4341.7%5.1%52.6443.8%4.4%
35Δ55.9041.1%4.3%53.0842.6%3.9%
40Δ55.3740.4%3.6%53.5141.5%3.4%
45Δ54.8540.6%3.0%53.9540.3%2.9%
50Δ54.3643.0%2.7%54.3939.2%2.3%
55Δ53.8745.5%2.4%54.8238.1%1.8%
60Δ53.3847.9%2.2%55.2937.7%1.5%
65Δ52.8850.3%1.9%55.7737.9%1.2%
70Δ52.3252.7%1.6%56.2638.2%1.0%
75Δ51.4855.3%1.4%56.7438.4%0.8%
80Δ50.6557.9%1.1%57.2338.6%0.6%

20Δ

Calls
Pseudo strike
57.50
IV
43.1%
B/E move
6.5%
Puts
Pseudo strike
51.36
IV
44.6%
B/E move
6.3%

25Δ

Calls
Pseudo strike
56.97
IV
42.4%
B/E move
5.8%
Puts
Pseudo strike
52.04
IV
44.3%
B/E move
5.3%

30Δ

Calls
Pseudo strike
56.43
IV
41.7%
B/E move
5.1%
Puts
Pseudo strike
52.64
IV
43.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
55.90
IV
41.1%
B/E move
4.3%
Puts
Pseudo strike
53.08
IV
42.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
55.37
IV
40.4%
B/E move
3.6%
Puts
Pseudo strike
53.51
IV
41.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
54.85
IV
40.6%
B/E move
3.0%
Puts
Pseudo strike
53.95
IV
40.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
54.36
IV
43.0%
B/E move
2.7%
Puts
Pseudo strike
54.39
IV
39.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
53.87
IV
45.5%
B/E move
2.4%
Puts
Pseudo strike
54.82
IV
38.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
53.38
IV
47.9%
B/E move
2.2%
Puts
Pseudo strike
55.29
IV
37.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
52.88
IV
50.3%
B/E move
1.9%
Puts
Pseudo strike
55.77
IV
37.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
52.32
IV
52.7%
B/E move
1.6%
Puts
Pseudo strike
56.26
IV
38.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
51.48
IV
55.3%
B/E move
1.4%
Puts
Pseudo strike
56.74
IV
38.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
50.65
IV
57.9%
B/E move
1.1%
Puts
Pseudo strike
57.23
IV
38.6%
B/E move
0.6%

Options history

IV · four-Friday blend40.76%
Daily EOD
GXO38.5%39.9%41.2%2026-10-19: 38.73%2026-10-20: 39.25%2026-10-21: 39.38%2026-10-22: 39.74%2026-10-23: 40.09%2026-10-26: 40.67%2026-10-27: 40.73%2026-10-28: 41.03%2026-10-29: 39.92%2026-10-30: 40.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.73%
39.25%
39.38%
39.74%
40.09%
40.67%
40.73%
41.03%
39.92%
40.76%