IntraAlpha
Create free account Start free

GXO Logistics, Inc. GXO

i

Market datapartial · fetched 2026-10-22T21:54:36.553Z

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 · 2026-10-22T20:10:00.002429525Z

FundamentalsAlpha Vantage · unavailable

Share price$48.91
1D+1.6%
AH$48.04$48.35$48.67$48.99$49.315:30 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.$0.44$2.35$4.27$6.18$8.09$41.07$44.87$48.66$52.46$56.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXO spot · $48.91GXO PRICE$0.65$0.86$1.06$1.30$1.55$1.79$2.18$2.59$3.00$3.45$3.95$4.45$5.11$0.83$1.08$1.34$1.60$1.93$2.33$2.73$3.17$3.71$4.24$4.92$5.90$7.54
PutsExpensive1.16×
CallsExpensive1.09×
SkewBearish+3.62 pp
Implied moveBearish±$4.91
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.0044.8%13.8%43.9150.0%11.9%
25Δ53.8543.9%11.9%45.1148.9%10.0%
30Δ52.7043.1%9.9%46.0747.3%8.5%
35Δ51.8142.3%8.6%47.0345.6%7.1%
40Δ50.9641.6%7.4%47.9044.9%6.0%
45Δ50.1240.9%6.1%48.6845.0%5.2%
50Δ49.3741.5%5.4%49.4745.1%4.4%
55Δ48.6442.4%4.7%50.2745.1%3.7%
60Δ47.9043.3%4.1%51.1044.8%3.1%
65Δ47.1443.5%3.4%51.9444.6%2.5%
70Δ46.3542.9%2.8%52.8944.8%1.9%
75Δ45.5642.3%2.2%54.0946.0%1.5%
80Δ44.6442.3%1.7%55.9149.7%1.1%

20Δ

Calls
Pseudo strike
55.00
IV
44.8%
B/E move
13.8%
Puts
Pseudo strike
43.91
IV
50.0%
B/E move
11.9%

25Δ

Calls
Pseudo strike
53.85
IV
43.9%
B/E move
11.9%
Puts
Pseudo strike
45.11
IV
48.9%
B/E move
10.0%

30Δ

Calls
Pseudo strike
52.70
IV
43.1%
B/E move
9.9%
Puts
Pseudo strike
46.07
IV
47.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
51.81
IV
42.3%
B/E move
8.6%
Puts
Pseudo strike
47.03
IV
45.6%
B/E move
7.1%

40Δ

Calls
Pseudo strike
50.96
IV
41.6%
B/E move
7.4%
Puts
Pseudo strike
47.90
IV
44.9%
B/E move
6.0%

45Δ

Calls
Pseudo strike
50.12
IV
40.9%
B/E move
6.1%
Puts
Pseudo strike
48.68
IV
45.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
49.37
IV
41.5%
B/E move
5.4%
Puts
Pseudo strike
49.47
IV
45.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
48.64
IV
42.4%
B/E move
4.7%
Puts
Pseudo strike
50.27
IV
45.1%
B/E move
3.7%

60Δ

Calls
Pseudo strike
47.90
IV
43.3%
B/E move
4.1%
Puts
Pseudo strike
51.10
IV
44.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
47.14
IV
43.5%
B/E move
3.4%
Puts
Pseudo strike
51.94
IV
44.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
46.35
IV
42.9%
B/E move
2.8%
Puts
Pseudo strike
52.89
IV
44.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
45.56
IV
42.3%
B/E move
2.2%
Puts
Pseudo strike
54.09
IV
46.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
44.64
IV
42.3%
B/E move
1.7%
Puts
Pseudo strike
55.91
IV
49.7%
B/E move
1.1%

Options history

No recorded observations