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GXO Logistics, Inc. GXO

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Market datapartial · fetched 2026-10-23T19:41:49.764Z

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 · 2026-10-23T19:41:39.223143628Z

FundamentalsAlpha Vantage · unavailable

Share price$48.57
1D+1.3%
$47.47$47.77$48.06$48.36$48.665:30 AM6:30 AM9:00 AM1:00 PMGXO
Sold putSold call

GXO Logistics, Inc. options

Live interpolated GXO call and put midpoint premiums by absolute delta.GXO Logistics, Inc.$0.39$2.49$4.59$6.69$8.79$40.52$44.25$47.98$51.71$55.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GXO spot · $48.57GXO PRICE$0.62$0.81$1.01$1.23$1.45$1.72$2.06$2.39$2.73$3.12$3.52$3.92$0.78$1.02$1.33$1.65$1.97$2.37$2.78$3.19$3.92$4.67$5.67$6.98$8.19
PutsExpensive1.22×
CallsFair1.04×
SkewBearish+8.77 pp
Implied moveBearish±$4.84
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.3242.9%13.1%43.8448.0%11.3%
25Δ53.1842.4%11.2%44.9747.4%9.5%
30Δ52.1641.8%9.5%45.8347.4%8.4%
35Δ51.3140.9%8.2%46.6847.4%7.3%
40Δ50.4740.1%6.9%47.5347.4%6.2%
45Δ49.7039.7%5.9%48.3347.1%5.4%
50Δ49.0139.9%5.2%49.1346.9%4.6%
55Δ48.3340.1%4.4%49.9346.7%3.8%
60Δ47.6540.3%3.7%50.9248.1%3.2%
65Δ46.9739.6%3.1%51.9349.8%2.7%
70Δ46.3038.7%2.6%53.1752.1%2.2%
75Δ45.6337.7%2.0%54.6955.2%1.8%
80Δ56.1455.2%1.3%

20Δ

Calls
Pseudo strike
54.32
IV
42.9%
B/E move
13.1%
Puts
Pseudo strike
43.84
IV
48.0%
B/E move
11.3%

25Δ

Calls
Pseudo strike
53.18
IV
42.4%
B/E move
11.2%
Puts
Pseudo strike
44.97
IV
47.4%
B/E move
9.5%

30Δ

Calls
Pseudo strike
52.16
IV
41.8%
B/E move
9.5%
Puts
Pseudo strike
45.83
IV
47.4%
B/E move
8.4%

35Δ

Calls
Pseudo strike
51.31
IV
40.9%
B/E move
8.2%
Puts
Pseudo strike
46.68
IV
47.4%
B/E move
7.3%

40Δ

Calls
Pseudo strike
50.47
IV
40.1%
B/E move
6.9%
Puts
Pseudo strike
47.53
IV
47.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
49.70
IV
39.7%
B/E move
5.9%
Puts
Pseudo strike
48.33
IV
47.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
49.01
IV
39.9%
B/E move
5.2%
Puts
Pseudo strike
49.13
IV
46.9%
B/E move
4.6%

55Δ

Calls
Pseudo strike
48.33
IV
40.1%
B/E move
4.4%
Puts
Pseudo strike
49.93
IV
46.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
47.65
IV
40.3%
B/E move
3.7%
Puts
Pseudo strike
50.92
IV
48.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
46.97
IV
39.6%
B/E move
3.1%
Puts
Pseudo strike
51.93
IV
49.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
46.30
IV
38.7%
B/E move
2.6%
Puts
Pseudo strike
53.17
IV
52.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
45.63
IV
37.7%
B/E move
2.0%
Puts
Pseudo strike
54.69
IV
55.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.14
IV
55.2%
B/E move
1.3%

Options history

No recorded observations