IntraAlpha
Create free account Start free

RXO, Inc. RXO

i

Market dataready · fetched 2026-11-13T18:51:38.292Z

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 · 2026-11-13T18:51:32.916487876Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:51:37.851694+00:00

Share price$28.41
1D+0.0%
$28.32$28.35$28.39$28.42$28.465:30 AM6:30 AM9:00 AM1:00 PMRXO
Sold putSold call

RXO, Inc. options

Live interpolated RXO call and put midpoint premiums by absolute delta.RXO, Inc.$1.74$4.53$7.33$10.12$12.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICERXO PRICE$2.04$3.48$4.92$6.36$7.79$9.23$10.67$12.10$7.95
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ29.59155.2%11.3%
50Δ27.88184.0%10.4%
55Δ26.17212.8%9.4%
60Δ24.46241.6%8.5%
65Δ22.75270.4%7.5%
70Δ21.04299.2%6.5%
75Δ19.33328.0%5.6%
80Δ17.61356.9%4.6%35.73167.8%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
29.59
IV
155.2%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.88
IV
184.0%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
26.17
IV
212.8%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.46
IV
241.6%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.75
IV
270.4%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.04
IV
299.2%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.33
IV
328.0%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.61
IV
356.9%
B/E move
4.6%
Puts
Pseudo strike
35.73
IV
167.8%
B/E move
2.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations