RXO Inc. RXO
INDUSTRIALS · TRUCKINGi
Market dataready · fetched 2026-10-22T21:53:50.055Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.001318058Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:53:49.606998+00:00
Share price$28.92
1D+0.8%
Sold putSold callAH
RXO Inc. options
PutsExpensive1.62×
CallsCheap0.83×
SkewBullish-16.81 pp
Implied moveBullish±$5.53
TiltBullish25.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.69 | 67.6% | 22.3% | 22.95 | 113.8% | 24.6% |
| 25Δ | 33.75 | 70.3% | 20.8% | 23.87 | 104.6% | 21.8% |
| 30Δ | 32.81 | 73.0% | 19.3% | 24.80 | 95.5% | 18.9% |
| 35Δ | 31.87 | 75.7% | 17.8% | 25.73 | 86.4% | 16.1% |
| 40Δ | 30.92 | 78.4% | 16.3% | 26.66 | 77.2% | 13.3% |
| 45Δ | 29.98 | 81.1% | 14.8% | 27.58 | 68.1% | 10.5% |
| 50Δ | 29.04 | 83.7% | 13.3% | 28.51 | 59.0% | 7.7% |
| 55Δ | 28.10 | 86.4% | 11.8% | 29.44 | 49.8% | 4.9% |
| 60Δ | 27.16 | 89.1% | 10.3% | 30.27 | 44.1% | 3.0% |
| 65Δ | 26.22 | 91.8% | 8.8% | 30.96 | 43.6% | 2.5% |
| 70Δ | 25.27 | 94.5% | 7.3% | 31.65 | 43.1% | 2.1% |
| 75Δ | 24.33 | 97.2% | 5.8% | 32.34 | 42.7% | 1.6% |
| 80Δ | 23.39 | 99.8% | 4.3% | 33.03 | 42.2% | 1.2% |
20Δ
- Pseudo strike
- 34.69
- IV
- 67.6%
- B/E move
- 22.3%
- Pseudo strike
- 22.95
- IV
- 113.8%
- B/E move
- 24.6%
25Δ
- Pseudo strike
- 33.75
- IV
- 70.3%
- B/E move
- 20.8%
- Pseudo strike
- 23.87
- IV
- 104.6%
- B/E move
- 21.8%
30Δ
- Pseudo strike
- 32.81
- IV
- 73.0%
- B/E move
- 19.3%
- Pseudo strike
- 24.80
- IV
- 95.5%
- B/E move
- 18.9%
35Δ
- Pseudo strike
- 31.87
- IV
- 75.7%
- B/E move
- 17.8%
- Pseudo strike
- 25.73
- IV
- 86.4%
- B/E move
- 16.1%
40Δ
- Pseudo strike
- 30.92
- IV
- 78.4%
- B/E move
- 16.3%
- Pseudo strike
- 26.66
- IV
- 77.2%
- B/E move
- 13.3%
45Δ
- Pseudo strike
- 29.98
- IV
- 81.1%
- B/E move
- 14.8%
- Pseudo strike
- 27.58
- IV
- 68.1%
- B/E move
- 10.5%
50Δ
- Pseudo strike
- 29.04
- IV
- 83.7%
- B/E move
- 13.3%
- Pseudo strike
- 28.51
- IV
- 59.0%
- B/E move
- 7.7%
55Δ
- Pseudo strike
- 28.10
- IV
- 86.4%
- B/E move
- 11.8%
- Pseudo strike
- 29.44
- IV
- 49.8%
- B/E move
- 4.9%
60Δ
- Pseudo strike
- 27.16
- IV
- 89.1%
- B/E move
- 10.3%
- Pseudo strike
- 30.27
- IV
- 44.1%
- B/E move
- 3.0%
65Δ
- Pseudo strike
- 26.22
- IV
- 91.8%
- B/E move
- 8.8%
- Pseudo strike
- 30.96
- IV
- 43.6%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 25.27
- IV
- 94.5%
- B/E move
- 7.3%
- Pseudo strike
- 31.65
- IV
- 43.1%
- B/E move
- 2.1%
75Δ
- Pseudo strike
- 24.33
- IV
- 97.2%
- B/E move
- 5.8%
- Pseudo strike
- 32.34
- IV
- 42.7%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- 23.39
- IV
- 99.8%
- B/E move
- 4.3%
- Pseudo strike
- 33.03
- IV
- 42.2%
- B/E move
- 1.2%
Options history
No recorded observations