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XBiotech Inc. XBIT

HEALTHCARE · BIOTECHNOLOGY
i

Market datapartial · fetched 2026-10-31T00:57:30.552Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-30T20:00:00.077284894Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-31T00:57:29.651970+00:00

Share price$1.88
1D-2.6%
AH$1.86$1.88$1.91$1.94$1.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXBIT
Sold putSold callAH

XBiotech Inc. options

Live interpolated XBIT call and put midpoint premiums by absolute delta.XBiotech Inc.$2.74$3.07$3.40$3.73$4.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEXBIT PRICE$2.77$2.92$3.06$3.20$3.34$3.48$3.97
PutsExpensive5.53×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.19684.7%77.9%
25Δ3.49634.1%69.4%
30Δ3.79583.5%60.9%
35Δ4.10532.9%52.4%
40Δ4.40482.3%43.9%
45Δ4.70431.7%35.3%
50Δ5.34391.0%27.0%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.19
IV
684.7%
B/E move
77.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.49
IV
634.1%
B/E move
69.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.79
IV
583.5%
B/E move
60.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.10
IV
532.9%
B/E move
52.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
482.3%
B/E move
43.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.70
IV
431.7%
B/E move
35.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.34
IV
391.0%
B/E move
27.0%

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations