IntraAlpha
Create free account Start free

X-Energy, Inc. Class A Common Stock XE

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-21T17:00:32.004Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:17.131336178Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:31.404844+00:00

Share price$10.96
1D-0.0%
$10.71$10.82$10.92$11.02$11.135:30 AM6:30 AM9:00 AM1:00 PMXE
Sold putSold call

X-Energy, Inc. Class A Common Stock options

Live interpolated XE call and put midpoint premiums by absolute delta.X-Energy, Inc. Class A Common Stock$0.00$1.34$2.67$4.00$5.34$9.35$10.24$11.12$12.01$12.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XE spot · $10.96XE PRICE$0.30$0.36$0.35$0.34$0.32$0.31$0.31$0.37$0.44$0.50$0.56$0.71$0.97$0.26$0.15$0.16$0.20$0.24$0.28$0.32$0.40$0.50$0.59$0.68$4.95$2.07
PutsExpensive1.63×
CallsExpensive1.72×
SkewBullish-40.43 pp
Implied moveBalanced±$0.63
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.49363.3%35.0%9.38268.0%16.7%
25Δ14.80399.7%38.4%10.31123.6%7.2%
30Δ14.02338.0%31.1%10.5894.5%4.9%
35Δ13.24276.2%23.9%10.6894.3%4.3%
40Δ12.46214.5%16.7%10.7894.0%3.8%
45Δ11.68152.7%9.4%10.8893.8%3.2%
50Δ10.9999.1%3.1%10.9893.6%2.7%
55Δ10.8899.6%2.7%11.1097.1%2.3%
60Δ10.77100.1%2.3%11.23101.4%2.0%
65Δ10.67100.6%1.9%11.35105.6%1.7%
70Δ10.56101.1%1.5%11.48109.9%1.5%
75Δ10.38111.2%1.3%15.42485.2%4.5%
80Δ10.11133.3%1.1%12.87202.7%1.4%

20Δ

Calls
Pseudo strike
14.49
IV
363.3%
B/E move
35.0%
Puts
Pseudo strike
9.38
IV
268.0%
B/E move
16.7%

25Δ

Calls
Pseudo strike
14.80
IV
399.7%
B/E move
38.4%
Puts
Pseudo strike
10.31
IV
123.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
14.02
IV
338.0%
B/E move
31.1%
Puts
Pseudo strike
10.58
IV
94.5%
B/E move
4.9%

35Δ

Calls
Pseudo strike
13.24
IV
276.2%
B/E move
23.9%
Puts
Pseudo strike
10.68
IV
94.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
12.46
IV
214.5%
B/E move
16.7%
Puts
Pseudo strike
10.78
IV
94.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
11.68
IV
152.7%
B/E move
9.4%
Puts
Pseudo strike
10.88
IV
93.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
10.99
IV
99.1%
B/E move
3.1%
Puts
Pseudo strike
10.98
IV
93.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
10.88
IV
99.6%
B/E move
2.7%
Puts
Pseudo strike
11.10
IV
97.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
10.77
IV
100.1%
B/E move
2.3%
Puts
Pseudo strike
11.23
IV
101.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
10.67
IV
100.6%
B/E move
1.9%
Puts
Pseudo strike
11.35
IV
105.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
10.56
IV
101.1%
B/E move
1.5%
Puts
Pseudo strike
11.48
IV
109.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
10.38
IV
111.2%
B/E move
1.3%
Puts
Pseudo strike
15.42
IV
485.2%
B/E move
4.5%

80Δ

Calls
Pseudo strike
10.11
IV
133.3%
B/E move
1.1%
Puts
Pseudo strike
12.87
IV
202.7%
B/E move
1.4%

Options history

No recorded observations