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X-Energy, Inc. Class A Common Stock XE

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-10T22:24:10.708Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:22:21.010774069Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:24:10.725900+00:00

Share price$10.99
1D+0.8%
AH$10.54$10.70$10.85$11.00$11.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXE
Sold putSold callAH

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$0.12$0.46$0.81$1.15$1.50$10.01$10.51$11.02$11.52$12.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive XE spot · $10.99XE PRICE$0.29$0.34$0.39$0.45$0.52$0.59$0.66$0.76$1.00$0.16$0.24$0.32$0.40$0.46$0.52$0.65$0.87$1.09$1.30$1.40
Puts——
Calls——
Skew——
Implied moveBearish±$1.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.01133.0%10.3%
25Δ10.18141.7%9.6%
30Δ10.34150.3%8.8%
35Δ11.60129.9%8.1%10.51158.2%8.0%
40Δ11.40125.2%6.8%10.70150.1%6.8%
45Δ11.23123.2%5.8%10.90142.0%5.6%
50Δ11.06121.1%4.8%11.11146.9%4.8%
55Δ10.91118.9%4.0%11.36167.0%4.6%
60Δ10.77116.4%3.4%11.62180.3%4.2%
65Δ10.62114.0%2.7%11.89184.0%3.6%
70Δ10.46114.2%2.1%12.07174.8%2.9%
75Δ10.20130.1%1.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.01
IV
133.0%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.18
IV
141.7%
B/E move
9.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.34
IV
150.3%
B/E move
8.8%

35Δ

Calls
Pseudo strike
11.60
IV
129.9%
B/E move
8.1%
Puts
Pseudo strike
10.51
IV
158.2%
B/E move
8.0%

40Δ

Calls
Pseudo strike
11.40
IV
125.2%
B/E move
6.8%
Puts
Pseudo strike
10.70
IV
150.1%
B/E move
6.8%

45Δ

Calls
Pseudo strike
11.23
IV
123.2%
B/E move
5.8%
Puts
Pseudo strike
10.90
IV
142.0%
B/E move
5.6%

50Δ

Calls
Pseudo strike
11.06
IV
121.1%
B/E move
4.8%
Puts
Pseudo strike
11.11
IV
146.9%
B/E move
4.8%

55Δ

Calls
Pseudo strike
10.91
IV
118.9%
B/E move
4.0%
Puts
Pseudo strike
11.36
IV
167.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
10.77
IV
116.4%
B/E move
3.4%
Puts
Pseudo strike
11.62
IV
180.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
10.62
IV
114.0%
B/E move
2.7%
Puts
Pseudo strike
11.89
IV
184.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
10.46
IV
114.2%
B/E move
2.1%
Puts
Pseudo strike
12.07
IV
174.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
10.20
IV
130.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend84.88%
Daily close
XE73.6%99.5%125.3%2026-08-12: 102.76%2026-08-13: 92.38%2026-08-14: 90.63%2026-08-17: 91.58%2026-08-21: 94.31%2026-08-24: 96.50%2026-08-25: 96.08%2026-08-26: 95.64%2026-08-27: 109.63%2026-08-28: 102.40%2026-08-31: 121.74%2026-09-01: 106.06%2026-09-02: 102.83%2026-09-03: 99.22%2026-09-04: 97.05%2026-09-08: 106.12%2026-09-09: 105.16%2026-09-10: 107.76%2026-09-11: 78.58%2026-09-14: 91.00%2026-09-15: 87.74%2026-09-16: 93.33%2026-09-17: 92.80%2026-09-18: 94.10%2026-09-21: 94.85%2026-09-22: 85.23%2026-09-23: 85.87%2026-09-24: 97.05%2026-09-25: 78.16%2026-09-28: 82.27%2026-09-29: 78.87%2026-09-30: 87.05%2026-10-01: 88.48%2026-10-02: 77.20%2026-10-05: 89.24%2026-10-06: 90.48%2026-10-07: 79.17%2026-10-08: 91.45%2026-10-09: 81.85%2026-10-12: 82.60%2026-10-13: 83.78%2026-10-14: 85.76%2026-10-15: 81.37%2026-10-16: 95.39%2026-10-19: 92.07%2026-10-20: 116.27%2026-10-21: 89.25%2026-10-22: 97.19%2026-10-23: 93.06%2026-10-26: 98.36%2026-10-27: 95.33%2026-10-28: 118.91%2026-10-29: 98.77%2026-10-30: 84.88%Aug 12Sep 23Oct 30
54 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
102.76%
92.38%
90.63%
91.58%
94.31%
96.50%
96.08%
95.64%
109.63%
102.40%
121.74%
106.06%
102.83%
99.22%
97.05%
106.12%
105.16%
107.76%
78.58%
91.00%
87.74%
93.33%
92.80%
94.10%
94.85%
85.23%
85.87%
97.05%
78.16%
82.27%
78.87%
87.05%
88.48%
77.20%
89.24%
90.48%
79.17%
91.45%
81.85%
82.60%
83.78%
85.76%
81.37%
95.39%
92.07%
116.27%
89.25%
97.19%
93.06%
98.36%
95.33%
118.91%
98.77%
84.88%