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X-Energy, Inc. Class A Common Stock XE

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-21T17:49:37.968Z

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

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 · 2026-10-21T17:49:34.591820866Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:37.374143+00:00

Share price$10.94
1D-0.2%
$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$0.07$0.85$1.64$2.42$3.20$9.45$10.15$10.86$11.57$12.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XE spot · $10.94XE PRICE$0.16$0.18$0.21$0.23$0.26$0.28$0.32$0.38$0.45$0.51$0.58$0.78$1.03$0.26$0.15$0.15$0.19$0.23$0.27$0.31$0.54$0.86$1.19$1.52$2.98$0.81
PutsExpensive1.59×
CallsExpensive1.15×
SkewBearish+19.23 pp
Implied moveBalanced±$0.63
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.45182.3%15.2%9.35272.8%16.9%
25Δ12.20168.2%13.1%10.26131.4%7.7%
30Δ11.94154.1%11.1%10.5792.9%4.8%
35Δ11.69139.9%9.0%10.6792.5%4.2%
40Δ11.44125.8%6.9%10.7792.1%3.7%
45Δ11.19111.7%4.8%10.8791.7%3.2%
50Δ10.97101.5%3.2%10.9791.3%2.6%
55Δ10.86102.4%2.8%11.21111.2%2.4%
60Δ10.75103.3%2.4%11.54142.1%2.4%
65Δ10.64104.2%2.0%11.87173.1%2.4%
70Δ10.53105.1%1.6%12.19204.0%2.4%
75Δ10.31121.2%1.4%13.58325.9%3.1%
80Δ10.05144.0%1.3%11.6792.5%0.7%

20Δ

Calls
Pseudo strike
12.45
IV
182.3%
B/E move
15.2%
Puts
Pseudo strike
9.35
IV
272.8%
B/E move
16.9%

25Δ

Calls
Pseudo strike
12.20
IV
168.2%
B/E move
13.1%
Puts
Pseudo strike
10.26
IV
131.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
11.94
IV
154.1%
B/E move
11.1%
Puts
Pseudo strike
10.57
IV
92.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
11.69
IV
139.9%
B/E move
9.0%
Puts
Pseudo strike
10.67
IV
92.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
11.44
IV
125.8%
B/E move
6.9%
Puts
Pseudo strike
10.77
IV
92.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
11.19
IV
111.7%
B/E move
4.8%
Puts
Pseudo strike
10.87
IV
91.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
10.97
IV
101.5%
B/E move
3.2%
Puts
Pseudo strike
10.97
IV
91.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
10.86
IV
102.4%
B/E move
2.8%
Puts
Pseudo strike
11.21
IV
111.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
10.75
IV
103.3%
B/E move
2.4%
Puts
Pseudo strike
11.54
IV
142.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
10.64
IV
104.2%
B/E move
2.0%
Puts
Pseudo strike
11.87
IV
173.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
10.53
IV
105.1%
B/E move
1.6%
Puts
Pseudo strike
12.19
IV
204.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
10.31
IV
121.2%
B/E move
1.4%
Puts
Pseudo strike
13.58
IV
325.9%
B/E move
3.1%

80Δ

Calls
Pseudo strike
10.05
IV
144.0%
B/E move
1.3%
Puts
Pseudo strike
11.67
IV
92.5%
B/E move
0.7%

Options history

XE92.10104.80117.512026-10-19: 93.85%2026-10-20: 115.76%Oct 19Oct 20
Table
DateIV
93.85%
115.76%