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Xenon Pharmaceuticals Inc. Common Shares XENE

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Market datapartial · fetched 2026-10-22T21:25:42.432Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-22T20:08:23.401570526Z

FundamentalsAlpha Vantage · unavailable

Share price$36.50
1D+1.4%
AH$35.94$36.16$36.39$36.61$36.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXENE
Sold putSold callAH

Xenon Pharmaceuticals Inc. Common Shares options

Live interpolated XENE call and put midpoint premiums by absolute delta.Xenon Pharmaceuticals Inc. Common Shares$0.56$2.42$4.29$6.15$8.01$27.98$31.95$35.92$39.89$43.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XENE spot · $36.50XENE PRICE$0.76$1.31$0.92$1.08$1.23$1.40$1.62$1.85$2.07$2.30$2.71$3.49$4.28$1.31$1.44$1.65$1.86$2.10$2.35$2.60$3.01$3.67$4.34$5.26$6.34$7.48
PutsExpensive1.25×
CallsCheap0.88×
SkewBearish+18.25 pp
Implied moveBearish±$4.22
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2471.1%23.3%29.13108.5%23.8%
25Δ45.8597.7%29.2%31.8885.6%16.6%
30Δ39.8950.6%11.8%33.4075.5%13.0%
35Δ39.0748.0%10.0%34.5569.3%10.4%
40Δ38.2545.3%8.2%35.4764.6%8.6%
45Δ37.4542.8%6.4%36.2560.9%7.1%
50Δ36.9341.7%5.6%37.0357.2%5.7%
55Δ36.4040.6%4.8%37.8555.7%4.5%
60Δ35.8839.5%4.0%38.7557.4%3.9%
65Δ35.3538.4%3.2%39.6459.2%3.3%
70Δ34.7039.1%2.5%40.7861.4%2.7%
75Δ33.8043.4%2.2%42.0863.8%2.1%
80Δ32.9047.6%1.9%43.4264.1%1.5%

20Δ

Calls
Pseudo strike
44.24
IV
71.1%
B/E move
23.3%
Puts
Pseudo strike
29.13
IV
108.5%
B/E move
23.8%

25Δ

Calls
Pseudo strike
45.85
IV
97.7%
B/E move
29.2%
Puts
Pseudo strike
31.88
IV
85.6%
B/E move
16.6%

30Δ

Calls
Pseudo strike
39.89
IV
50.6%
B/E move
11.8%
Puts
Pseudo strike
33.40
IV
75.5%
B/E move
13.0%

35Δ

Calls
Pseudo strike
39.07
IV
48.0%
B/E move
10.0%
Puts
Pseudo strike
34.55
IV
69.3%
B/E move
10.4%

40Δ

Calls
Pseudo strike
38.25
IV
45.3%
B/E move
8.2%
Puts
Pseudo strike
35.47
IV
64.6%
B/E move
8.6%

45Δ

Calls
Pseudo strike
37.45
IV
42.8%
B/E move
6.4%
Puts
Pseudo strike
36.25
IV
60.9%
B/E move
7.1%

50Δ

Calls
Pseudo strike
36.93
IV
41.7%
B/E move
5.6%
Puts
Pseudo strike
37.03
IV
57.2%
B/E move
5.7%

55Δ

Calls
Pseudo strike
36.40
IV
40.6%
B/E move
4.8%
Puts
Pseudo strike
37.85
IV
55.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
35.88
IV
39.5%
B/E move
4.0%
Puts
Pseudo strike
38.75
IV
57.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
35.35
IV
38.4%
B/E move
3.2%
Puts
Pseudo strike
39.64
IV
59.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
34.70
IV
39.1%
B/E move
2.5%
Puts
Pseudo strike
40.78
IV
61.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
33.80
IV
43.4%
B/E move
2.2%
Puts
Pseudo strike
42.08
IV
63.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
32.90
IV
47.6%
B/E move
1.9%
Puts
Pseudo strike
43.42
IV
64.1%
B/E move
1.5%

Options history

No recorded observations