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Xenon Pharmaceuticals Inc XENE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T04:26:10.381Z

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 · 2026-10-23T20:00:58.787444278Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:26:10.418921+00:00

Share price$35.35
1D-1.7%
AH$35.25$35.44$35.63$35.82$36.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXENE
Sold putSold callAH

Xenon Pharmaceuticals Inc options

Live interpolated XENE call and put midpoint premiums by absolute delta.Xenon Pharmaceuticals Inc$0.58$1.90$3.22$4.54$5.86$28.62$32.23$35.84$39.44$43.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XENE spot · $35.35XENE PRICE$1.11$0.73$0.91$1.10$1.43$1.86$2.29$2.72$3.11$3.49$3.86$4.42$5.17$0.72$0.88$1.17$1.49$1.82$2.12$2.38$2.63$2.89$3.23$3.92$4.61$5.48
PutsFair1.04×
CallsExpensive1.16×
SkewBullish-9.99 pp
Implied moveBalanced±$4.67
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.28118.4%42.5%31.0263.0%14.3%
25Δ39.6454.0%14.2%32.3056.7%11.1%
30Δ38.7553.0%12.2%33.0956.6%9.7%
35Δ37.8752.0%10.2%33.7957.7%8.6%
40Δ37.1254.2%9.1%34.4958.8%7.6%
45Δ36.4858.6%8.5%35.1758.8%6.5%
50Δ35.8363.1%7.8%35.7856.1%5.5%
55Δ35.1967.5%7.2%36.3953.4%4.5%
60Δ34.4567.3%6.3%37.0050.6%3.5%
65Δ33.6765.3%5.1%37.6648.6%2.6%
70Δ32.8963.2%4.0%38.5249.7%2.1%
75Δ32.0162.6%3.1%39.3950.8%1.6%
80Δ31.0263.4%2.4%40.4252.2%1.2%

20Δ

Calls
Pseudo strike
49.28
IV
118.4%
B/E move
42.5%
Puts
Pseudo strike
31.02
IV
63.0%
B/E move
14.3%

25Δ

Calls
Pseudo strike
39.64
IV
54.0%
B/E move
14.2%
Puts
Pseudo strike
32.30
IV
56.7%
B/E move
11.1%

30Δ

Calls
Pseudo strike
38.75
IV
53.0%
B/E move
12.2%
Puts
Pseudo strike
33.09
IV
56.6%
B/E move
9.7%

35Δ

Calls
Pseudo strike
37.87
IV
52.0%
B/E move
10.2%
Puts
Pseudo strike
33.79
IV
57.7%
B/E move
8.6%

40Δ

Calls
Pseudo strike
37.12
IV
54.2%
B/E move
9.1%
Puts
Pseudo strike
34.49
IV
58.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
36.48
IV
58.6%
B/E move
8.5%
Puts
Pseudo strike
35.17
IV
58.8%
B/E move
6.5%

50Δ

Calls
Pseudo strike
35.83
IV
63.1%
B/E move
7.8%
Puts
Pseudo strike
35.78
IV
56.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
35.19
IV
67.5%
B/E move
7.2%
Puts
Pseudo strike
36.39
IV
53.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
34.45
IV
67.3%
B/E move
6.3%
Puts
Pseudo strike
37.00
IV
50.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
33.67
IV
65.3%
B/E move
5.1%
Puts
Pseudo strike
37.66
IV
48.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
32.89
IV
63.2%
B/E move
4.0%
Puts
Pseudo strike
38.52
IV
49.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
32.01
IV
62.6%
B/E move
3.1%
Puts
Pseudo strike
39.39
IV
50.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
31.02
IV
63.4%
B/E move
2.4%
Puts
Pseudo strike
40.42
IV
52.2%
B/E move
1.2%

Options history

No recorded observations