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Exagen Inc. Common Stock XGN

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Market datapartial · fetched 2026-10-23T01:38:24.555Z

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 · 2026-10-22T20:00:00.164592653Z

FundamentalsAlpha Vantage · unavailable

Share price$7.48
1D-2.8%
AH$7.20$7.37$7.54$7.70$7.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXGN
Sold putSold callAH

Exagen Inc. Common Stock options

Live interpolated XGN call and put midpoint premiums by absolute delta.Exagen Inc. Common Stock$0.68$1.12$1.56$2.00$2.44$3.84$5.75$7.66$9.57$11.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XGN spot · $7.48XGN PRICE$1.07$0.94$0.81$1.12$1.04$0.96$0.88$0.80$0.73$0.95$1.18$1.41$1.63$1.86$2.09$2.31
PutsExpensive1.84×
CallsExpensive2.22×
SkewBullish-17.21 pp
Implied moveBalanced±$1.90
TiltBearish71.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.15312.0%46.1%
25Δ5.62267.0%38.8%
30Δ6.09222.0%31.4%
35Δ6.56177.0%24.1%
40Δ7.03132.0%16.7%
45Δ9.78210.4%45.2%7.5087.1%9.4%
50Δ8.69155.4%28.8%7.8086.8%8.4%
55Δ7.60100.4%12.5%8.1186.4%7.4%
60Δ8.4186.0%6.4%
65Δ8.7185.6%5.4%
70Δ9.0185.2%4.4%
75Δ9.3284.9%3.4%
80Δ9.6284.5%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.15
IV
312.0%
B/E move
46.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.62
IV
267.0%
B/E move
38.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.09
IV
222.0%
B/E move
31.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.56
IV
177.0%
B/E move
24.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.03
IV
132.0%
B/E move
16.7%

45Δ

Calls
Pseudo strike
9.78
IV
210.4%
B/E move
45.2%
Puts
Pseudo strike
7.50
IV
87.1%
B/E move
9.4%

50Δ

Calls
Pseudo strike
8.69
IV
155.4%
B/E move
28.8%
Puts
Pseudo strike
7.80
IV
86.8%
B/E move
8.4%

55Δ

Calls
Pseudo strike
7.60
IV
100.4%
B/E move
12.5%
Puts
Pseudo strike
8.11
IV
86.4%
B/E move
7.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.41
IV
86.0%
B/E move
6.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.71
IV
85.6%
B/E move
5.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.01
IV
85.2%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.32
IV
84.9%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.62
IV
84.5%
B/E move
2.3%

Options history

No recorded observations