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Exagen Inc. Common Stock XGN

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Market datapartial · fetched 2026-10-22T18:13:41.725Z

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 · 2026-10-22T18:13:30.924917868Z

FundamentalsAlpha Vantage · unavailable

Share price$7.32
1D-5.0%
$7.20$7.37$7.54$7.70$7.875:30 AM6:30 AM9:00 AM1:00 PMXGN
Sold putSold call

Exagen Inc. Common Stock options

Live interpolated XGN call and put midpoint premiums by absolute delta.Exagen Inc. Common Stock$0.75$1.09$1.43$1.77$2.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEXGN PRICE$0.88$1.11$1.34$1.56$1.79$2.02$1.14$1.07$1.00$0.93$0.86$0.79
PutsExpensive2.82×
CallsExpensive1.60×
SkewBearish+100.30 pp
Implied move——
TiltBullish20.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.08312.0%46.1%
25Δ5.49272.1%39.5%
30Δ5.91232.2%32.9%
35Δ6.32192.3%26.3%
40Δ6.73152.3%19.8%
45Δ7.14112.4%13.2%
50Δ
55Δ7.38106.1%12.8%
60Δ7.04108.4%11.3%
65Δ6.70110.8%9.8%
70Δ6.36113.1%8.2%
75Δ6.02115.4%6.7%
80Δ5.68117.7%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.08
IV
312.0%
B/E move
46.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.49
IV
272.1%
B/E move
39.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.91
IV
232.2%
B/E move
32.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.32
IV
192.3%
B/E move
26.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.73
IV
152.3%
B/E move
19.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.14
IV
112.4%
B/E move
13.2%

50Δ

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

55Δ

Calls
Pseudo strike
7.38
IV
106.1%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.04
IV
108.4%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.70
IV
110.8%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.36
IV
113.1%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.02
IV
115.4%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.68
IV
117.7%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations