IntraAlpha
Create free account Start free

Xenia Hotels & Resorts, Inc. XHR

i

Market datapartial · fetched 2026-10-22T23:58:58.258Z

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 · 2026-10-22T23:00:00.00294286Z

FundamentalsAlpha Vantage · unavailable

Share price$19.50
1D-0.7%
AH$19.25$19.38$19.52$19.65$19.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXHR
Sold putSold callAH

Xenia Hotels & Resorts, Inc. options

Live interpolated XHR call and put midpoint premiums by absolute delta.Xenia Hotels & Resorts, Inc.$0.85$1.33$1.80$2.27$2.75$14.07$17.15$20.23$23.32$26.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XHR spot · $19.50XHR PRICE$0.90$1.19$1.36$1.37$1.47$1.57$1.67$1.78$1.88$1.98$2.08$2.19$2.29$0.94$1.15$1.36$1.44$1.50$1.57$1.63$1.78$1.94$2.11$2.28$2.44$2.61
PutsExpensive2.58×
CallsExpensive3.29×
SkewBullish-26.76 pp
Implied moveBalanced±$3.31
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.71184.5%82.7%15.34129.1%26.2%
25Δ31.84183.1%69.4%16.39119.5%21.8%
30Δ28.02164.1%50.6%17.45110.0%17.5%
35Δ24.12128.4%30.7%18.0799.3%14.7%
40Δ22.32111.7%22.0%18.6688.5%12.0%
45Δ21.29100.5%17.2%19.2677.8%9.3%
50Δ20.2689.3%12.5%19.8667.0%6.5%
55Δ19.7081.6%10.1%20.2461.7%5.3%
60Δ19.2975.1%8.5%20.5558.0%4.6%
65Δ18.8868.6%7.0%20.8554.3%3.9%
70Δ18.4762.2%5.4%21.1650.7%3.2%
75Δ18.0655.7%3.8%21.4747.0%2.4%
80Δ17.6549.2%2.2%21.7843.3%1.7%

20Δ

Calls
Pseudo strike
34.71
IV
184.5%
B/E move
82.7%
Puts
Pseudo strike
15.34
IV
129.1%
B/E move
26.2%

25Δ

Calls
Pseudo strike
31.84
IV
183.1%
B/E move
69.4%
Puts
Pseudo strike
16.39
IV
119.5%
B/E move
21.8%

30Δ

Calls
Pseudo strike
28.02
IV
164.1%
B/E move
50.6%
Puts
Pseudo strike
17.45
IV
110.0%
B/E move
17.5%

35Δ

Calls
Pseudo strike
24.12
IV
128.4%
B/E move
30.7%
Puts
Pseudo strike
18.07
IV
99.3%
B/E move
14.7%

40Δ

Calls
Pseudo strike
22.32
IV
111.7%
B/E move
22.0%
Puts
Pseudo strike
18.66
IV
88.5%
B/E move
12.0%

45Δ

Calls
Pseudo strike
21.29
IV
100.5%
B/E move
17.2%
Puts
Pseudo strike
19.26
IV
77.8%
B/E move
9.3%

50Δ

Calls
Pseudo strike
20.26
IV
89.3%
B/E move
12.5%
Puts
Pseudo strike
19.86
IV
67.0%
B/E move
6.5%

55Δ

Calls
Pseudo strike
19.70
IV
81.6%
B/E move
10.1%
Puts
Pseudo strike
20.24
IV
61.7%
B/E move
5.3%

60Δ

Calls
Pseudo strike
19.29
IV
75.1%
B/E move
8.5%
Puts
Pseudo strike
20.55
IV
58.0%
B/E move
4.6%

65Δ

Calls
Pseudo strike
18.88
IV
68.6%
B/E move
7.0%
Puts
Pseudo strike
20.85
IV
54.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
18.47
IV
62.2%
B/E move
5.4%
Puts
Pseudo strike
21.16
IV
50.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
18.06
IV
55.7%
B/E move
3.8%
Puts
Pseudo strike
21.47
IV
47.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
17.65
IV
49.2%
B/E move
2.2%
Puts
Pseudo strike
21.78
IV
43.3%
B/E move
1.7%

Options history

No recorded observations