IntraAlpha
Create free account Start free

Xenia Hotels & Resorts, Inc. XHR

i

Market dataready · fetched 2026-11-12T03:19:44.905Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003006043Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:19:44.028987+00:00

Share price$22.11
1D-0.5%
AH$21.97$22.07$22.17$22.27$22.375:30 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.$0.35$2.02$3.69$5.35$7.02$17.27$19.07$20.88$22.69$24.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XHR spot · $22.11XHR PRICE$0.53$0.68$0.82$0.99$1.20$1.41$1.63$1.84$2.05$2.26$0.61$0.78$0.94$1.08$1.23$1.37$1.51$2.20$3.07$3.94$4.80$5.67$6.54
PutsExpensive2.52×
Calls——
Skew——
Implied moveBearish±$2.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.41156.3%30.9%18.69142.8%18.2%
25Δ26.99148.3%25.1%19.54137.1%15.2%
30Δ25.57140.4%19.3%20.25130.6%12.7%
35Δ20.78123.1%10.9%
40Δ21.31115.7%9.2%
45Δ21.84108.2%7.4%
50Δ22.2774.2%5.2%22.37100.7%5.7%
55Δ21.9273.9%4.6%23.25103.6%4.8%
60Δ21.5773.7%4.0%24.24110.0%4.2%
65Δ21.2373.5%3.4%25.23116.3%3.7%
70Δ20.8873.2%2.8%26.23122.6%3.1%
75Δ20.5473.0%2.1%27.22128.9%2.5%
80Δ20.1972.7%1.5%28.21135.2%2.0%

20Δ

Calls
Pseudo strike
28.41
IV
156.3%
B/E move
30.9%
Puts
Pseudo strike
18.69
IV
142.8%
B/E move
18.2%

25Δ

Calls
Pseudo strike
26.99
IV
148.3%
B/E move
25.1%
Puts
Pseudo strike
19.54
IV
137.1%
B/E move
15.2%

30Δ

Calls
Pseudo strike
25.57
IV
140.4%
B/E move
19.3%
Puts
Pseudo strike
20.25
IV
130.6%
B/E move
12.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.78
IV
123.1%
B/E move
10.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.31
IV
115.7%
B/E move
9.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.84
IV
108.2%
B/E move
7.4%

50Δ

Calls
Pseudo strike
22.27
IV
74.2%
B/E move
5.2%
Puts
Pseudo strike
22.37
IV
100.7%
B/E move
5.7%

55Δ

Calls
Pseudo strike
21.92
IV
73.9%
B/E move
4.6%
Puts
Pseudo strike
23.25
IV
103.6%
B/E move
4.8%

60Δ

Calls
Pseudo strike
21.57
IV
73.7%
B/E move
4.0%
Puts
Pseudo strike
24.24
IV
110.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
21.23
IV
73.5%
B/E move
3.4%
Puts
Pseudo strike
25.23
IV
116.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
20.88
IV
73.2%
B/E move
2.8%
Puts
Pseudo strike
26.23
IV
122.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
20.54
IV
73.0%
B/E move
2.1%
Puts
Pseudo strike
27.22
IV
128.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
20.19
IV
72.7%
B/E move
1.5%
Puts
Pseudo strike
28.21
IV
135.2%
B/E move
2.0%

Options history

IV · four-Friday blend55.13%
Daily EOD
XHR43.1%49.5%56.0%2026-10-19: 45.33%2026-10-20: 43.96%2026-10-21: 47.06%2026-10-22: 49.58%2026-10-23: 49.39%2026-10-26: 49.58%2026-10-27: 49.66%2026-10-28: 51.89%2026-10-29: 52.74%2026-10-30: 55.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.33%
43.96%
47.06%
49.58%
49.39%
49.58%
49.66%
51.89%
52.74%
55.13%