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Xencor, Inc. Common Stock XNCR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-14T01:47:26.900Z

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 · 2026-11-13T21:00:01.938101698Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T01:47:25.747649+00:00

Share price$37.09
1D-4.1%
AH$36.30$36.94$37.58$38.21$38.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXNCR
Sold putSold callAH

Xencor, Inc. Common Stock options

Live interpolated XNCR call and put midpoint premiums by absolute delta.Xencor, Inc. Common Stock$0.53$2.19$3.85$5.50$7.16$30.31$33.40$36.48$39.57$42.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XNCR spot · $37.09XNCR PRICE$0.93$1.24$1.64$2.04$2.44$2.85$3.25$3.65$4.31$5.05$5.79$0.71$0.91$1.11$1.49$1.95$2.40$2.86$3.31$3.77$4.25$5.06$5.87$6.68
PutsExpensive1.30×
Calls——
Skew——
Implied moveBearish±$5.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.67106.6%13.8%
25Δ33.68105.3%11.6%
30Δ40.59103.2%11.9%34.69104.1%9.5%
35Δ39.52102.0%9.9%35.52105.2%8.2%
40Δ38.80106.2%9.0%36.28107.3%7.4%
45Δ38.08110.5%8.2%37.03109.4%6.6%
50Δ37.35114.7%7.3%37.78111.5%5.8%
55Δ36.63119.0%6.4%38.54113.6%5.0%
60Δ35.90123.2%5.6%39.29115.7%4.2%
65Δ35.18127.4%4.7%40.06117.5%3.4%
70Δ34.24127.7%3.9%41.09115.3%2.9%
75Δ33.22126.6%3.2%42.12113.1%2.3%
80Δ32.21125.5%2.4%43.14110.8%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.67
IV
106.6%
B/E move
13.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.68
IV
105.3%
B/E move
11.6%

30Δ

Calls
Pseudo strike
40.59
IV
103.2%
B/E move
11.9%
Puts
Pseudo strike
34.69
IV
104.1%
B/E move
9.5%

35Δ

Calls
Pseudo strike
39.52
IV
102.0%
B/E move
9.9%
Puts
Pseudo strike
35.52
IV
105.2%
B/E move
8.2%

40Δ

Calls
Pseudo strike
38.80
IV
106.2%
B/E move
9.0%
Puts
Pseudo strike
36.28
IV
107.3%
B/E move
7.4%

45Δ

Calls
Pseudo strike
38.08
IV
110.5%
B/E move
8.2%
Puts
Pseudo strike
37.03
IV
109.4%
B/E move
6.6%

50Δ

Calls
Pseudo strike
37.35
IV
114.7%
B/E move
7.3%
Puts
Pseudo strike
37.78
IV
111.5%
B/E move
5.8%

55Δ

Calls
Pseudo strike
36.63
IV
119.0%
B/E move
6.4%
Puts
Pseudo strike
38.54
IV
113.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
35.90
IV
123.2%
B/E move
5.6%
Puts
Pseudo strike
39.29
IV
115.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
35.18
IV
127.4%
B/E move
4.7%
Puts
Pseudo strike
40.06
IV
117.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
34.24
IV
127.7%
B/E move
3.9%
Puts
Pseudo strike
41.09
IV
115.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
33.22
IV
126.6%
B/E move
3.2%
Puts
Pseudo strike
42.12
IV
113.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
32.21
IV
125.5%
B/E move
2.4%
Puts
Pseudo strike
43.14
IV
110.8%
B/E move
1.7%

Options history

IV · four-Friday blend86.70%
Daily EOD
XNCR77.6%96.7%115.8%2026-10-19: 113.18%2026-10-20: 106.90%2026-10-21: 104.50%2026-10-22: 100.11%2026-10-23: 103.01%2026-10-26: 84.48%2026-10-27: 87.11%2026-10-28: 80.20%2026-10-29: 82.27%2026-10-30: 86.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
113.18%
106.90%
104.50%
100.11%
103.01%
84.48%
87.11%
80.20%
82.27%
86.70%