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Xencor, Inc. Common Stock XNCR

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Market datapartial · fetched 2026-10-22T22:45:41.088Z

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 · 2026-10-22T20:34:59.723342685Z

FundamentalsAlpha Vantage · unavailable

Share price$25.84
1D+2.9%
AH$24.62$24.99$25.35$25.72$26.095:30 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$1.94$5.20$8.46$11.72$14.98$11.70$18.37$25.05$31.72$38.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XNCR spot · $25.84XNCR PRICE$2.53$2.29$2.64$3.14$3.64$4.13$4.71$5.32$6.02$6.75$2.30$2.91$2.86$3.39$4.04$4.95$5.86$6.77$8.20$9.71$11.48$14.04
PutsExpensive2.34×
CallsExpensive1.91×
SkewBearish+21.83 pp
Implied moveBearish±$9.00
TiltBearish30.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.02199.6%35.3%
25Δ20.71198.6%31.1%
30Δ22.65159.0%23.4%
35Δ37.37194.1%54.4%24.05152.4%20.0%
40Δ30.97136.6%28.7%25.46147.9%17.1%
45Δ28.97127.6%22.3%26.91147.8%15.0%
50Δ27.74129.3%19.5%28.35147.7%13.0%
55Δ26.52130.9%16.7%29.80147.5%10.9%
60Δ25.29132.6%13.9%31.64148.8%9.3%
65Δ24.07132.4%11.4%33.55150.4%7.7%
70Δ22.86131.5%9.1%35.71152.5%6.2%
75Δ21.64129.7%7.0%38.62156.3%4.9%
80Δ20.42127.5%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.02
IV
199.6%
B/E move
35.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.71
IV
198.6%
B/E move
31.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.65
IV
159.0%
B/E move
23.4%

35Δ

Calls
Pseudo strike
37.37
IV
194.1%
B/E move
54.4%
Puts
Pseudo strike
24.05
IV
152.4%
B/E move
20.0%

40Δ

Calls
Pseudo strike
30.97
IV
136.6%
B/E move
28.7%
Puts
Pseudo strike
25.46
IV
147.9%
B/E move
17.1%

45Δ

Calls
Pseudo strike
28.97
IV
127.6%
B/E move
22.3%
Puts
Pseudo strike
26.91
IV
147.8%
B/E move
15.0%

50Δ

Calls
Pseudo strike
27.74
IV
129.3%
B/E move
19.5%
Puts
Pseudo strike
28.35
IV
147.7%
B/E move
13.0%

55Δ

Calls
Pseudo strike
26.52
IV
130.9%
B/E move
16.7%
Puts
Pseudo strike
29.80
IV
147.5%
B/E move
10.9%

60Δ

Calls
Pseudo strike
25.29
IV
132.6%
B/E move
13.9%
Puts
Pseudo strike
31.64
IV
148.8%
B/E move
9.3%

65Δ

Calls
Pseudo strike
24.07
IV
132.4%
B/E move
11.4%
Puts
Pseudo strike
33.55
IV
150.4%
B/E move
7.7%

70Δ

Calls
Pseudo strike
22.86
IV
131.5%
B/E move
9.1%
Puts
Pseudo strike
35.71
IV
152.5%
B/E move
6.2%

75Δ

Calls
Pseudo strike
21.64
IV
129.7%
B/E move
7.0%
Puts
Pseudo strike
38.62
IV
156.3%
B/E move
4.9%

80Δ

Calls
Pseudo strike
20.42
IV
127.5%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations