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XP Inc. Class A Common Stock XP

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Market datapartial · fetched 2026-11-10T22:19:19.368Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:46:23.324966637Z

FundamentalsAlpha Vantage · unavailable

Share price$14.84
1D-2.2%
AH$14.64$14.80$14.96$15.12$15.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXP
Sold putSold callAH

XP Inc. Class A Common Stock options

Live interpolated XP call and put midpoint premiums by absolute delta.XP Inc. Class A Common Stock$0.09$0.36$0.63$0.91$1.18$13.92$14.40$14.88$15.36$15.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XP spot · $14.84XP PRICE$0.12$0.15$0.19$0.23$0.27$0.31$0.36$0.41$0.46$0.54$0.68$0.82$0.27$0.16$0.19$0.23$0.24$0.26$0.27$0.28$0.30$0.89$0.99$1.10
Puts——
Calls——
Skew——
Implied moveBullish±$0.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.31158.0%12.1%
25Δ15.3855.3%4.4%14.1777.3%5.6%
30Δ15.2856.5%4.0%14.3573.5%4.6%
35Δ15.1757.6%3.5%14.5169.5%3.7%
40Δ15.0758.8%3.1%14.6163.7%3.2%
45Δ14.9759.4%2.7%14.7057.9%2.7%
50Δ14.8758.7%2.3%14.8052.0%2.1%
55Δ14.7757.9%2.0%14.8946.2%1.6%
60Δ14.6757.2%1.7%14.9940.4%1.0%
65Δ14.5756.4%1.3%
70Δ14.4656.9%1.0%15.5286.7%1.4%
75Δ14.2960.8%0.9%15.6782.8%1.1%
80Δ14.1364.8%0.7%15.8279.0%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.31
IV
158.0%
B/E move
12.1%

25Δ

Calls
Pseudo strike
15.38
IV
55.3%
B/E move
4.4%
Puts
Pseudo strike
14.17
IV
77.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
15.28
IV
56.5%
B/E move
4.0%
Puts
Pseudo strike
14.35
IV
73.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
15.17
IV
57.6%
B/E move
3.5%
Puts
Pseudo strike
14.51
IV
69.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
15.07
IV
58.8%
B/E move
3.1%
Puts
Pseudo strike
14.61
IV
63.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
14.97
IV
59.4%
B/E move
2.7%
Puts
Pseudo strike
14.70
IV
57.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
14.87
IV
58.7%
B/E move
2.3%
Puts
Pseudo strike
14.80
IV
52.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
14.77
IV
57.9%
B/E move
2.0%
Puts
Pseudo strike
14.89
IV
46.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
14.67
IV
57.2%
B/E move
1.7%
Puts
Pseudo strike
14.99
IV
40.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
14.57
IV
56.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
14.46
IV
56.9%
B/E move
1.0%
Puts
Pseudo strike
15.52
IV
86.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
14.29
IV
60.8%
B/E move
0.9%
Puts
Pseudo strike
15.67
IV
82.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
14.13
IV
64.8%
B/E move
0.7%
Puts
Pseudo strike
15.82
IV
79.0%
B/E move
0.8%

Options history

IV · four-Friday blend57.86%
Daily close
XP32.8%90.3%147.9%2026-08-12: 58.77%2026-08-13: 114.70%2026-08-14: 50.41%2026-08-17: 57.08%2026-08-18: 41.02%2026-08-19: 52.92%2026-08-20: 51.06%2026-08-21: 46.85%2026-08-24: 56.35%2026-08-25: 72.00%2026-08-26: 56.39%2026-08-27: 75.01%2026-08-28: 49.14%2026-08-31: 64.49%2026-09-01: 63.55%2026-09-02: 63.68%2026-09-03: 59.24%2026-09-04: 40.71%2026-09-08: 46.79%2026-09-09: 55.67%2026-09-10: 59.66%2026-09-11: 49.55%2026-09-14: 57.13%2026-09-15: 64.67%2026-09-16: 65.51%2026-09-17: 77.91%2026-09-18: 55.70%2026-09-21: 49.07%2026-09-22: 58.79%2026-09-23: 64.06%2026-09-24: 80.32%2026-09-25: 58.25%2026-09-28: 72.74%2026-09-29: 70.13%2026-09-30: 67.49%2026-10-01: 94.77%2026-10-02: 84.55%2026-10-05: 68.45%2026-10-06: 62.34%2026-10-07: 62.59%2026-10-08: 73.64%2026-10-09: 62.44%2026-10-12: 74.14%2026-10-13: 91.55%2026-10-14: 84.11%2026-10-15: 94.22%2026-10-16: 107.41%2026-10-19: 118.55%2026-10-20: 111.43%2026-10-21: 126.50%2026-10-22: 139.94%2026-10-23: 139.19%2026-10-26: 81.66%2026-10-27: 65.75%2026-10-28: 61.96%2026-10-29: 64.22%2026-10-30: 57.86%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
58.77%
114.70%
50.41%
57.08%
41.02%
52.92%
51.06%
46.85%
56.35%
72.00%
56.39%
75.01%
49.14%
64.49%
63.55%
63.68%
59.24%
40.71%
46.79%
55.67%
59.66%
49.55%
57.13%
64.67%
65.51%
77.91%
55.70%
49.07%
58.79%
64.06%
80.32%
58.25%
72.74%
70.13%
67.49%
94.77%
84.55%
68.45%
62.34%
62.59%
73.64%
62.44%
74.14%
91.55%
84.11%
94.22%
107.41%
118.55%
111.43%
126.50%
139.94%
139.19%
81.66%
65.75%
61.96%
64.22%
57.86%