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Xp Inc XP

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T16:59:00.520Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:54.89370706Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:59.980581+00:00

Share price$30.50
1D-3.5%
$30.41$30.80$31.20$31.60$32.005:30 AM6:30 AM9:00 AM1:00 PMXP
Sold putSold call

Xp Inc options

Live interpolated XP call and put midpoint premiums by absolute delta.Xp Inc$0.47$1.83$3.20$4.57$5.93$25.80$28.18$30.56$32.94$35.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XP spot · $30.50XP PRICE$0.63$0.89$1.02$0.86$0.90$0.82$1.14$1.19$1.04$1.73$1.85$2.85$3.72$0.95$1.07$0.89$0.62$1.19$1.12$1.06$1.03$1.01$1.19$1.74$4.34$5.54
PutsExpensive2.27×
CallsExpensive1.97×
SkewBullish-5.53 pp
Implied moveBullish±$2.20
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.98267.4%23.3%25.60323.8%19.2%
25Δ36.19285.5%21.6%27.01278.7%14.9%
30Δ34.49256.6%16.5%28.28201.8%10.2%
35Δ32.34168.4%8.9%29.41120.5%5.6%
40Δ31.57144.1%6.5%29.70174.6%6.5%
45Δ30.87107.4%3.9%30.19138.8%4.7%
50Δ30.61128.3%4.1%30.58110.3%3.2%
55Δ30.37120.5%3.5%30.8094.5%2.4%
60Δ30.1391.3%2.2%31.0279.8%1.6%
65Δ29.52131.8%2.4%31.2880.8%1.3%
70Δ29.22122.6%1.9%31.8696.3%1.2%
75Δ28.25166.7%2.0%34.25192.4%1.9%
80Δ27.33188.7%1.8%35.52215.3%1.7%

20Δ

Calls
Pseudo strike
36.98
IV
267.4%
B/E move
23.3%
Puts
Pseudo strike
25.60
IV
323.8%
B/E move
19.2%

25Δ

Calls
Pseudo strike
36.19
IV
285.5%
B/E move
21.6%
Puts
Pseudo strike
27.01
IV
278.7%
B/E move
14.9%

30Δ

Calls
Pseudo strike
34.49
IV
256.6%
B/E move
16.5%
Puts
Pseudo strike
28.28
IV
201.8%
B/E move
10.2%

35Δ

Calls
Pseudo strike
32.34
IV
168.4%
B/E move
8.9%
Puts
Pseudo strike
29.41
IV
120.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
31.57
IV
144.1%
B/E move
6.5%
Puts
Pseudo strike
29.70
IV
174.6%
B/E move
6.5%

45Δ

Calls
Pseudo strike
30.87
IV
107.4%
B/E move
3.9%
Puts
Pseudo strike
30.19
IV
138.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
30.61
IV
128.3%
B/E move
4.1%
Puts
Pseudo strike
30.58
IV
110.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
30.37
IV
120.5%
B/E move
3.5%
Puts
Pseudo strike
30.80
IV
94.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
30.13
IV
91.3%
B/E move
2.2%
Puts
Pseudo strike
31.02
IV
79.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
29.52
IV
131.8%
B/E move
2.4%
Puts
Pseudo strike
31.28
IV
80.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
29.22
IV
122.6%
B/E move
1.9%
Puts
Pseudo strike
31.86
IV
96.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
28.25
IV
166.7%
B/E move
2.0%
Puts
Pseudo strike
34.25
IV
192.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
27.33
IV
188.7%
B/E move
1.8%
Puts
Pseudo strike
35.52
IV
215.3%
B/E move
1.7%

Options history

XP34.3079.98125.672026-07-23: 78.73%2026-07-24: 49.65%2026-07-27: 48.90%2026-07-28: 61.17%2026-07-29: 108.46%2026-07-30: 65.90%2026-07-31: 47.04%2026-08-03: 49.98%2026-08-04: 76.44%2026-08-05: 56.17%2026-08-06: 71.20%2026-08-07: 50.84%2026-08-10: 59.94%2026-08-11: 62.14%2026-08-12: 59.75%2026-08-13: 87.25%2026-08-14: 50.41%2026-08-17: 60.92%2026-08-18: 40.65%2026-08-19: 58.03%2026-08-20: 50.03%2026-08-21: 44.46%2026-08-24: 55.73%2026-08-25: 74.17%2026-08-26: 56.37%2026-08-27: 75.17%2026-08-28: 49.04%2026-08-31: 64.57%2026-09-01: 64.26%2026-09-02: 62.41%2026-09-03: 61.08%2026-09-04: 40.60%2026-09-08: 46.91%2026-09-09: 55.77%2026-09-10: 62.73%2026-09-11: 49.45%2026-09-14: 57.53%2026-09-15: 63.78%2026-09-16: 63.52%2026-09-17: 79.06%2026-09-18: 55.16%2026-09-21: 48.74%2026-09-22: 67.62%2026-09-23: 63.71%2026-09-24: 78.55%2026-09-25: 58.25%2026-09-28: 74.57%2026-09-29: 70.15%2026-09-30: 68.33%2026-10-01: 100.95%2026-10-02: 84.54%2026-10-05: 70.82%2026-10-06: 60.46%2026-10-07: 62.07%2026-10-08: 74.22%2026-10-09: 62.17%2026-10-12: 73.91%2026-10-13: 91.61%2026-10-14: 84.28%2026-10-15: 89.11%2026-10-16: 107.60%2026-10-19: 119.37%2026-10-20: 111.29%Jul 23Oct 20
Table
DateIV
78.73%
49.65%
48.90%
61.17%
108.46%
65.90%
47.04%
49.98%
76.44%
56.17%
71.20%
50.84%
59.94%
62.14%
59.75%
87.25%
50.41%
60.92%
40.65%
58.03%
50.03%
44.46%
55.73%
74.17%
56.37%
75.17%
49.04%
64.57%
64.26%
62.41%
61.08%
40.60%
46.91%
55.77%
62.73%
49.45%
57.53%
63.78%
63.52%
79.06%
55.16%
48.74%
67.62%
63.71%
78.55%
58.25%
74.57%
70.15%
68.33%
100.95%
84.54%
70.82%
60.46%
62.07%
74.22%
62.17%
73.91%
91.61%
84.28%
89.11%
107.60%
119.37%
111.29%