IntraAlpha
Create free account Start free

Xp Inc XP

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T17:52:22.975Z

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

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 · 2026-10-21T17:52:17.465156022Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:47.843665+00:00

Share price$30.54
1D-3.5%
$30.21$30.66$31.11$31.56$32.015:30 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$0.28$1.86$3.44$5.02$6.60$25.87$28.16$30.45$32.74$35.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XP spot · $30.54XP PRICE$0.63$0.89$1.03$0.79$0.45$1.04$1.19$1.21$1.07$1.16$1.94$2.43$2.83$0.90$1.07$0.87$0.59$1.19$1.11$1.06$1.02$1.04$1.18$1.79$4.67$6.14
PutsExpensive2.28×
CallsExpensive1.86×
SkewBearish+7.12 pp
Implied moveBullish±$2.25
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.99268.3%23.2%25.83311.3%18.4%
25Δ36.20286.6%21.5%27.05280.8%14.9%
30Δ34.56260.3%16.6%28.35199.8%10.0%
35Δ32.28158.8%8.3%29.53113.9%5.2%
40Δ31.0072.1%3.0%29.74174.1%6.5%
45Δ31.14139.6%5.4%30.24137.8%4.6%
50Δ30.72137.3%4.5%30.61110.9%3.2%
55Δ30.40122.8%3.5%30.8494.1%2.4%
60Δ30.1895.0%2.3%31.0781.9%1.7%
65Δ29.8585.9%1.6%31.3180.2%1.4%
70Δ29.17126.7%1.9%31.9497.7%1.2%
75Δ28.61140.6%1.6%34.57210.3%2.1%
80Δ28.10139.9%1.3%36.13233.7%1.8%

20Δ

Calls
Pseudo strike
36.99
IV
268.3%
B/E move
23.2%
Puts
Pseudo strike
25.83
IV
311.3%
B/E move
18.4%

25Δ

Calls
Pseudo strike
36.20
IV
286.6%
B/E move
21.5%
Puts
Pseudo strike
27.05
IV
280.8%
B/E move
14.9%

30Δ

Calls
Pseudo strike
34.56
IV
260.3%
B/E move
16.6%
Puts
Pseudo strike
28.35
IV
199.8%
B/E move
10.0%

35Δ

Calls
Pseudo strike
32.28
IV
158.8%
B/E move
8.3%
Puts
Pseudo strike
29.53
IV
113.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
31.00
IV
72.1%
B/E move
3.0%
Puts
Pseudo strike
29.74
IV
174.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
31.14
IV
139.6%
B/E move
5.4%
Puts
Pseudo strike
30.24
IV
137.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
30.72
IV
137.3%
B/E move
4.5%
Puts
Pseudo strike
30.61
IV
110.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
30.40
IV
122.8%
B/E move
3.5%
Puts
Pseudo strike
30.84
IV
94.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
30.18
IV
95.0%
B/E move
2.3%
Puts
Pseudo strike
31.07
IV
81.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
29.85
IV
85.9%
B/E move
1.6%
Puts
Pseudo strike
31.31
IV
80.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
29.17
IV
126.7%
B/E move
1.9%
Puts
Pseudo strike
31.94
IV
97.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
28.61
IV
140.6%
B/E move
1.6%
Puts
Pseudo strike
34.57
IV
210.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
28.10
IV
139.9%
B/E move
1.3%
Puts
Pseudo strike
36.13
IV
233.7%
B/E move
1.8%

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%