IntraAlpha
Create free account Start free

Xpel Inc XPEL

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-23T17:33:01.626Z

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 · 2026-10-23T17:24:57.4356025Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:29:54.954012+00:00

Share price$43.31
1D+0.6%
$42.52$42.83$43.15$43.46$43.785:30 AM6:30 AM9:00 AM1:00 PMXPEL
Sold putSold call

Xpel Inc options

Live interpolated XPEL call and put midpoint premiums by absolute delta.Xpel Inc$0.63$2.70$4.77$6.83$8.90$31.91$37.48$43.05$48.63$54.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPEL spot · $43.31XPEL PRICE$0.86$1.11$1.36$1.66$2.08$2.50$3.02$3.58$4.25$5.11$6.02$7.03$8.30$1.82$2.30$2.50$2.69$2.96$3.30$3.68$4.14$5.04$5.90$6.32$6.74$7.16
PutsExpensive2.25×
CallsExpensive2.04×
SkewBearish+4.25 pp
Implied moveBearish±$6.70
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.4667.3%23.1%34.72115.5%24.0%
25Δ50.6565.9%19.5%37.01109.4%19.9%
30Δ48.8464.5%15.9%39.0895.4%15.5%
35Δ47.2464.0%12.9%40.7284.0%12.2%
40Δ46.2666.1%11.6%42.0576.6%9.7%
45Δ45.2868.2%10.3%43.1671.7%8.0%
50Δ44.2570.1%9.1%44.1668.1%6.5%
55Δ43.1972.0%8.0%45.1965.3%5.2%
60Δ42.0874.6%7.0%46.4167.3%4.5%
65Δ40.8478.8%6.1%47.5868.6%3.7%
70Δ39.5482.2%5.2%48.3764.0%2.9%
75Δ38.1084.1%4.2%49.1559.4%2.1%
80Δ36.4387.2%3.3%49.9354.8%1.3%

20Δ

Calls
Pseudo strike
52.46
IV
67.3%
B/E move
23.1%
Puts
Pseudo strike
34.72
IV
115.5%
B/E move
24.0%

25Δ

Calls
Pseudo strike
50.65
IV
65.9%
B/E move
19.5%
Puts
Pseudo strike
37.01
IV
109.4%
B/E move
19.9%

30Δ

Calls
Pseudo strike
48.84
IV
64.5%
B/E move
15.9%
Puts
Pseudo strike
39.08
IV
95.4%
B/E move
15.5%

35Δ

Calls
Pseudo strike
47.24
IV
64.0%
B/E move
12.9%
Puts
Pseudo strike
40.72
IV
84.0%
B/E move
12.2%

40Δ

Calls
Pseudo strike
46.26
IV
66.1%
B/E move
11.6%
Puts
Pseudo strike
42.05
IV
76.6%
B/E move
9.7%

45Δ

Calls
Pseudo strike
45.28
IV
68.2%
B/E move
10.3%
Puts
Pseudo strike
43.16
IV
71.7%
B/E move
8.0%

50Δ

Calls
Pseudo strike
44.25
IV
70.1%
B/E move
9.1%
Puts
Pseudo strike
44.16
IV
68.1%
B/E move
6.5%

55Δ

Calls
Pseudo strike
43.19
IV
72.0%
B/E move
8.0%
Puts
Pseudo strike
45.19
IV
65.3%
B/E move
5.2%

60Δ

Calls
Pseudo strike
42.08
IV
74.6%
B/E move
7.0%
Puts
Pseudo strike
46.41
IV
67.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
40.84
IV
78.8%
B/E move
6.1%
Puts
Pseudo strike
47.58
IV
68.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
39.54
IV
82.2%
B/E move
5.2%
Puts
Pseudo strike
48.37
IV
64.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
38.10
IV
84.1%
B/E move
4.2%
Puts
Pseudo strike
49.15
IV
59.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
36.43
IV
87.2%
B/E move
3.3%
Puts
Pseudo strike
49.93
IV
54.8%
B/E move
1.3%

Options history

No recorded observations