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XPEL, Inc. Common Stock XPEL

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-13T01:26:18.013Z

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: 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 · 2026-11-12T21:00:01.014167175Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:26:17.701882+00:00

Share price$37.62
1D-6.5%
AH$36.88$37.79$38.69$39.60$40.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPEL
Sold putSold callAH

XPEL, Inc. Common Stock options

Live interpolated XPEL call and put midpoint premiums by absolute delta.XPEL, Inc. Common Stock$1.07$1.60$2.13$2.67$3.20$32.56$35.06$37.57$40.07$42.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XPEL spot · $37.62XPEL PRICE$1.12$1.42$1.51$1.68$1.85$2.02$2.23$2.43$2.64$2.84$3.05$1.42$1.51$1.60$1.74$1.90$2.05$2.21$2.36$2.52
Puts——
Calls——
Skew——
Implied moveBullish±$3.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ44.88152.3%22.3%
30Δ43.39151.0%19.1%
35Δ35.75103.2%8.7%
40Δ39.70105.4%9.5%36.5291.5%6.9%
45Δ38.9098.2%7.9%37.3079.8%5.1%
50Δ38.1191.1%6.2%37.7873.5%4.2%
55Δ37.3984.6%4.8%38.1669.2%3.6%
60Δ36.9180.0%4.0%38.5464.8%3.0%
65Δ36.4375.5%3.3%38.9260.5%2.4%
70Δ35.9670.9%2.6%39.3056.1%1.8%
75Δ35.4866.4%1.9%39.6851.8%1.2%
80Δ35.0161.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
44.88
IV
152.3%
B/E move
22.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
43.39
IV
151.0%
B/E move
19.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.75
IV
103.2%
B/E move
8.7%

40Δ

Calls
Pseudo strike
39.70
IV
105.4%
B/E move
9.5%
Puts
Pseudo strike
36.52
IV
91.5%
B/E move
6.9%

45Δ

Calls
Pseudo strike
38.90
IV
98.2%
B/E move
7.9%
Puts
Pseudo strike
37.30
IV
79.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
38.11
IV
91.1%
B/E move
6.2%
Puts
Pseudo strike
37.78
IV
73.5%
B/E move
4.2%

55Δ

Calls
Pseudo strike
37.39
IV
84.6%
B/E move
4.8%
Puts
Pseudo strike
38.16
IV
69.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
36.91
IV
80.0%
B/E move
4.0%
Puts
Pseudo strike
38.54
IV
64.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
36.43
IV
75.5%
B/E move
3.3%
Puts
Pseudo strike
38.92
IV
60.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
35.96
IV
70.9%
B/E move
2.6%
Puts
Pseudo strike
39.30
IV
56.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
35.48
IV
66.4%
B/E move
1.9%
Puts
Pseudo strike
39.68
IV
51.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
35.01
IV
61.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend60.20%
Daily EOD
XPEL55.8%59.3%62.7%2026-10-19: 56.34%2026-10-20: 56.30%2026-10-21: 58.54%2026-10-22: 58.59%2026-10-23: 60.22%2026-10-26: 62.24%2026-10-27: 60.97%2026-10-28: 57.63%2026-10-29: 57.45%2026-10-30: 60.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.34%
56.30%
58.54%
58.59%
60.22%
62.24%
60.97%
57.63%
57.45%
60.20%