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Xpel Inc XPEL

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-23T03:31:55.855Z

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 · 2026-10-22T20:00:00.513966348Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:26:04.990486+00:00

Share price$44.21
1D+2.7%
AH$42.96$43.32$43.68$44.04$44.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPEL
Sold putSold callAH

Xpel Inc options

Live interpolated XPEL call and put midpoint premiums by absolute delta.Xpel Inc$0.70$3.13$5.56$7.98$10.41$32.38$38.16$43.94$49.72$55.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPEL spot · $44.21XPEL PRICE$0.96$1.31$1.41$1.80$2.19$2.64$3.09$3.75$4.47$5.16$5.85$6.76$7.85$1.74$2.26$2.63$2.73$2.99$3.50$4.02$4.57$5.11$5.84$6.61$8.12$9.71
PutsExpensive2.41×
CallsExpensive1.97×
SkewBearish+4.40 pp
Implied moveBearish±$7.11
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.1674.8%24.7%35.99107.0%22.5%
25Δ52.7578.5%22.3%37.94104.3%19.3%
30Δ49.6264.7%15.4%39.9295.7%15.7%
35Δ48.5466.7%13.9%41.5582.4%12.2%
40Δ47.4668.6%12.3%42.9773.9%9.6%
45Δ46.3469.2%10.8%44.1172.5%8.1%
50Δ45.2269.7%9.3%45.2370.8%6.8%
55Δ44.0872.6%8.2%46.2868.7%5.6%
60Δ42.9476.0%7.2%47.3366.5%4.5%
65Δ41.7676.9%6.1%48.4465.2%3.6%
70Δ40.5476.1%4.9%49.5864.1%2.8%
75Δ39.1876.8%3.9%51.3667.0%2.2%
80Δ37.7078.7%3.0%53.2068.4%1.6%

20Δ

Calls
Pseudo strike
54.16
IV
74.8%
B/E move
24.7%
Puts
Pseudo strike
35.99
IV
107.0%
B/E move
22.5%

25Δ

Calls
Pseudo strike
52.75
IV
78.5%
B/E move
22.3%
Puts
Pseudo strike
37.94
IV
104.3%
B/E move
19.3%

30Δ

Calls
Pseudo strike
49.62
IV
64.7%
B/E move
15.4%
Puts
Pseudo strike
39.92
IV
95.7%
B/E move
15.7%

35Δ

Calls
Pseudo strike
48.54
IV
66.7%
B/E move
13.9%
Puts
Pseudo strike
41.55
IV
82.4%
B/E move
12.2%

40Δ

Calls
Pseudo strike
47.46
IV
68.6%
B/E move
12.3%
Puts
Pseudo strike
42.97
IV
73.9%
B/E move
9.6%

45Δ

Calls
Pseudo strike
46.34
IV
69.2%
B/E move
10.8%
Puts
Pseudo strike
44.11
IV
72.5%
B/E move
8.1%

50Δ

Calls
Pseudo strike
45.22
IV
69.7%
B/E move
9.3%
Puts
Pseudo strike
45.23
IV
70.8%
B/E move
6.8%

55Δ

Calls
Pseudo strike
44.08
IV
72.6%
B/E move
8.2%
Puts
Pseudo strike
46.28
IV
68.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
42.94
IV
76.0%
B/E move
7.2%
Puts
Pseudo strike
47.33
IV
66.5%
B/E move
4.5%

65Δ

Calls
Pseudo strike
41.76
IV
76.9%
B/E move
6.1%
Puts
Pseudo strike
48.44
IV
65.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
40.54
IV
76.1%
B/E move
4.9%
Puts
Pseudo strike
49.58
IV
64.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
39.18
IV
76.8%
B/E move
3.9%
Puts
Pseudo strike
51.36
IV
67.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
37.70
IV
78.7%
B/E move
3.0%
Puts
Pseudo strike
53.20
IV
68.4%
B/E move
1.6%

Options history

No recorded observations