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Xpeng Inc XPEV

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-15T20:04:56.547Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:11.720244467Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:00:04.271310+00:00

Share price$9.63
1D+1.9%
AH$9.43$9.50$9.56$9.63$9.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPEV
Sold putSold callAH

Xpeng Inc options

Live interpolated XPEV call and put midpoint premiums by absolute delta.Xpeng Inc$0.00$1.13$2.27$3.40$4.54$7.11$8.37$9.64$10.90$12.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $9.63OPTION PRICELive XPEV spot · $9.63XPEV PRICE$1.06$1.06$1.01$0.89$0.77$0.66$0.54$0.43$0.31$0.32$0.48$0.64$0.91$1.06$0.61$0.05$0.51$0.97$1.43$1.89$2.36$2.82$3.28$3.74$4.20$1.03
PutsExpensive9.33×
CallsExpensive7.03×
SkewBullish-3.31 pp
Implied moveBearish±$2.44
TiltBearish45.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.96800.0%66.4%7.38800.0%34.3%
25Δ13.95800.0%56.0%8.39467.4%19.2%
30Δ13.21748.4%47.6%9.4953.8%2.0%
35Δ12.65647.5%40.6%9.93123.7%2.1%
40Δ12.08546.6%33.5%10.37196.5%2.4%
45Δ11.52445.6%26.4%10.80269.4%2.7%
50Δ10.95344.7%19.3%11.24342.2%3.0%
55Δ10.38243.8%12.3%11.67415.1%3.3%
60Δ9.82142.8%5.2%12.11487.9%3.6%
65Δ9.4398.4%1.2%12.54560.7%3.8%
70Δ9.27127.1%1.2%12.97633.6%4.1%
75Δ9.11155.8%1.2%13.41706.4%4.4%
80Δ8.83194.5%1.1%10.56195.7%1.1%

20Δ

Calls
Pseudo strike
14.96
IV
800.0%
B/E move
66.4%
Puts
Pseudo strike
7.38
IV
800.0%
B/E move
34.3%

25Δ

Calls
Pseudo strike
13.95
IV
800.0%
B/E move
56.0%
Puts
Pseudo strike
8.39
IV
467.4%
B/E move
19.2%

30Δ

Calls
Pseudo strike
13.21
IV
748.4%
B/E move
47.6%
Puts
Pseudo strike
9.49
IV
53.8%
B/E move
2.0%

35Δ

Calls
Pseudo strike
12.65
IV
647.5%
B/E move
40.6%
Puts
Pseudo strike
9.93
IV
123.7%
B/E move
2.1%

40Δ

Calls
Pseudo strike
12.08
IV
546.6%
B/E move
33.5%
Puts
Pseudo strike
10.37
IV
196.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
11.52
IV
445.6%
B/E move
26.4%
Puts
Pseudo strike
10.80
IV
269.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
10.95
IV
344.7%
B/E move
19.3%
Puts
Pseudo strike
11.24
IV
342.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
10.38
IV
243.8%
B/E move
12.3%
Puts
Pseudo strike
11.67
IV
415.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
9.82
IV
142.8%
B/E move
5.2%
Puts
Pseudo strike
12.11
IV
487.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
9.43
IV
98.4%
B/E move
1.2%
Puts
Pseudo strike
12.54
IV
560.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
9.27
IV
127.1%
B/E move
1.2%
Puts
Pseudo strike
12.97
IV
633.6%
B/E move
4.1%

75Δ

Calls
Pseudo strike
9.11
IV
155.8%
B/E move
1.2%
Puts
Pseudo strike
13.41
IV
706.4%
B/E move
4.4%

80Δ

Calls
Pseudo strike
8.83
IV
194.5%
B/E move
1.1%
Puts
Pseudo strike
10.56
IV
195.7%
B/E move
1.1%