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Xpeng Inc XPEV

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-16T21:50:49.154Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:39:23.1638824Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:50:48.682278+00:00

Share price$9.27
1D-4.2%
AH$9.16$9.29$9.41$9.54$9.665:30 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$0.12$0.64$1.16$1.68$2.21$7.16$8.53$9.90$11.28$12.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPEV spot · $9.27XPEV PRICE$0.38$0.42$0.71$0.67$0.36$0.64$0.91$1.18$1.45$1.72$0.97$1.29$2.06$0.59$1.03$0.85$0.17$0.21$0.25$0.29$0.33$0.37$0.54$0.79$1.04$1.28
PutsExpensive2.90×
CallsExpensive5.72×
SkewBullish-99.46 pp
Implied moveBullish±$1.20
TiltBullish24.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.72367.7%95.3%7.08320.8%30.0%
25Δ14.30287.5%58.8%7.47394.8%30.5%
30Δ14.14378.6%60.2%8.23278.6%20.4%
35Δ12.96307.6%47.0%9.0453.6%4.4%
40Δ9.3676.8%4.9%9.1253.1%3.9%
45Δ9.20115.6%6.1%9.2152.6%3.4%
50Δ9.03154.4%7.2%9.3052.1%2.9%
55Δ8.87193.2%8.4%9.3851.6%2.4%
60Δ8.70232.0%9.5%9.4751.1%1.9%
65Δ8.54270.8%10.7%9.6657.9%1.6%
70Δ8.79140.7%5.2%9.9269.2%1.5%
75Δ8.29148.3%3.3%10.1880.4%1.4%
80Δ7.64227.0%4.5%10.4491.6%1.2%

20Δ

Calls
Pseudo strike
17.72
IV
367.7%
B/E move
95.3%
Puts
Pseudo strike
7.08
IV
320.8%
B/E move
30.0%

25Δ

Calls
Pseudo strike
14.30
IV
287.5%
B/E move
58.8%
Puts
Pseudo strike
7.47
IV
394.8%
B/E move
30.5%

30Δ

Calls
Pseudo strike
14.14
IV
378.6%
B/E move
60.2%
Puts
Pseudo strike
8.23
IV
278.6%
B/E move
20.4%

35Δ

Calls
Pseudo strike
12.96
IV
307.6%
B/E move
47.0%
Puts
Pseudo strike
9.04
IV
53.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
9.36
IV
76.8%
B/E move
4.9%
Puts
Pseudo strike
9.12
IV
53.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
9.20
IV
115.6%
B/E move
6.1%
Puts
Pseudo strike
9.21
IV
52.6%
B/E move
3.4%

50Δ

Calls
Pseudo strike
9.03
IV
154.4%
B/E move
7.2%
Puts
Pseudo strike
9.30
IV
52.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
8.87
IV
193.2%
B/E move
8.4%
Puts
Pseudo strike
9.38
IV
51.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
8.70
IV
232.0%
B/E move
9.5%
Puts
Pseudo strike
9.47
IV
51.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
8.54
IV
270.8%
B/E move
10.7%
Puts
Pseudo strike
9.66
IV
57.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
8.79
IV
140.7%
B/E move
5.2%
Puts
Pseudo strike
9.92
IV
69.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
8.29
IV
148.3%
B/E move
3.3%
Puts
Pseudo strike
10.18
IV
80.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
7.64
IV
227.0%
B/E move
4.5%
Puts
Pseudo strike
10.44
IV
91.6%
B/E move
1.2%