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Xpeng Inc XPEV

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-20T06:07:43.898Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:54:04.224820166Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:43.280935+00:00

Share price$9.23
1D-1.0%
AH$9.18$9.23$9.28$9.33$9.385:30 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$0.13$1.08$2.04$2.99$3.94$6.89$8.22$9.54$10.87$12.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPEV spot · $9.23XPEV PRICE$0.28$0.23$0.74$0.54$0.40$0.46$0.54$0.63$0.72$0.88$1.04$1.61$3.67$0.33$0.27$0.29$0.35$0.42$0.49$0.57$0.83$3.10$1.08$2.17$1.98$1.82
PutsExpensive1.66×
CallsExpensive2.53×
SkewBullish-22.65 pp
Implied moveBearish±$1.11
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.81108.6%41.8%7.47102.2%22.7%
25Δ10.7162.6%18.5%8.2864.0%13.3%
30Δ14.54179.4%65.4%8.6452.4%9.6%
35Δ11.66108.2%32.0%8.8351.0%8.2%
40Δ9.8056.1%10.4%9.0249.7%6.8%
45Δ9.5855.1%8.8%9.1948.7%5.8%
50Δ9.3954.8%7.5%9.3547.8%4.9%
55Δ9.2055.0%6.4%9.6753.8%4.3%
60Δ9.0155.2%5.4%11.64131.7%7.6%
65Δ8.7958.1%4.7%10.0256.7%3.2%
70Δ8.5761.1%4.0%11.0884.7%3.5%
75Δ8.0587.6%4.6%10.9873.2%2.5%
80Δ6.59229.1%11.1%10.9360.6%1.4%

20Δ

Calls
Pseudo strike
12.81
IV
108.6%
B/E move
41.8%
Puts
Pseudo strike
7.47
IV
102.2%
B/E move
22.7%

25Δ

Calls
Pseudo strike
10.71
IV
62.6%
B/E move
18.5%
Puts
Pseudo strike
8.28
IV
64.0%
B/E move
13.3%

30Δ

Calls
Pseudo strike
14.54
IV
179.4%
B/E move
65.4%
Puts
Pseudo strike
8.64
IV
52.4%
B/E move
9.6%

35Δ

Calls
Pseudo strike
11.66
IV
108.2%
B/E move
32.0%
Puts
Pseudo strike
8.83
IV
51.0%
B/E move
8.2%

40Δ

Calls
Pseudo strike
9.80
IV
56.1%
B/E move
10.4%
Puts
Pseudo strike
9.02
IV
49.7%
B/E move
6.8%

45Δ

Calls
Pseudo strike
9.58
IV
55.1%
B/E move
8.8%
Puts
Pseudo strike
9.19
IV
48.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
9.39
IV
54.8%
B/E move
7.5%
Puts
Pseudo strike
9.35
IV
47.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
9.20
IV
55.0%
B/E move
6.4%
Puts
Pseudo strike
9.67
IV
53.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
9.01
IV
55.2%
B/E move
5.4%
Puts
Pseudo strike
11.64
IV
131.7%
B/E move
7.6%

65Δ

Calls
Pseudo strike
8.79
IV
58.1%
B/E move
4.7%
Puts
Pseudo strike
10.02
IV
56.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
8.57
IV
61.1%
B/E move
4.0%
Puts
Pseudo strike
11.08
IV
84.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
8.05
IV
87.6%
B/E move
4.6%
Puts
Pseudo strike
10.98
IV
73.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
6.59
IV
229.1%
B/E move
11.1%
Puts
Pseudo strike
10.93
IV
60.6%
B/E move
1.4%

Options history

XPEV50.4550.5050.552026-10-19T19:55:59.927000+00:00: 50.50%Oct 19Oct 19
Table
ObservationIVSkewImplied move
50.50%1.67 pp11.98%