IntraAlpha
Create free account Start free

Xponential Fitness, Inc. XPOF

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-11-13T01:27:12.310Z

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 · 2026-11-13T00:00:00.003005733Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:27:11.858129+00:00

Share price$4.63
1D-1.9%
AH$4.47$4.54$4.61$4.67$4.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPOF
Sold putSold callAH

Xponential Fitness, Inc. options

Live interpolated XPOF call and put midpoint premiums by absolute delta.Xponential Fitness, Inc.$0.30$0.59$0.89$1.19$1.48$3.53$4.06$4.59$5.12$5.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XPOF spot · $4.63XPOF PRICE$0.40$0.40$0.33$0.41$0.49$0.57$0.65$0.73$0.81$1.40$0.42$0.42$0.43$0.47$0.50$0.53$0.56$0.60
Puts——
Calls——
Skew——
Implied moveBearish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.99453.6%44.3%
25Δ3.58352.3%31.8%
30Δ8.11426.6%83.8%4.04273.2%22.0%
35Δ6.33322.0%45.3%4.21252.1%19.2%
40Δ4.37231.0%16.4%
45Δ4.86148.9%12.1%4.53209.9%13.6%
50Δ4.72152.7%10.9%4.69188.8%10.8%
55Δ4.58156.5%9.6%4.86167.7%8.0%
60Δ4.44160.3%8.3%
65Δ4.30164.1%7.0%
70Δ4.17167.9%5.7%
75Δ4.03171.7%4.4%
80Δ3.42293.1%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.99
IV
453.6%
B/E move
44.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.58
IV
352.3%
B/E move
31.8%

30Δ

Calls
Pseudo strike
8.11
IV
426.6%
B/E move
83.8%
Puts
Pseudo strike
4.04
IV
273.2%
B/E move
22.0%

35Δ

Calls
Pseudo strike
6.33
IV
322.0%
B/E move
45.3%
Puts
Pseudo strike
4.21
IV
252.1%
B/E move
19.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.37
IV
231.0%
B/E move
16.4%

45Δ

Calls
Pseudo strike
4.86
IV
148.9%
B/E move
12.1%
Puts
Pseudo strike
4.53
IV
209.9%
B/E move
13.6%

50Δ

Calls
Pseudo strike
4.72
IV
152.7%
B/E move
10.9%
Puts
Pseudo strike
4.69
IV
188.8%
B/E move
10.8%

55Δ

Calls
Pseudo strike
4.58
IV
156.5%
B/E move
9.6%
Puts
Pseudo strike
4.86
IV
167.7%
B/E move
8.0%

60Δ

Calls
Pseudo strike
4.44
IV
160.3%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.30
IV
164.1%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.17
IV
167.9%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.03
IV
171.7%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.42
IV
293.1%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations