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Expro Ltd XPRO

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Market datapartial · fetched 2026-10-23T04:06:24.482Z

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 · 2026-10-22T23:00:00.002515803Z

FundamentalsAlpha Vantage · unavailable

Share price$15.66
1D-6.2%
AH$15.09$15.52$15.95$16.38$16.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPRO
Sold putSold callAH

Expro Ltd options

Live interpolated XPRO call and put midpoint premiums by absolute delta.Expro Ltd$0.32$1.37$2.41$3.45$4.49$12.36$14.50$16.64$18.78$20.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPRO spot · $15.66XPRO PRICE$0.44$0.53$0.64$0.74$0.98$1.23$1.49$1.74$2.00$2.45$3.03$3.61$4.19$0.46$0.53$0.60$0.67$0.78$0.91$1.03$1.15$1.28$1.40$1.52$1.65$1.77
PutsFair0.98×
CallsExpensive2.25×
SkewBullish-45.90 pp
Implied moveBullish±$2.52
TiltBullish25.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.96102.2%36.6%13.0087.5%19.9%
25Δ19.4892.6%27.8%13.6478.1%16.2%
30Δ18.5487.0%22.5%14.2868.6%12.6%
35Δ17.6081.5%17.1%14.9259.2%9.0%
40Δ17.0884.5%15.3%15.2256.0%7.8%
45Δ16.6188.5%13.9%15.4753.7%7.0%
50Δ16.1392.6%12.5%15.7251.5%6.2%
55Δ15.6696.7%11.1%15.9849.2%5.3%
60Δ15.18100.7%9.7%16.2347.0%4.5%
65Δ14.55108.2%8.6%16.4844.7%3.7%
70Δ13.80117.8%7.5%16.7342.5%2.9%
75Δ13.06127.3%6.5%16.9840.2%2.1%
80Δ12.30133.2%5.3%17.2438.0%1.2%

20Δ

Calls
Pseudo strike
20.96
IV
102.2%
B/E move
36.6%
Puts
Pseudo strike
13.00
IV
87.5%
B/E move
19.9%

25Δ

Calls
Pseudo strike
19.48
IV
92.6%
B/E move
27.8%
Puts
Pseudo strike
13.64
IV
78.1%
B/E move
16.2%

30Δ

Calls
Pseudo strike
18.54
IV
87.0%
B/E move
22.5%
Puts
Pseudo strike
14.28
IV
68.6%
B/E move
12.6%

35Δ

Calls
Pseudo strike
17.60
IV
81.5%
B/E move
17.1%
Puts
Pseudo strike
14.92
IV
59.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
17.08
IV
84.5%
B/E move
15.3%
Puts
Pseudo strike
15.22
IV
56.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
16.61
IV
88.5%
B/E move
13.9%
Puts
Pseudo strike
15.47
IV
53.7%
B/E move
7.0%

50Δ

Calls
Pseudo strike
16.13
IV
92.6%
B/E move
12.5%
Puts
Pseudo strike
15.72
IV
51.5%
B/E move
6.2%

55Δ

Calls
Pseudo strike
15.66
IV
96.7%
B/E move
11.1%
Puts
Pseudo strike
15.98
IV
49.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
15.18
IV
100.7%
B/E move
9.7%
Puts
Pseudo strike
16.23
IV
47.0%
B/E move
4.5%

65Δ

Calls
Pseudo strike
14.55
IV
108.2%
B/E move
8.6%
Puts
Pseudo strike
16.48
IV
44.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.80
IV
117.8%
B/E move
7.5%
Puts
Pseudo strike
16.73
IV
42.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
13.06
IV
127.3%
B/E move
6.5%
Puts
Pseudo strike
16.98
IV
40.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
12.30
IV
133.2%
B/E move
5.3%
Puts
Pseudo strike
17.24
IV
38.0%
B/E move
1.2%

Options history

No recorded observations