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Expro Ltd XPRO

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Market datapartial · fetched 2026-10-22T18:38:39.568Z

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 · 2026-10-22T18:38:29.04446696Z

FundamentalsAlpha Vantage · unavailable

Share price$15.78
1D-5.5%
$15.09$15.52$15.95$16.38$16.815:30 AM6:30 AM9:00 AM1:00 PMXPRO
Sold putSold call

Expro Ltd options

Live interpolated XPRO call and put midpoint premiums by absolute delta.Expro Ltd$0.32$1.32$2.32$3.32$4.33$12.49$14.57$16.65$18.73$20.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPRO spot · $15.78XPRO PRICE$0.43$0.53$0.63$0.73$0.95$1.20$1.45$1.70$1.95$2.32$2.90$3.47$4.04$0.42$0.51$0.60$0.69$0.79$0.89$0.99$1.09$1.19$1.29$1.40$1.50$1.60
PutsFair0.95×
CallsExpensive2.13×
SkewBullish-42.00 pp
Implied moveBullish±$2.44
TiltBullish26.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.02100.1%36.0%13.2180.7%18.9%
25Δ19.5390.1%27.1%13.8373.5%15.5%
30Δ18.6284.2%22.0%14.4666.3%12.1%
35Δ17.7078.2%16.8%15.0359.7%9.1%
40Δ17.1479.7%14.6%15.2756.8%8.2%
45Δ16.6783.3%13.3%15.5054.0%7.4%
50Δ16.2186.9%11.9%15.7451.2%6.5%
55Δ15.7590.5%10.6%15.9748.3%5.7%
60Δ15.2894.0%9.2%16.2145.5%4.8%
65Δ14.7199.5%8.0%16.4442.7%4.0%
70Δ13.98107.9%7.0%16.6839.8%3.1%
75Δ13.25116.3%6.0%16.9137.0%2.3%
80Δ12.52124.8%4.9%17.1534.2%1.4%

20Δ

Calls
Pseudo strike
21.02
IV
100.1%
B/E move
36.0%
Puts
Pseudo strike
13.21
IV
80.7%
B/E move
18.9%

25Δ

Calls
Pseudo strike
19.53
IV
90.1%
B/E move
27.1%
Puts
Pseudo strike
13.83
IV
73.5%
B/E move
15.5%

30Δ

Calls
Pseudo strike
18.62
IV
84.2%
B/E move
22.0%
Puts
Pseudo strike
14.46
IV
66.3%
B/E move
12.1%

35Δ

Calls
Pseudo strike
17.70
IV
78.2%
B/E move
16.8%
Puts
Pseudo strike
15.03
IV
59.7%
B/E move
9.1%

40Δ

Calls
Pseudo strike
17.14
IV
79.7%
B/E move
14.6%
Puts
Pseudo strike
15.27
IV
56.8%
B/E move
8.2%

45Δ

Calls
Pseudo strike
16.67
IV
83.3%
B/E move
13.3%
Puts
Pseudo strike
15.50
IV
54.0%
B/E move
7.4%

50Δ

Calls
Pseudo strike
16.21
IV
86.9%
B/E move
11.9%
Puts
Pseudo strike
15.74
IV
51.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
15.75
IV
90.5%
B/E move
10.6%
Puts
Pseudo strike
15.97
IV
48.3%
B/E move
5.7%

60Δ

Calls
Pseudo strike
15.28
IV
94.0%
B/E move
9.2%
Puts
Pseudo strike
16.21
IV
45.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
14.71
IV
99.5%
B/E move
8.0%
Puts
Pseudo strike
16.44
IV
42.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
13.98
IV
107.9%
B/E move
7.0%
Puts
Pseudo strike
16.68
IV
39.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
13.25
IV
116.3%
B/E move
6.0%
Puts
Pseudo strike
16.91
IV
37.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
12.52
IV
124.8%
B/E move
4.9%
Puts
Pseudo strike
17.15
IV
34.2%
B/E move
1.4%

Options history

No recorded observations