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Expro Ltd XPRO

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Market datapartial · fetched 2026-10-22T23:27:23.691Z

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$12.37$14.49$16.61$18.74$20.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$1.53$1.65$1.77
PutsFair0.98×
CallsExpensive2.22×
SkewBullish-44.66 pp
Implied moveBullish±$2.52
TiltBullish25.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.96101.9%36.6%13.0087.2%19.9%
25Δ19.4892.1%27.8%13.6477.8%16.2%
30Δ18.5486.1%22.5%14.2868.4%12.6%
35Δ17.6180.1%17.1%14.9259.0%9.0%
40Δ17.0883.0%15.3%15.2255.8%7.8%
45Δ16.6187.0%13.9%15.4753.5%7.0%
50Δ16.1390.9%12.5%15.7351.2%6.2%
55Δ15.6694.9%11.1%15.9848.9%5.3%
60Δ15.1998.9%9.7%16.2346.6%4.5%
65Δ14.55106.2%8.6%16.4844.3%3.7%
70Δ13.81115.6%7.5%16.7442.0%2.9%
75Δ13.06125.0%6.5%16.9939.8%2.0%
80Δ12.30130.9%5.3%17.2437.5%1.2%

20Δ

Calls
Pseudo strike
20.96
IV
101.9%
B/E move
36.6%
Puts
Pseudo strike
13.00
IV
87.2%
B/E move
19.9%

25Δ

Calls
Pseudo strike
19.48
IV
92.1%
B/E move
27.8%
Puts
Pseudo strike
13.64
IV
77.8%
B/E move
16.2%

30Δ

Calls
Pseudo strike
18.54
IV
86.1%
B/E move
22.5%
Puts
Pseudo strike
14.28
IV
68.4%
B/E move
12.6%

35Δ

Calls
Pseudo strike
17.61
IV
80.1%
B/E move
17.1%
Puts
Pseudo strike
14.92
IV
59.0%
B/E move
9.0%

40Δ

Calls
Pseudo strike
17.08
IV
83.0%
B/E move
15.3%
Puts
Pseudo strike
15.22
IV
55.8%
B/E move
7.8%

45Δ

Calls
Pseudo strike
16.61
IV
87.0%
B/E move
13.9%
Puts
Pseudo strike
15.47
IV
53.5%
B/E move
7.0%

50Δ

Calls
Pseudo strike
16.13
IV
90.9%
B/E move
12.5%
Puts
Pseudo strike
15.73
IV
51.2%
B/E move
6.2%

55Δ

Calls
Pseudo strike
15.66
IV
94.9%
B/E move
11.1%
Puts
Pseudo strike
15.98
IV
48.9%
B/E move
5.3%

60Δ

Calls
Pseudo strike
15.19
IV
98.9%
B/E move
9.7%
Puts
Pseudo strike
16.23
IV
46.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
14.55
IV
106.2%
B/E move
8.6%
Puts
Pseudo strike
16.48
IV
44.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.81
IV
115.6%
B/E move
7.5%
Puts
Pseudo strike
16.74
IV
42.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
13.06
IV
125.0%
B/E move
6.5%
Puts
Pseudo strike
16.99
IV
39.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.30
IV
130.9%
B/E move
5.3%
Puts
Pseudo strike
17.24
IV
37.5%
B/E move
1.2%

Options history

No recorded observations