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Xerox Holdings Corporation Common Stock XRX

i

Market dataready · fetched 2026-11-13T02:10:12.800Z

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 · 2026-11-12T23:54:50.224319934Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:10:11.810987+00:00

Share price$1.01
1D-1.0%
AH$0.98$1.00$1.03$1.05$1.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRX
Sold putSold callAH

Xerox Holdings Corporation Common Stock options

Live interpolated XRX call and put midpoint premiums by absolute delta.Xerox Holdings Corporation Common Stock$0.00$1.20$2.40$3.60$4.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXRX PRICE$0.04$0.05$0.06$0.07$0.07$0.08$0.09$0.10$0.07$0.07$0.08$0.08$0.08$0.76$1.26$2.03$2.40$3.52$4.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.94427.5%195.0%0.64484.2%44.3%
25Δ2.67390.8%169.5%0.71411.1%36.8%
30Δ2.41354.1%144.0%0.79338.1%29.3%
35Δ2.14317.4%118.6%0.87265.1%21.7%
40Δ1.88280.7%93.1%0.94192.1%14.2%
45Δ1.61244.0%67.6%
50Δ1.35207.4%42.1%
55Δ1.08170.7%16.6%1.59556.1%18.1%
60Δ2.10642.8%16.8%
65Δ2.88760.1%15.8%
70Δ3.28750.5%13.1%
75Δ4.40800.0%12.9%
80Δ5.35800.0%10.9%

20Δ

Calls
Pseudo strike
2.94
IV
427.5%
B/E move
195.0%
Puts
Pseudo strike
0.64
IV
484.2%
B/E move
44.3%

25Δ

Calls
Pseudo strike
2.67
IV
390.8%
B/E move
169.5%
Puts
Pseudo strike
0.71
IV
411.1%
B/E move
36.8%

30Δ

Calls
Pseudo strike
2.41
IV
354.1%
B/E move
144.0%
Puts
Pseudo strike
0.79
IV
338.1%
B/E move
29.3%

35Δ

Calls
Pseudo strike
2.14
IV
317.4%
B/E move
118.6%
Puts
Pseudo strike
0.87
IV
265.1%
B/E move
21.7%

40Δ

Calls
Pseudo strike
1.88
IV
280.7%
B/E move
93.1%
Puts
Pseudo strike
0.94
IV
192.1%
B/E move
14.2%

45Δ

Calls
Pseudo strike
1.61
IV
244.0%
B/E move
67.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.35
IV
207.4%
B/E move
42.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.08
IV
170.7%
B/E move
16.6%
Puts
Pseudo strike
1.59
IV
556.1%
B/E move
18.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.10
IV
642.8%
B/E move
16.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.88
IV
760.1%
B/E move
15.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
750.5%
B/E move
13.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
800.0%
B/E move
12.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.35
IV
800.0%
B/E move
10.9%

Options history

IV · four-Friday blend155.35%
Daily EOD
XRX81.4%121.1%160.8%2026-10-19: 98.09%2026-10-20: 88.22%2026-10-21: 106.75%2026-10-22: 86.92%2026-10-23: 115.91%2026-10-26: 117.78%2026-10-27: 119.95%2026-10-28: 121.77%2026-10-30: 155.35%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
98.09%
88.22%
106.75%
86.92%
115.91%
117.78%
119.95%
121.77%
155.35%