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Xerox Holdings Corporation Common Stock XRX

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Market datapartial · fetched 2026-10-23T16:43:37.474Z

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 · 2026-10-23T16:43:19.309037111Z

FundamentalsAlpha Vantage · unavailable

Share price$2.60
1D-4.9%
$2.57$2.62$2.67$2.73$2.785:30 AM6:30 AM9:00 AM1:00 PMXRX
Sold putSold call

Xerox Holdings Corporation Common Stock options

Live interpolated XRX call and put midpoint premiums by absolute delta.Xerox Holdings Corporation Common Stock$0.10$0.24$0.38$0.51$0.65$1.53$2.19$2.86$3.53$4.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRX spot · $2.60XRX PRICE$0.13$0.22$0.31$0.30$0.37$0.37$0.36$0.36$0.35$0.40$0.47$0.54$0.61$0.11$0.14$0.17$0.20$0.24$0.29$0.35$0.40$0.45$0.51
PutsCheap0.91×
CallsExpensive1.87×
SkewBullish-84.93 pp
Implied moveBullish±$0.71
TiltBullish25.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.49168.2%78.0%2.06121.5%25.1%
25Δ5.67256.1%126.8%2.18115.1%21.7%
30Δ6.84344.0%175.6%2.29108.8%18.3%
35Δ4.78259.7%95.8%2.41102.4%14.9%
40Δ4.36272.3%82.4%2.5297.3%12.0%
45Δ3.92233.0%65.2%2.6196.4%10.6%
50Δ3.48193.6%48.1%2.7095.5%9.2%
55Δ3.04154.3%31.0%2.7994.6%7.8%
60Δ2.60115.0%13.9%2.8893.7%6.4%
65Δ2.42106.4%8.7%2.9792.8%5.0%
70Δ2.31107.4%7.3%
75Δ2.20108.3%5.8%
80Δ2.10109.3%4.4%

20Δ

Calls
Pseudo strike
4.49
IV
168.2%
B/E move
78.0%
Puts
Pseudo strike
2.06
IV
121.5%
B/E move
25.1%

25Δ

Calls
Pseudo strike
5.67
IV
256.1%
B/E move
126.8%
Puts
Pseudo strike
2.18
IV
115.1%
B/E move
21.7%

30Δ

Calls
Pseudo strike
6.84
IV
344.0%
B/E move
175.6%
Puts
Pseudo strike
2.29
IV
108.8%
B/E move
18.3%

35Δ

Calls
Pseudo strike
4.78
IV
259.7%
B/E move
95.8%
Puts
Pseudo strike
2.41
IV
102.4%
B/E move
14.9%

40Δ

Calls
Pseudo strike
4.36
IV
272.3%
B/E move
82.4%
Puts
Pseudo strike
2.52
IV
97.3%
B/E move
12.0%

45Δ

Calls
Pseudo strike
3.92
IV
233.0%
B/E move
65.2%
Puts
Pseudo strike
2.61
IV
96.4%
B/E move
10.6%

50Δ

Calls
Pseudo strike
3.48
IV
193.6%
B/E move
48.1%
Puts
Pseudo strike
2.70
IV
95.5%
B/E move
9.2%

55Δ

Calls
Pseudo strike
3.04
IV
154.3%
B/E move
31.0%
Puts
Pseudo strike
2.79
IV
94.6%
B/E move
7.8%

60Δ

Calls
Pseudo strike
2.60
IV
115.0%
B/E move
13.9%
Puts
Pseudo strike
2.88
IV
93.7%
B/E move
6.4%

65Δ

Calls
Pseudo strike
2.42
IV
106.4%
B/E move
8.7%
Puts
Pseudo strike
2.97
IV
92.8%
B/E move
5.0%

70Δ

Calls
Pseudo strike
2.31
IV
107.4%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.20
IV
108.3%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.10
IV
109.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations