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Xerox Holdings Corporation Common Stock XRX

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Market datapartial · fetched 2026-10-23T01:37:45.950Z

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 · 2026-10-22T22:47:32.788242526Z

FundamentalsAlpha Vantage · unavailable

Share price$2.83
1D+2.9%
AH$2.73$2.76$2.79$2.82$2.855:30 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$0.04$0.63$1.21$1.80$2.38$1.44$2.13$2.82$3.51$4.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRX spot · $2.83XRX PRICE$0.10$0.22$0.33$0.37$0.31$0.18$0.22$0.26$0.30$0.34$0.38$0.41$0.73$0.28$0.22$0.19$0.25$0.30$0.35$0.41$0.54$0.72$0.92$1.19$1.84$2.22
PutsExpensive1.27×
CallsExpensive1.36×
SkewBearish+1.74 pp
Implied moveBearish±$0.63
TiltBearish38.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.18121.2%51.2%1.96263.8%40.7%
25Δ5.61225.2%106.1%2.29168.6%26.9%
30Δ6.95324.5%157.2%2.54105.7%17.2%
35Δ5.53295.8%108.6%2.64105.2%15.3%
40Δ4.02195.3%53.2%2.75104.8%13.4%
45Δ2.9875.7%11.9%2.86104.3%11.5%
50Δ2.9175.2%10.6%2.96103.8%9.6%
55Δ2.8374.7%9.2%3.13111.7%8.5%
60Δ2.7574.2%7.9%3.33124.2%7.8%
65Δ2.6873.7%6.5%3.55136.1%7.0%
70Δ2.6073.2%5.2%3.85145.8%6.0%
75Δ2.5272.7%3.8%4.52178.5%5.4%
80Δ2.22128.1%4.1%4.93179.3%3.9%

20Δ

Calls
Pseudo strike
4.18
IV
121.2%
B/E move
51.2%
Puts
Pseudo strike
1.96
IV
263.8%
B/E move
40.7%

25Δ

Calls
Pseudo strike
5.61
IV
225.2%
B/E move
106.1%
Puts
Pseudo strike
2.29
IV
168.6%
B/E move
26.9%

30Δ

Calls
Pseudo strike
6.95
IV
324.5%
B/E move
157.2%
Puts
Pseudo strike
2.54
IV
105.7%
B/E move
17.2%

35Δ

Calls
Pseudo strike
5.53
IV
295.8%
B/E move
108.6%
Puts
Pseudo strike
2.64
IV
105.2%
B/E move
15.3%

40Δ

Calls
Pseudo strike
4.02
IV
195.3%
B/E move
53.2%
Puts
Pseudo strike
2.75
IV
104.8%
B/E move
13.4%

45Δ

Calls
Pseudo strike
2.98
IV
75.7%
B/E move
11.9%
Puts
Pseudo strike
2.86
IV
104.3%
B/E move
11.5%

50Δ

Calls
Pseudo strike
2.91
IV
75.2%
B/E move
10.6%
Puts
Pseudo strike
2.96
IV
103.8%
B/E move
9.6%

55Δ

Calls
Pseudo strike
2.83
IV
74.7%
B/E move
9.2%
Puts
Pseudo strike
3.13
IV
111.7%
B/E move
8.5%

60Δ

Calls
Pseudo strike
2.75
IV
74.2%
B/E move
7.9%
Puts
Pseudo strike
3.33
IV
124.2%
B/E move
7.8%

65Δ

Calls
Pseudo strike
2.68
IV
73.7%
B/E move
6.5%
Puts
Pseudo strike
3.55
IV
136.1%
B/E move
7.0%

70Δ

Calls
Pseudo strike
2.60
IV
73.2%
B/E move
5.2%
Puts
Pseudo strike
3.85
IV
145.8%
B/E move
6.0%

75Δ

Calls
Pseudo strike
2.52
IV
72.7%
B/E move
3.8%
Puts
Pseudo strike
4.52
IV
178.5%
B/E move
5.4%

80Δ

Calls
Pseudo strike
2.22
IV
128.1%
B/E move
4.1%
Puts
Pseudo strike
4.93
IV
179.3%
B/E move
3.9%

Options history

No recorded observations