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Expand Energy Corporation Common Stock EXE

i

Market dataready · fetched 2026-11-04T04:37:33.483Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T22:49:10.656095561Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T04:37:32.991547+00:00

Share price$91.17
1D+0.7%
AH$89.06$89.49$89.93$90.36$90.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXE
Sold putSold callAH

Expand Energy Corporation Common Stock options

Live interpolated EXE call and put midpoint premiums by absolute delta.Expand Energy Corporation Common Stock$0.00$4.00$8.00$12.00$16.00$88.08$89.77$91.45$93.13$94.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EXE spot · $91.17EXE PRICE$0.27$0.37$0.49$0.61$0.72$0.77$0.83$0.88$0.95$1.03$1.10$1.17$1.24$0.53$0.71$0.95$1.23$1.53$1.93$2.37$2.86$3.54$4.45$7.56$14.84
Puts——
CallsCheap0.65×
Skew——
Implied moveBearish±$3.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.3630.2%2.7%87.4556.3%4.7%
25Δ92.8929.5%2.3%88.2755.5%4.0%
30Δ92.5630.3%2.1%88.8358.3%3.6%
35Δ92.2431.2%1.8%89.4360.5%3.3%
40Δ91.9131.1%1.6%90.0462.6%2.9%
45Δ91.6028.4%1.3%90.6965.9%2.6%
50Δ91.2825.8%1.0%91.3868.6%2.4%
55Δ90.9823.3%0.8%92.1471.0%2.1%
60Δ90.8121.8%0.7%93.0275.9%1.9%
65Δ90.6420.3%0.6%94.1181.9%1.6%
70Δ90.4718.9%0.4%
75Δ90.3117.4%0.3%97.55102.8%1.3%
80Δ90.1415.9%0.2%104.62171.1%1.5%

20Δ

Calls
Pseudo strike
93.36
IV
30.2%
B/E move
2.7%
Puts
Pseudo strike
87.45
IV
56.3%
B/E move
4.7%

25Δ

Calls
Pseudo strike
92.89
IV
29.5%
B/E move
2.3%
Puts
Pseudo strike
88.27
IV
55.5%
B/E move
4.0%

30Δ

Calls
Pseudo strike
92.56
IV
30.3%
B/E move
2.1%
Puts
Pseudo strike
88.83
IV
58.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
92.24
IV
31.2%
B/E move
1.8%
Puts
Pseudo strike
89.43
IV
60.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
91.91
IV
31.1%
B/E move
1.6%
Puts
Pseudo strike
90.04
IV
62.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
91.60
IV
28.4%
B/E move
1.3%
Puts
Pseudo strike
90.69
IV
65.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
91.28
IV
25.8%
B/E move
1.0%
Puts
Pseudo strike
91.38
IV
68.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
90.98
IV
23.3%
B/E move
0.8%
Puts
Pseudo strike
92.14
IV
71.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
90.81
IV
21.8%
B/E move
0.7%
Puts
Pseudo strike
93.02
IV
75.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
90.64
IV
20.3%
B/E move
0.6%
Puts
Pseudo strike
94.11
IV
81.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
90.47
IV
18.9%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
90.31
IV
17.4%
B/E move
0.3%
Puts
Pseudo strike
97.55
IV
102.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
90.14
IV
15.9%
B/E move
0.2%
Puts
Pseudo strike
104.62
IV
171.1%
B/E move
1.5%

Options history

IV · four-Friday blend32.15%
Daily close
EXE26.2%36.5%46.8%2026-08-05: 30.26%2026-08-06: 30.35%2026-08-07: 30.40%2026-08-10: 31.61%2026-08-11: 30.70%2026-08-12: 31.36%2026-08-13: 30.72%2026-08-14: 30.29%2026-08-18: 30.34%2026-08-21: 31.06%2026-08-24: 31.43%2026-08-25: 30.90%2026-08-26: 30.00%2026-08-27: 30.69%2026-08-28: 29.91%2026-08-31: 31.17%2026-09-01: 30.73%2026-09-02: 29.86%2026-09-03: 29.26%2026-09-04: 27.64%2026-09-08: 30.94%2026-09-09: 33.29%2026-09-10: 35.20%2026-09-11: 28.97%2026-09-14: 32.13%2026-09-15: 32.48%2026-09-16: 36.27%2026-09-17: 36.71%2026-09-18: 28.50%2026-09-21: 32.16%2026-09-22: 32.56%2026-09-23: 33.85%2026-09-24: 34.43%2026-09-25: 30.01%2026-09-28: 32.23%2026-09-29: 31.37%2026-09-30: 32.07%2026-10-01: 32.51%2026-10-02: 29.57%2026-10-05: 31.15%2026-10-06: 30.39%2026-10-07: 31.57%2026-10-08: 31.75%2026-10-09: 28.36%2026-10-12: 29.69%2026-10-13: 33.92%2026-10-14: 36.35%2026-10-15: 35.95%2026-10-16: 34.98%2026-10-19: 36.90%2026-10-20: 37.35%2026-10-21: 36.89%2026-10-22: 41.46%2026-10-23: 39.58%2026-10-26: 44.94%2026-10-27: 45.42%2026-10-28: 38.59%2026-10-29: 38.10%2026-10-30: 32.15%Aug 5Sep 21Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.26%
30.35%
30.40%
31.61%
30.70%
31.36%
30.72%
30.29%
30.34%
31.06%
31.43%
30.90%
30.00%
30.69%
29.91%
31.17%
30.73%
29.86%
29.26%
27.64%
30.94%
33.29%
35.20%
28.97%
32.13%
32.48%
36.27%
36.71%
28.50%
32.16%
32.56%
33.85%
34.43%
30.01%
32.23%
31.37%
32.07%
32.51%
29.57%
31.15%
30.39%
31.57%
31.75%
28.36%
29.69%
33.92%
36.35%
35.95%
34.98%
36.90%
37.35%
36.89%
41.46%
39.58%
44.94%
45.42%
38.59%
38.10%
32.15%