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Expand Energy Corporation Common Stock EXE

i

Market dataready · fetched 2026-11-06T19:44:35.703Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T19:44:21.083028993Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T19:44:35.108102+00:00

Share price$84.87
1D-1.3%
$84.50$85.05$85.60$86.14$86.695:30 AM6:30 AM9:00 AM1:00 PMEXE
Sold putSold call

Expand Energy Corporation Common Stock options

Live interpolated EXE call and put midpoint premiums by absolute delta.Expand Energy Corporation Common Stock$0.25$1.70$3.15$4.60$6.05$78.61$82.08$85.56$89.04$92.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXE spot · $84.86EXE PRICE$0.40$0.52$0.65$0.82$0.99$1.17$1.35$1.56$1.78$2.05$2.34$4.37$5.63$0.50$0.68$0.87$1.10$1.35$1.65$1.96$2.29$2.76$3.39$3.92$4.36$4.81
PutsFair0.97×
CallsCheap0.89×
SkewBearish+7.51 pp
Implied moveBearish±$3.31
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.1831.3%4.4%81.4237.1%4.7%
25Δ87.4630.2%3.7%82.1037.7%4.1%
30Δ86.8529.6%3.1%82.7437.7%3.5%
35Δ86.3829.9%2.7%83.3338.2%3.1%
40Δ85.9130.1%2.4%83.9039.0%2.7%
45Δ85.4529.8%2.1%84.4839.7%2.4%
50Δ85.0029.5%1.7%85.0640.3%2.1%
55Δ84.5729.2%1.5%85.6640.2%1.8%
60Δ84.1428.8%1.2%86.3441.6%1.5%
65Δ83.7028.6%1.0%87.1344.4%1.3%
70Δ83.2428.5%0.8%87.8944.4%1.1%
75Δ81.4147.3%1.1%88.5542.8%0.8%
80Δ80.0253.4%0.9%89.2240.8%0.5%

20Δ

Calls
Pseudo strike
88.18
IV
31.3%
B/E move
4.4%
Puts
Pseudo strike
81.42
IV
37.1%
B/E move
4.7%

25Δ

Calls
Pseudo strike
87.46
IV
30.2%
B/E move
3.7%
Puts
Pseudo strike
82.10
IV
37.7%
B/E move
4.1%

30Δ

Calls
Pseudo strike
86.85
IV
29.6%
B/E move
3.1%
Puts
Pseudo strike
82.74
IV
37.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
86.38
IV
29.9%
B/E move
2.7%
Puts
Pseudo strike
83.33
IV
38.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
85.91
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
83.90
IV
39.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
85.45
IV
29.8%
B/E move
2.1%
Puts
Pseudo strike
84.48
IV
39.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
85.00
IV
29.5%
B/E move
1.7%
Puts
Pseudo strike
85.06
IV
40.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
84.57
IV
29.2%
B/E move
1.5%
Puts
Pseudo strike
85.66
IV
40.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
84.14
IV
28.8%
B/E move
1.2%
Puts
Pseudo strike
86.34
IV
41.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
83.70
IV
28.6%
B/E move
1.0%
Puts
Pseudo strike
87.13
IV
44.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
83.24
IV
28.5%
B/E move
0.8%
Puts
Pseudo strike
87.89
IV
44.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
81.41
IV
47.3%
B/E move
1.1%
Puts
Pseudo strike
88.55
IV
42.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
80.02
IV
53.4%
B/E move
0.9%
Puts
Pseudo strike
89.22
IV
40.8%
B/E move
0.5%

Options history

IV · four-Friday blend32.15%
Daily close
EXE26.2%36.5%46.8%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 10Sep 22Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%