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Exponent, Inc. Common Stock EXPO

i

Market datapartial · fetched 2026-11-03T22:00:57.322Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:01.368566063Z

FundamentalsAlpha Vantage · unavailable

Share price$85.97
1D+0.8%
AH$84.89$85.71$86.53$87.35$88.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXPO
Sold putSold callAH

Exponent, Inc. Common Stock options

Live interpolated EXPO call and put midpoint premiums by absolute delta.Exponent, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEXPO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.09%
Daily close
EXPO31.0%55.5%80.0%2026-08-05: 37.02%2026-08-06: 38.36%2026-08-07: 39.24%2026-08-10: 40.98%2026-08-11: 38.06%2026-08-12: 41.76%2026-08-13: 42.23%2026-08-19: 50.87%2026-08-20: 69.34%2026-08-21: 35.55%2026-08-24: 36.10%2026-08-25: 38.36%2026-08-26: 34.40%2026-08-27: 34.99%2026-08-28: 37.79%2026-08-31: 37.16%2026-09-01: 35.95%2026-09-02: 36.69%2026-09-03: 35.48%2026-09-04: 38.92%2026-09-08: 43.04%2026-09-09: 45.48%2026-09-10: 45.68%2026-09-14: 51.03%2026-09-15: 53.94%2026-09-16: 62.52%2026-09-17: 76.59%2026-09-18: 37.30%2026-09-21: 37.38%2026-09-22: 36.86%2026-09-23: 36.72%2026-09-24: 38.31%2026-09-25: 37.64%2026-09-28: 38.21%2026-09-29: 39.11%2026-09-30: 39.32%2026-10-01: 39.19%2026-10-02: 42.49%2026-10-05: 40.67%2026-10-06: 43.50%2026-10-07: 44.95%2026-10-08: 43.39%2026-10-09: 43.83%2026-10-12: 51.73%2026-10-13: 57.38%2026-10-14: 63.18%2026-10-16: 36.28%2026-10-19: 36.36%2026-10-20: 36.97%2026-10-21: 36.14%2026-10-22: 38.37%2026-10-23: 37.59%2026-10-26: 37.97%2026-10-27: 38.90%2026-10-28: 38.97%2026-10-29: 38.33%2026-10-30: 36.09%Aug 5Sep 21Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
37.02%
38.36%
39.24%
40.98%
38.06%
41.76%
42.23%
50.87%
69.34%
35.55%
36.10%
38.36%
34.40%
34.99%
37.79%
37.16%
35.95%
36.69%
35.48%
38.92%
43.04%
45.48%
45.68%
51.03%
53.94%
62.52%
76.59%
37.30%
37.38%
36.86%
36.72%
38.31%
37.64%
38.21%
39.11%
39.32%
39.19%
42.49%
40.67%
43.50%
44.95%
43.39%
43.83%
51.73%
57.38%
63.18%
36.28%
36.36%
36.97%
36.14%
38.37%
37.59%
37.97%
38.90%
38.97%
38.33%
36.09%