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XBiotech Inc. Common Stock XBIT

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Market datapartial · fetched 2026-11-07T08:06:20.396Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T21:00:00.464328703Z

FundamentalsAlpha Vantage · unavailable

Share price$1.89
1D-0.5%
AH$1.86$1.87$1.88$1.89$1.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXBIT
Sold putSold callAH

XBiotech Inc. Common Stock options

Live interpolated XBIT call and put midpoint premiums by absolute delta.XBiotech Inc. Common Stock$0.83$2.20$3.57$4.93$6.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEXBIT PRICE$0.98$2.75$2.90$3.06$3.22$3.38$3.54$5.91
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.12707.1%80.4%
25Δ3.45657.3%71.3%
30Δ3.78607.6%62.2%
35Δ4.11557.9%53.1%
40Δ4.44508.2%44.0%
45Δ4.77458.5%34.9%
50Δ7.26483.7%28.6%
55Δ
60Δ
65Δ
70Δ4.84586.9%207.6%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.12
IV
707.1%
B/E move
80.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
657.3%
B/E move
71.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.78
IV
607.6%
B/E move
62.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.11
IV
557.9%
B/E move
53.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.44
IV
508.2%
B/E move
44.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.77
IV
458.5%
B/E move
34.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.26
IV
483.7%
B/E move
28.6%

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
4.84
IV
586.9%
B/E move
207.6%
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 blend—
Daily EOD

No recorded observations

0 observations