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Xenon Pharmaceuticals Inc. Common Shares XENE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T06:56:31.436Z

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: 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 · 2026-11-06T22:56:35.041143341Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T06:53:00.503782+00:00

Share price$39.39
1D+4.0%
AH$36.98$37.57$38.16$38.74$39.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXENE
Sold putSold callAH

Xenon Pharmaceuticals Inc. Common Shares options

Live interpolated XENE call and put midpoint premiums by absolute delta.Xenon Pharmaceuticals Inc. Common Shares$0.41$2.52$4.62$6.73$8.84$31.53$34.89$38.25$41.60$44.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XENE spot · $39.39XENE PRICE$1.34$1.68$1.76$2.19$2.63$3.07$0.64$0.85$1.07$1.44$1.99$2.54$3.08$3.63$4.17$4.98$6.53$7.46$8.23
PutsExpensive1.85×
Calls——
Skew——
Implied moveBearish±$4.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.5170.4%11.5%
25Δ36.3069.9%10.0%
30Δ43.4990.3%13.8%37.1069.4%8.5%
35Δ42.9699.0%13.3%37.8672.5%7.6%
40Δ38.5979.4%7.1%
45Δ39.3286.2%6.6%
50Δ39.6661.7%5.1%40.0592.6%6.1%
55Δ39.0265.1%4.6%40.9591.9%5.3%
60Δ38.3868.5%4.1%41.8491.2%4.4%
65Δ37.7371.9%3.6%42.9493.5%3.6%
70Δ44.65104.4%3.2%
75Δ45.85102.8%2.5%
80Δ46.9297.9%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.51
IV
70.4%
B/E move
11.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.30
IV
69.9%
B/E move
10.0%

30Δ

Calls
Pseudo strike
43.49
IV
90.3%
B/E move
13.8%
Puts
Pseudo strike
37.10
IV
69.4%
B/E move
8.5%

35Δ

Calls
Pseudo strike
42.96
IV
99.0%
B/E move
13.3%
Puts
Pseudo strike
37.86
IV
72.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.59
IV
79.4%
B/E move
7.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.32
IV
86.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
39.66
IV
61.7%
B/E move
5.1%
Puts
Pseudo strike
40.05
IV
92.6%
B/E move
6.1%

55Δ

Calls
Pseudo strike
39.02
IV
65.1%
B/E move
4.6%
Puts
Pseudo strike
40.95
IV
91.9%
B/E move
5.3%

60Δ

Calls
Pseudo strike
38.38
IV
68.5%
B/E move
4.1%
Puts
Pseudo strike
41.84
IV
91.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
37.73
IV
71.9%
B/E move
3.6%
Puts
Pseudo strike
42.94
IV
93.5%
B/E move
3.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.65
IV
104.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.85
IV
102.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.92
IV
97.9%
B/E move
1.8%

Options history

IV · four-Friday blend57.76%
Daily EOD
XENE48.0%53.3%58.5%2026-10-19: 50.76%2026-10-20: 50.40%2026-10-21: 50.51%2026-10-22: 51.84%2026-10-23: 54.31%2026-10-26: 55.67%2026-10-27: 56.92%2026-10-28: 53.43%2026-10-29: 48.74%2026-10-30: 57.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.76%
50.40%
50.51%
51.84%
54.31%
55.67%
56.92%
53.43%
48.74%
57.76%