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Exagen Inc. Common Stock XGN

i

Market dataready · fetched 2026-11-04T09:03:56.292Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-04T09:00:07.667511153Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:03:55.464118+00:00

Share price$7.90
1D
Price history unavailable.

Exagen Inc. Common Stock options

Live interpolated XGN call and put midpoint premiums by absolute delta.Exagen Inc. Common Stock$1.10$1.72$2.35$2.97$3.60$4.91$6.40$7.89$9.38$10.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XGN spot · $7.90XGN PRICE$1.16$1.29$1.43$1.61$1.79$1.97$2.44$2.93$3.42$1.27$1.34$1.41$1.48$1.59$1.69$1.80$1.91$2.02$2.12$2.23
Puts——
Calls——
Skew——
Implied moveBearish±$3.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.46206.5%47.0%
25Δ6.14179.4%39.2%
30Δ6.83152.4%31.3%
35Δ7.51126.0%23.7%
40Δ12.86169.0%77.5%7.83118.2%21.0%
45Δ11.21155.8%58.2%8.14110.3%18.4%
50Δ9.86145.3%43.0%8.46102.5%15.7%
55Δ9.09140.1%35.4%8.7794.7%13.1%
60Δ8.31134.9%27.8%9.0986.8%10.4%
65Δ7.54129.8%20.3%9.4179.0%7.8%
70Δ6.85142.7%17.6%9.7271.2%5.2%
75Δ6.18156.4%15.2%
80Δ5.50170.2%12.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.46
IV
206.5%
B/E move
47.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.14
IV
179.4%
B/E move
39.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.83
IV
152.4%
B/E move
31.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.51
IV
126.0%
B/E move
23.7%

40Δ

Calls
Pseudo strike
12.86
IV
169.0%
B/E move
77.5%
Puts
Pseudo strike
7.83
IV
118.2%
B/E move
21.0%

45Δ

Calls
Pseudo strike
11.21
IV
155.8%
B/E move
58.2%
Puts
Pseudo strike
8.14
IV
110.3%
B/E move
18.4%

50Δ

Calls
Pseudo strike
9.86
IV
145.3%
B/E move
43.0%
Puts
Pseudo strike
8.46
IV
102.5%
B/E move
15.7%

55Δ

Calls
Pseudo strike
9.09
IV
140.1%
B/E move
35.4%
Puts
Pseudo strike
8.77
IV
94.7%
B/E move
13.1%

60Δ

Calls
Pseudo strike
8.31
IV
134.9%
B/E move
27.8%
Puts
Pseudo strike
9.09
IV
86.8%
B/E move
10.4%

65Δ

Calls
Pseudo strike
7.54
IV
129.8%
B/E move
20.3%
Puts
Pseudo strike
9.41
IV
79.0%
B/E move
7.8%

70Δ

Calls
Pseudo strike
6.85
IV
142.7%
B/E move
17.6%
Puts
Pseudo strike
9.72
IV
71.2%
B/E move
5.2%

75Δ

Calls
Pseudo strike
6.18
IV
156.4%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.50
IV
170.2%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend126.39%
Daily EOD
XGN109.2%124.3%139.5%2026-10-21: 118.44%2026-10-22: 116.51%2026-10-23: 115.25%2026-10-26: 137.38%2026-10-27: 127.26%2026-10-28: 118.39%2026-10-29: 111.26%2026-10-30: 126.39%Oct 21Oct 26Oct 30
8 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
118.44%
116.51%
115.25%
137.38%
127.26%
118.39%
111.26%
126.39%