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Exagen Inc. Common Stock XGN

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-06T21:18:14.119Z

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 · 2026-11-06T21:14:22.314603341Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T21:18:13.588764+00:00

Share price$5.86
1D-21.9%
AH$5.52$6.22$6.91$7.60$8.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXGN
Sold putSold callAH

Exagen Inc. Common Stock options

Live interpolated XGN call and put midpoint premiums by absolute delta.Exagen Inc. Common Stock$0.95$1.45$1.96$2.47$2.97$-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 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 —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXGN PRICE$1.27$1.28$1.42$1.56$1.71$2.20$2.83$1.00$1.17$1.33$1.50$1.66$1.83$1.99
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
30Δ5.11317.5%29.9%
35Δ5.46303.0%26.7%
40Δ5.81288.6%23.5%
45Δ12.28559.5%131.5%6.17274.1%20.3%
50Δ6.52259.6%17.1%
55Δ6.97351.9%40.7%6.87245.2%13.9%
60Δ6.37337.6%33.0%7.22230.7%10.8%
65Δ5.77323.3%25.2%
70Δ5.17309.0%17.5%
75Δ4.53382.3%14.9%
80Δ3.88491.6%14.5%

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
5.11
IV
317.5%
B/E move
29.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.46
IV
303.0%
B/E move
26.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.81
IV
288.6%
B/E move
23.5%

45Δ

Calls
Pseudo strike
12.28
IV
559.5%
B/E move
131.5%
Puts
Pseudo strike
6.17
IV
274.1%
B/E move
20.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.52
IV
259.6%
B/E move
17.1%

55Δ

Calls
Pseudo strike
6.97
IV
351.9%
B/E move
40.7%
Puts
Pseudo strike
6.87
IV
245.2%
B/E move
13.9%

60Δ

Calls
Pseudo strike
6.37
IV
337.6%
B/E move
33.0%
Puts
Pseudo strike
7.22
IV
230.7%
B/E move
10.8%

65Δ

Calls
Pseudo strike
5.77
IV
323.3%
B/E move
25.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.17
IV
309.0%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.53
IV
382.3%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.88
IV
491.6%
B/E move
14.5%
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%