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Xencor, Inc. Common Stock XNCR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T01:23:17.353Z

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 · 2026-11-07T00:19:12.023851177Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:23:16.888008+00:00

Share price$35.82
1D+3.6%
AH$33.86$34.55$35.23$35.92$36.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXNCR
Sold putSold callAH

Xencor, Inc. Common Stock options

Live interpolated XNCR call and put midpoint premiums by absolute delta.Xencor, Inc. Common Stock$0.84$3.06$5.29$7.51$9.73$23.13$30.06$36.98$43.91$50.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive XNCR spot · $35.82XNCR PRICE$1.72$1.98$2.25$2.52$2.79$3.14$3.83$4.52$5.21$5.91$1.08$1.46$1.84$2.23$2.61$3.18$3.82$4.46$5.09$5.73$6.84$7.96$9.09
PutsFair0.99×
Calls——
Skew——
Implied moveBearish±$6.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.17121.7%18.8%
25Δ31.31119.6%16.7%
30Δ32.45117.6%14.6%
35Δ40.32117.6%17.4%33.58115.5%12.5%
40Δ39.08111.6%14.6%34.72113.5%10.3%
45Δ38.01106.4%12.4%35.79112.7%9.0%
50Δ36.93101.3%10.1%36.83112.4%7.8%
55Δ35.8596.1%7.9%37.88112.1%6.7%
60Δ34.8092.4%5.9%38.92111.7%5.6%
65Δ33.8194.0%5.1%39.96111.4%4.4%
70Δ32.8295.7%4.3%41.36110.8%3.6%
75Δ31.8497.4%3.4%42.77110.3%2.8%
80Δ30.8599.0%2.6%44.18109.7%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.17
IV
121.7%
B/E move
18.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.31
IV
119.6%
B/E move
16.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.45
IV
117.6%
B/E move
14.6%

35Δ

Calls
Pseudo strike
40.32
IV
117.6%
B/E move
17.4%
Puts
Pseudo strike
33.58
IV
115.5%
B/E move
12.5%

40Δ

Calls
Pseudo strike
39.08
IV
111.6%
B/E move
14.6%
Puts
Pseudo strike
34.72
IV
113.5%
B/E move
10.3%

45Δ

Calls
Pseudo strike
38.01
IV
106.4%
B/E move
12.4%
Puts
Pseudo strike
35.79
IV
112.7%
B/E move
9.0%

50Δ

Calls
Pseudo strike
36.93
IV
101.3%
B/E move
10.1%
Puts
Pseudo strike
36.83
IV
112.4%
B/E move
7.8%

55Δ

Calls
Pseudo strike
35.85
IV
96.1%
B/E move
7.9%
Puts
Pseudo strike
37.88
IV
112.1%
B/E move
6.7%

60Δ

Calls
Pseudo strike
34.80
IV
92.4%
B/E move
5.9%
Puts
Pseudo strike
38.92
IV
111.7%
B/E move
5.6%

65Δ

Calls
Pseudo strike
33.81
IV
94.0%
B/E move
5.1%
Puts
Pseudo strike
39.96
IV
111.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
32.82
IV
95.7%
B/E move
4.3%
Puts
Pseudo strike
41.36
IV
110.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
31.84
IV
97.4%
B/E move
3.4%
Puts
Pseudo strike
42.77
IV
110.3%
B/E move
2.8%

80Δ

Calls
Pseudo strike
30.85
IV
99.0%
B/E move
2.6%
Puts
Pseudo strike
44.18
IV
109.7%
B/E move
2.1%

Options history

IV · four-Friday blend86.70%
Daily EOD
XNCR77.6%96.7%115.8%2026-10-19: 113.18%2026-10-20: 106.90%2026-10-21: 104.50%2026-10-22: 100.11%2026-10-23: 103.01%2026-10-26: 84.48%2026-10-27: 87.11%2026-10-28: 80.20%2026-10-29: 82.27%2026-10-30: 86.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
113.18%
106.90%
104.50%
100.11%
103.01%
84.48%
87.11%
80.20%
82.27%
86.70%