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Xencor, Inc. Common Stock XNCR

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Market dataready · fetched 2026-11-08T10:15:57.109Z

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

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T10:15:56.157068+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$3.05$5.27$7.48$9.69$26.03$30.37$34.70$39.04$43.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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$3.15$3.84$4.53$5.22$5.92$1.08$1.46$1.84$2.22$2.60$3.18$3.81$4.45$5.08$5.72$6.81$7.94$9.06
PutsExpensive1.72×
Calls——
Skew——
Implied moveBearish±$6.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.16131.3%18.8%
25Δ31.30129.1%16.7%
30Δ32.44126.9%14.6%
35Δ40.32126.9%17.4%33.58124.7%12.5%
40Δ39.08120.6%14.6%34.72122.4%10.4%
45Δ38.00115.1%12.4%35.78121.6%9.0%
50Δ36.92109.5%10.1%36.82121.2%7.8%
55Δ35.85103.9%7.9%37.86120.8%6.7%
60Δ34.7999.9%5.9%38.90120.5%5.6%
65Δ33.80101.8%5.1%39.95120.1%4.4%
70Δ32.81103.6%4.3%41.33119.4%3.6%
75Δ31.82105.5%3.4%42.73118.7%2.9%
80Δ30.83107.3%2.6%44.13118.0%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.16
IV
131.3%
B/E move
18.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.30
IV
129.1%
B/E move
16.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.44
IV
126.9%
B/E move
14.6%

35Δ

Calls
Pseudo strike
40.32
IV
126.9%
B/E move
17.4%
Puts
Pseudo strike
33.58
IV
124.7%
B/E move
12.5%

40Δ

Calls
Pseudo strike
39.08
IV
120.6%
B/E move
14.6%
Puts
Pseudo strike
34.72
IV
122.4%
B/E move
10.4%

45Δ

Calls
Pseudo strike
38.00
IV
115.1%
B/E move
12.4%
Puts
Pseudo strike
35.78
IV
121.6%
B/E move
9.0%

50Δ

Calls
Pseudo strike
36.92
IV
109.5%
B/E move
10.1%
Puts
Pseudo strike
36.82
IV
121.2%
B/E move
7.8%

55Δ

Calls
Pseudo strike
35.85
IV
103.9%
B/E move
7.9%
Puts
Pseudo strike
37.86
IV
120.8%
B/E move
6.7%

60Δ

Calls
Pseudo strike
34.79
IV
99.9%
B/E move
5.9%
Puts
Pseudo strike
38.90
IV
120.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
33.80
IV
101.8%
B/E move
5.1%
Puts
Pseudo strike
39.95
IV
120.1%
B/E move
4.4%

70Δ

Calls
Pseudo strike
32.81
IV
103.6%
B/E move
4.3%
Puts
Pseudo strike
41.33
IV
119.4%
B/E move
3.6%

75Δ

Calls
Pseudo strike
31.82
IV
105.5%
B/E move
3.4%
Puts
Pseudo strike
42.73
IV
118.7%
B/E move
2.9%

80Δ

Calls
Pseudo strike
30.83
IV
107.3%
B/E move
2.6%
Puts
Pseudo strike
44.13
IV
118.0%
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%