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XPeng Inc. American depositary shares, each representing two Class A ordinary shares XPEV

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-04T05:49:24.726Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:56:50.553594543Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T05:49:24.025545+00:00

Share price$9.67
1D-1.8%
AH$9.54$9.62$9.71$9.79$9.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPEV
Sold putSold callAH

XPeng Inc. American depositary shares, each representing two Class A ordinary shares options

Live interpolated XPEV call and put midpoint premiums by absolute delta.XPeng Inc. American depositary shares, each representing two Class A ordinary shares$0.07$0.26$0.46$0.65$0.85$8.74$9.09$9.44$9.80$10.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XPEV spot · $9.67XPEV PRICE$0.11$0.14$0.18$0.21$0.24$0.28$0.31$0.39$0.52$0.65$0.79$0.09$0.10$0.12$0.14$0.19$0.26$0.32$0.39$0.46$0.53$0.60$0.67$0.75
PutsExpensive2.72×
Calls——
Skew——
Implied moveBearish±$0.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.06106.9%7.2%
25Δ9.1997.5%6.0%
30Δ10.0182.3%4.6%9.3388.1%4.8%
35Δ9.9382.4%4.1%9.4678.7%3.6%
40Δ9.8582.4%3.7%9.5680.7%3.0%
45Δ9.7782.5%3.2%9.6587.2%2.8%
50Δ9.7082.5%2.8%9.7593.7%2.6%
55Δ9.6282.6%2.3%9.84100.2%2.3%
60Δ9.5482.7%1.9%9.93106.7%2.1%
65Δ9.4388.0%1.6%10.02111.2%1.9%
70Δ9.2999.7%1.4%10.12106.9%1.5%
75Δ9.14111.3%1.2%10.23102.7%1.2%
80Δ8.99124.0%1.1%10.3398.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.06
IV
106.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.19
IV
97.5%
B/E move
6.0%

30Δ

Calls
Pseudo strike
10.01
IV
82.3%
B/E move
4.6%
Puts
Pseudo strike
9.33
IV
88.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
9.93
IV
82.4%
B/E move
4.1%
Puts
Pseudo strike
9.46
IV
78.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
9.85
IV
82.4%
B/E move
3.7%
Puts
Pseudo strike
9.56
IV
80.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
9.77
IV
82.5%
B/E move
3.2%
Puts
Pseudo strike
9.65
IV
87.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
9.70
IV
82.5%
B/E move
2.8%
Puts
Pseudo strike
9.75
IV
93.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
9.62
IV
82.6%
B/E move
2.3%
Puts
Pseudo strike
9.84
IV
100.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
9.54
IV
82.7%
B/E move
1.9%
Puts
Pseudo strike
9.93
IV
106.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
9.43
IV
88.0%
B/E move
1.6%
Puts
Pseudo strike
10.02
IV
111.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
9.29
IV
99.7%
B/E move
1.4%
Puts
Pseudo strike
10.12
IV
106.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
9.14
IV
111.3%
B/E move
1.2%
Puts
Pseudo strike
10.23
IV
102.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
8.99
IV
124.0%
B/E move
1.1%
Puts
Pseudo strike
10.33
IV
98.4%
B/E move
0.9%

Options history

IV · four-Friday blend66.06%
Daily close
XPEV34.9%109.6%184.3%2026-08-07: 65.68%2026-08-10: 58.63%2026-08-11: 54.97%2026-08-12: 54.55%2026-08-14: 52.79%2026-08-17: 69.62%2026-08-18: 87.96%2026-08-19: 67.22%2026-08-20: 78.58%2026-08-21: 70.35%2026-08-24: 55.93%2026-08-25: 50.57%2026-08-26: 52.18%2026-08-28: 47.53%2026-08-31: 48.65%2026-09-02: 89.07%2026-09-03: 118.90%2026-09-04: 49.53%2026-09-08: 58.75%2026-09-09: 96.64%2026-09-10: 139.44%2026-09-11: 55.79%2026-09-14: 45.19%2026-09-15: 50.97%2026-09-16: 137.41%2026-09-18: 64.75%2026-09-21: 53.12%2026-09-22: 55.07%2026-09-25: 75.01%2026-09-28: 49.86%2026-09-29: 48.88%2026-09-30: 82.93%2026-10-01: 61.13%2026-10-02: 46.74%2026-10-05: 64.80%2026-10-06: 86.85%2026-10-08: 81.62%2026-10-09: 46.99%2026-10-12: 98.46%2026-10-13: 94.99%2026-10-14: 49.79%2026-10-16: 92.57%2026-10-19: 102.10%2026-10-20: 58.76%2026-10-21: 132.53%2026-10-22: 117.76%2026-10-23: 81.29%2026-10-26: 79.01%2026-10-27: 111.19%2026-10-28: 174.01%2026-10-30: 66.06%Aug 7Sep 18Oct 30
51 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
65.68%
58.63%
54.97%
54.55%
52.79%
69.62%
87.96%
67.22%
78.58%
70.35%
55.93%
50.57%
52.18%
47.53%
48.65%
89.07%
118.90%
49.53%
58.75%
96.64%
139.44%
55.79%
45.19%
50.97%
137.41%
64.75%
53.12%
55.07%
75.01%
49.86%
48.88%
82.93%
61.13%
46.74%
64.80%
86.85%
81.62%
46.99%
98.46%
94.99%
49.79%
92.57%
102.10%
58.76%
132.53%
117.76%
81.29%
79.01%
111.19%
174.01%
66.06%