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Expro Ltd XPRO

i

Market dataready · fetched 2026-11-04T09:24:07.619Z

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 · 2026-11-04T00:00:00.00269788Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T09:24:07.058707+00:00

Share price$13.34
1D-13.9%
AH$12.45$13.27$14.09$14.91$15.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPRO
Sold putSold callAH

Expro Ltd options

Live interpolated XPRO call and put midpoint premiums by absolute delta.Expro Ltd$0.30$1.93$3.56$5.18$6.81$9.81$12.03$14.24$16.46$18.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XPRO spot · $13.34XPRO PRICE$0.51$0.64$0.88$1.12$1.36$1.60$1.84$2.09$2.44$2.79$3.15$0.47$0.47$0.47$0.63$0.82$1.01$1.21$1.40$1.59$1.78$1.98$3.88$6.34
PutsExpensive1.13×
Calls——
Skew——
Implied moveBullish±$2.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.66143.4%23.6%
25Δ11.49113.3%17.4%
30Δ15.61107.6%20.9%12.3283.2%11.2%
35Δ14.89104.1%16.4%12.7477.5%9.2%
40Δ14.48111.4%15.2%13.0578.5%8.3%
45Δ14.08118.8%13.9%13.3779.6%7.4%
50Δ13.67126.1%12.7%13.6880.6%6.5%
55Δ13.27133.5%11.4%13.9981.6%5.6%
60Δ12.86140.8%10.2%14.3082.7%4.7%
65Δ12.44147.2%8.9%14.6183.7%3.8%
70Δ11.89145.2%7.4%14.9284.8%3.0%
75Δ11.34143.3%5.9%16.90105.0%2.4%
80Δ10.79141.4%4.4%19.42131.5%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.66
IV
143.4%
B/E move
23.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.49
IV
113.3%
B/E move
17.4%

30Δ

Calls
Pseudo strike
15.61
IV
107.6%
B/E move
20.9%
Puts
Pseudo strike
12.32
IV
83.2%
B/E move
11.2%

35Δ

Calls
Pseudo strike
14.89
IV
104.1%
B/E move
16.4%
Puts
Pseudo strike
12.74
IV
77.5%
B/E move
9.2%

40Δ

Calls
Pseudo strike
14.48
IV
111.4%
B/E move
15.2%
Puts
Pseudo strike
13.05
IV
78.5%
B/E move
8.3%

45Δ

Calls
Pseudo strike
14.08
IV
118.8%
B/E move
13.9%
Puts
Pseudo strike
13.37
IV
79.6%
B/E move
7.4%

50Δ

Calls
Pseudo strike
13.67
IV
126.1%
B/E move
12.7%
Puts
Pseudo strike
13.68
IV
80.6%
B/E move
6.5%

55Δ

Calls
Pseudo strike
13.27
IV
133.5%
B/E move
11.4%
Puts
Pseudo strike
13.99
IV
81.6%
B/E move
5.6%

60Δ

Calls
Pseudo strike
12.86
IV
140.8%
B/E move
10.2%
Puts
Pseudo strike
14.30
IV
82.7%
B/E move
4.7%

65Δ

Calls
Pseudo strike
12.44
IV
147.2%
B/E move
8.9%
Puts
Pseudo strike
14.61
IV
83.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
11.89
IV
145.2%
B/E move
7.4%
Puts
Pseudo strike
14.92
IV
84.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
11.34
IV
143.3%
B/E move
5.9%
Puts
Pseudo strike
16.90
IV
105.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
10.79
IV
141.4%
B/E move
4.4%
Puts
Pseudo strike
19.42
IV
131.5%
B/E move
2.0%

Options history

IV · four-Friday blend64.42%
Daily EOD
XPRO54.0%63.1%72.1%2026-10-19: 55.23%2026-10-20: 57.04%2026-10-21: 58.78%2026-10-22: 63.75%2026-10-23: 62.81%2026-10-26: 61.15%2026-10-27: 70.88%2026-10-28: 64.15%2026-10-29: 64.46%2026-10-30: 64.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.23%
57.04%
58.78%
63.75%
62.81%
61.15%
70.88%
64.15%
64.46%
64.42%