Bull Call Spreads on High-Beta Names
Bull Call Spread39 trades pass on XPEV
- Return on risk
- 100.0% to 769.6%
- Probability of profit
- 27.6% to 59.7%
Xpeng Inc. · Consumer
As of the close on . In the app, data is refreshed intraday.
XPEV closed at $9.95 on Sep 28, 2026 with 30-day implied volatility of 45.9%. That is near the bottom of its one-year range (IV rank 16), so options on XPEV are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 2% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $1.37, or 13.7%.
The price is below both its 50-day (-13.9%) and 200-day (-36.8%) moving averages. It is trading within 0.0% of its 52-week low. The 14-day RSI of 31.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.33, about 3.3% of the price, a measure of a typical day's range.
Option volume at the close (8.74K contracts) was 0.5x its average, quieter than usual. A beta of 1.54 means XPEV has tended to move about 1.5 times as much as the broad market. 5 of our preset screens found trades on XPEV at the close, led by Bull Call Spreads on High-Beta Names with 39 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 2, 20264 days | 40.0% | ±$0.42 (4.2%) | $9.53 to $10.37 | $0.34 |
| Oct 30, 202632 days | 46.4% | ±$1.37 (13.7%) | $8.58 to $11.32 | $1.09 |
| Nov 20, 202653 days | 55.0% | ±$2.09 (21.0%) | $7.86 to $12.04 | $1.66 |
| Jan 15, 2027109 days | 55.6% | ±$3.02 (30.4%) | $6.93 to $12.97 | $2.40 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for XPEV from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
39 trades pass on XPEV
25 trades pass on XPEV
6 trades pass on XPEV
4 trades pass on XPEV
1 trade passes on XPEV
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.