XPEL (XPEL) Options Chain
NASDAQ: XPELConsumer CyclicalAuto PartsUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Nov 20, 2026
- Days to expiration
- 39
- Share price
- $44.43
- Put/call ratio (volume)
- 2.50
- Expected move
- ±$0.2266
- Open interest (C / P)
- 0 / 0
XPEL options summary
The XPEL options chain for the November 20, 2026 expiration lists 2 call and 7 put contracts, with 39 days until expiration. At-the-money implied volatility near the $45.00 strike is 1.6%, which implies the market expects a move of about ±$0.2266 (0.5%) in XPEL stock by expiration. The most open interest sits at the $45.00 call (0 contracts) and the $35.00 put (0 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
XPEL options chain · November 20, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| — | — | — | 35.00 | 0.00 | 0.00 | 0.50 | |||||
| — | — | — | 37.50 | 0.00 | 0.00 | 1.03 | |||||
| — | — | — | 40.00 | 0.00 | 0.00 | 1.80 | |||||
| — | — | — | 42.50 | 0.00 | 0.00 | 2.75 | |||||
| 3.20 | 0.00 | 0.00 | 45.00 | 0.00 | 0.00 | 4.30 | |||||
| — | — | — | 47.50 | 0.00 | 0.00 | 5.30 | |||||
| 1.60 | 0.00 | 0.00 | 50.00 | 0.00 | 0.00 | 7.00 | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is XPEL's implied volatility?
At-the-money implied volatility for XPEL options expiring November 20, 2026 is about 1.6%, an annualized estimate of how much the market expects XPEL stock to move.
How many XPEL option expiration dates are there?
XPEL has 4 listed expiration dates, from Oct 16, 2026 to Apr 16, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.