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XPEL

XPEL, Inc.Close $48.52EOD only

Max Pain

$42.50

Next expiry Jul 17, 2026

Expected Move

±$2.80

5.8% from close

Price Gap

-6.02

Distance to max pain

IV Rank

Low premium

P/C OI

0.52

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

This page reflects XPEL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jul 2, 2026 close

XPEL Options Chain

Data as of market close Jul 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 15)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
25.00	29.55	13.90	18.10	0.00	12	9	0.0%	1.000	0.0000	-0.003	0.000	0.010
27.50	17.50	19.10	23.00	0.00	0	3	120.3%	0.994	0.0014	-0.010	0.002	0.010
32.50	12.30	0.00	0.00	0.00	0	0	0.0%	1.000	0.0000	-0.004	0.000	0.012
35.00	11.00	12.00	15.00	0.00	1	7	178.7%	0.867	0.0126	-0.133	0.020	0.010
37.50	10.00	6.70	9.60	0.00	2	1	0.0%	1.000	0.0000	-0.004	0.000	0.014
40.00	4.20	4.80	7.50	0.00	74	69	0.0%	1.000	0.0000	-0.005	0.000	0.015
42.50	4.10	4.70	8.20	0.00	1	2	62.1%	0.878	0.0344	-0.047	0.019	0.014
45.00	4.17	2.55	5.50	0.00	2	8	91.7%	0.698	0.0400	-0.112	0.033	0.011
47.50	2.99	1.80	3.80	0.00	2	111	58.1%	0.602	0.0699	-0.079	0.037	0.010
50.00	1.10	0.05	1.40	-0.60	3	253	51.6%	0.409	0.0792	-0.070	0.037	0.007
52.50	0.20	0.00	0.70	0.00	2	4	52.0%	0.240	0.0629	-0.056	0.030	0.004
55.00	0.25	0.00	2.15	0.00	1	106	80.7%	0.241	0.0406	-0.086	0.030	0.004
60.00	0.40	0.00	2.15	0.00	25	111	109.4%	0.190	0.0261	-0.102	0.026	0.003
62.50	3.09	0.00	0.00	0.00	2	0	25.0%	0.000	0.0000	0.000	0.000	0.000
65.00	1.08	0.00	2.15	0.00	2	8	133.4%	0.163	0.0194	-0.112	0.023	0.003
70.00	2.20	1.05	4.10	0.00	0	1	208.0%	0.244	0.0159	-0.223	0.030	0.004
75.00	1.45	0.25	3.80	0.00	1	2	210.3%	0.198	0.0139	-0.200	0.026	0.003

Puts

Strike	Last	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
22.50	0.12	2.15	0	1	310.0%	-0.058	0.0039	-0.122	0.011	-0.001
25.00	0.11	1.15	0	1	231.8%	-0.045	0.0043	-0.075	0.009	-0.001
30.00	1.60	2.40	1	2	220.0%	-0.091	0.0078	-0.122	0.016	-0.002
32.50	2.10	2.55	1	3	195.9%	-0.107	0.0099	-0.122	0.018	-0.002
35.00	0.25	2.25	1	52	161.8%	-0.116	0.0127	-0.107	0.019	-0.003
37.50	0.20	2.30	15	17	138.2%	-0.137	0.0167	-0.102	0.021	-0.003
40.00	0.30	2.15	2	7	111.2%	-0.158	0.0228	-0.090	0.023	-0.003
42.50	0.60	2.50	1	128	94.2%	-0.206	0.0319	-0.090	0.027	-0.004
45.00	1.60	1.50	1	6	54.2%	-0.218	0.0573	-0.053	0.028	-0.004
52.50	11.22	0.00	20	0	0.0%	-1.000	0.0000	0.006	0.000	-0.020

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.