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American Express Company AXP

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:32:45.973Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:33.231511402Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:44.876404+00:00

Share price$313.87
1D+1.1%
AH$307$309$311$313$3165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXP
Sold putSold callAH

American Express Company options

Live interpolated AXP call and put midpoint premiums by absolute delta.American Express Company$0.45$1.45$2.45$3.46$4.46$304.71$309.34$313.96$318.59$323.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $313.87OPTION PRICELive AXP spot · $313.87AXP PRICE$0.73$0.70$0.91$1.11$1.32$1.64$2.00$2.35$2.70$3.07$3.43$3.80$4.17$0.56$0.75$0.96$1.16$1.39$1.67$1.95$2.24$2.54$2.93$3.32$3.70$4.15
PutsCheap0.77×
CallsCheap0.64×
SkewBullish-1.56 pp
Implied moveBalanced±$3.95
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ320.7645.0%2.4%309.7929.9%1.5%
25Δ317.1028.0%1.3%310.5929.7%1.3%
30Δ316.4528.1%1.1%311.3129.5%1.1%
35Δ315.7928.2%1.0%312.0429.3%1.0%
40Δ315.1328.3%0.8%312.7229.1%0.8%
45Δ314.5028.8%0.7%313.3228.9%0.7%
50Δ313.8929.4%0.6%313.9228.7%0.6%
55Δ313.2730.0%0.6%314.5228.5%0.5%
60Δ312.6630.6%0.5%315.1228.2%0.4%
65Δ312.0529.9%0.4%315.7227.6%0.3%
70Δ311.4528.9%0.3%316.3227.0%0.3%
75Δ310.8527.8%0.2%316.9326.5%0.2%
80Δ310.2526.7%0.2%317.5826.1%0.1%

20Δ

Calls
Pseudo strike
320.76
IV
45.0%
B/E move
2.4%
Puts
Pseudo strike
309.79
IV
29.9%
B/E move
1.5%

25Δ

Calls
Pseudo strike
317.10
IV
28.0%
B/E move
1.3%
Puts
Pseudo strike
310.59
IV
29.7%
B/E move
1.3%

30Δ

Calls
Pseudo strike
316.45
IV
28.1%
B/E move
1.1%
Puts
Pseudo strike
311.31
IV
29.5%
B/E move
1.1%

35Δ

Calls
Pseudo strike
315.79
IV
28.2%
B/E move
1.0%
Puts
Pseudo strike
312.04
IV
29.3%
B/E move
1.0%

40Δ

Calls
Pseudo strike
315.13
IV
28.3%
B/E move
0.8%
Puts
Pseudo strike
312.72
IV
29.1%
B/E move
0.8%

45Δ

Calls
Pseudo strike
314.50
IV
28.8%
B/E move
0.7%
Puts
Pseudo strike
313.32
IV
28.9%
B/E move
0.7%

50Δ

Calls
Pseudo strike
313.89
IV
29.4%
B/E move
0.6%
Puts
Pseudo strike
313.92
IV
28.7%
B/E move
0.6%

55Δ

Calls
Pseudo strike
313.27
IV
30.0%
B/E move
0.6%
Puts
Pseudo strike
314.52
IV
28.5%
B/E move
0.5%

60Δ

Calls
Pseudo strike
312.66
IV
30.6%
B/E move
0.5%
Puts
Pseudo strike
315.12
IV
28.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
312.05
IV
29.9%
B/E move
0.4%
Puts
Pseudo strike
315.72
IV
27.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
311.45
IV
28.9%
B/E move
0.3%
Puts
Pseudo strike
316.32
IV
27.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
310.85
IV
27.8%
B/E move
0.2%
Puts
Pseudo strike
316.93
IV
26.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
310.25
IV
26.7%
B/E move
0.2%
Puts
Pseudo strike
317.58
IV
26.1%
B/E move
0.1%