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American Express Company AXP

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-16T00:14:23.003Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:37:04.464354109Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:21.936602+00:00

Share price$314.37
1D+1.2%
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$2.08$10.17$18.26$26.35$34.43$278.26$295.91$313.57$331.22$348.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AXP spot · $314.37AXP PRICE$2.95$3.99$5.06$6.27$7.57$8.87$10.55$12.26$14.01$16.49$18.98$22.00$25.78$3.49$4.65$5.94$7.41$8.87$10.64$12.44$14.35$16.78$19.21$22.67$26.92$32.10
PutsFair1.04×
CallsExpensive1.21×
SkewBearish+1.62 pp
Implied moveBearish±$22.99
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ341.0927.8%9.4%292.7029.8%8.0%
25Δ336.3327.9%8.3%297.3829.8%6.9%
30Δ331.9028.0%7.2%301.7229.8%5.9%
35Δ327.8528.0%6.3%305.6329.8%5.1%
40Δ324.0827.9%5.5%309.5329.8%4.4%
45Δ320.3127.8%4.7%313.2429.6%3.7%
50Δ316.8127.9%4.1%316.9229.5%3.1%
55Δ313.3327.9%3.6%320.6329.3%2.6%
60Δ309.8327.9%3.0%324.4929.2%2.1%
65Δ306.0228.2%2.6%328.3429.1%1.7%
70Δ302.2228.4%2.2%333.0229.5%1.3%
75Δ297.9728.7%1.8%338.3230.4%0.9%
80Δ293.1129.1%1.4%344.5231.0%0.6%

20Δ

Calls
Pseudo strike
341.09
IV
27.8%
B/E move
9.4%
Puts
Pseudo strike
292.70
IV
29.8%
B/E move
8.0%

25Δ

Calls
Pseudo strike
336.33
IV
27.9%
B/E move
8.3%
Puts
Pseudo strike
297.38
IV
29.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
331.90
IV
28.0%
B/E move
7.2%
Puts
Pseudo strike
301.72
IV
29.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
327.85
IV
28.0%
B/E move
6.3%
Puts
Pseudo strike
305.63
IV
29.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
324.08
IV
27.9%
B/E move
5.5%
Puts
Pseudo strike
309.53
IV
29.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
320.31
IV
27.8%
B/E move
4.7%
Puts
Pseudo strike
313.24
IV
29.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
316.81
IV
27.9%
B/E move
4.1%
Puts
Pseudo strike
316.92
IV
29.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
313.33
IV
27.9%
B/E move
3.6%
Puts
Pseudo strike
320.63
IV
29.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
309.83
IV
27.9%
B/E move
3.0%
Puts
Pseudo strike
324.49
IV
29.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
306.02
IV
28.2%
B/E move
2.6%
Puts
Pseudo strike
328.34
IV
29.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
302.22
IV
28.4%
B/E move
2.2%
Puts
Pseudo strike
333.02
IV
29.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
297.97
IV
28.7%
B/E move
1.8%
Puts
Pseudo strike
338.32
IV
30.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
293.11
IV
29.1%
B/E move
1.4%
Puts
Pseudo strike
344.52
IV
31.0%
B/E move
0.6%