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BlackRock Inc BLK

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-20T14:19:02.238Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:18:33.765837162Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-20T14:19:01.622961+00:00

Share price$1,139.47
1D+0.7%
$1,130$1,135$1,140$1,145$1,1505:30 AM6:30 AM9:00 AM1:00 PMBLK
Sold putSold call

BlackRock Inc options

Live interpolated BLK call and put midpoint premiums by absolute delta.BlackRock Inc$2.82$13.02$23.22$33.41$43.61$1097.04$1120.47$1143.90$1167.33$1190.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLK spot · $1139.47BLK PRICE$4.18$5.68$7.30$9.35$11.18$13.55$15.89$18.36$21.31$25.37$29.45$33.73$40.67$3.93$5.37$6.78$7.90$9.28$10.99$13.09$14.99$16.96$19.57$22.49$25.11$29.37
PutsExpensive1.08×
CallsExpensive1.91×
SkewBullish-8.26 pp
Implied moveBullish±$28.98
TiltBullish11.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1173.1036.9%3.3%1111.5733.4%2.8%
25Δ1166.7237.2%2.9%1116.8234.1%2.5%
30Δ1161.2037.8%2.5%1122.0433.9%2.1%
35Δ1156.1939.0%2.3%1127.5931.9%1.7%
40Δ1150.7538.7%2.0%1132.1630.9%1.5%
45Δ1145.6939.4%1.7%1136.3130.7%1.2%
50Δ1140.5739.4%1.5%1140.2931.2%1.1%
55Δ1135.4939.1%1.3%1144.2530.6%0.9%
60Δ1130.3239.2%1.1%1148.0929.9%0.7%
65Δ1124.5440.6%0.9%1152.2629.8%0.6%
70Δ1118.6141.0%0.8%1156.5229.8%0.5%
75Δ1112.5040.7%0.6%1160.5628.9%0.4%
80Δ1104.1742.6%0.5%1165.8829.1%0.3%

20Δ

Calls
Pseudo strike
1173.10
IV
36.9%
B/E move
3.3%
Puts
Pseudo strike
1111.57
IV
33.4%
B/E move
2.8%

25Δ

Calls
Pseudo strike
1166.72
IV
37.2%
B/E move
2.9%
Puts
Pseudo strike
1116.82
IV
34.1%
B/E move
2.5%

30Δ

Calls
Pseudo strike
1161.20
IV
37.8%
B/E move
2.5%
Puts
Pseudo strike
1122.04
IV
33.9%
B/E move
2.1%

35Δ

Calls
Pseudo strike
1156.19
IV
39.0%
B/E move
2.3%
Puts
Pseudo strike
1127.59
IV
31.9%
B/E move
1.7%

40Δ

Calls
Pseudo strike
1150.75
IV
38.7%
B/E move
2.0%
Puts
Pseudo strike
1132.16
IV
30.9%
B/E move
1.5%

45Δ

Calls
Pseudo strike
1145.69
IV
39.4%
B/E move
1.7%
Puts
Pseudo strike
1136.31
IV
30.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
1140.57
IV
39.4%
B/E move
1.5%
Puts
Pseudo strike
1140.29
IV
31.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
1135.49
IV
39.1%
B/E move
1.3%
Puts
Pseudo strike
1144.25
IV
30.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
1130.32
IV
39.2%
B/E move
1.1%
Puts
Pseudo strike
1148.09
IV
29.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
1124.54
IV
40.6%
B/E move
0.9%
Puts
Pseudo strike
1152.26
IV
29.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
1118.61
IV
41.0%
B/E move
0.8%
Puts
Pseudo strike
1156.52
IV
29.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
1112.50
IV
40.7%
B/E move
0.6%
Puts
Pseudo strike
1160.56
IV
28.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
1104.17
IV
42.6%
B/E move
0.5%
Puts
Pseudo strike
1165.88
IV
29.1%
B/E move
0.3%

Options history

BLK25.9126.7827.652026-10-19T19:55:21.966000+00:00: 26.03%2026-10-20T13:32:51.514000+00:00: 27.02%2026-10-20T13:39:34.294000+00:00: 27.07%2026-10-20T13:47:29.216000+00:00: 27.08%2026-10-20T13:50:32.488000+00:00: 27.01%2026-10-20T14:02:52.854000+00:00: 27.53%2026-10-20T14:06:05.369000+00:00: 27.48%Oct 19Oct 20
Table
ObservationIVSkewImplied move
26.03%0.73 pp6.15%
27.02%1.17 pp6.31%
27.07%4.25 pp6.32%
27.08%4.39 pp6.30%
27.01%4.76 pp6.30%
27.53%3.58 pp6.41%
27.48%2.16 pp6.39%