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BlackRock Inc BLK

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-16T00:19:59.517Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:17:05.835131025Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T00:15:22.744559+00:00

Share price$1,115.00
1D+3.1%
AH$1,064$1,080$1,096$1,112$1,1285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLK
Sold putSold callAH

BlackRock Inc options

Live interpolated BLK call and put midpoint premiums by absolute delta.BlackRock Inc$1.29$16.40$31.51$46.63$61.74$1064.19$1087.35$1110.50$1133.66$1156.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLK spot · $1115.00BLK PRICE$3.14$4.42$5.70$6.62$8.06$9.99$12.53$15.57$19.76$24.14$30.28$38.24$57.39$2.92$3.55$4.21$4.52$4.72$4.95$5.24$5.99$6.75$7.50$8.15$8.79$9.43
PutsCheap0.64×
CallsExpensive1.35×
SkewBullish-35.31 pp
Implied moveBullish±$17.77
TiltBullish50.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1139.5648.4%2.5%1093.0545.8%2.2%
25Δ1135.5049.9%2.2%1099.5340.4%1.7%
30Δ1131.4451.4%2.0%1103.7937.6%1.4%
35Δ1126.6548.9%1.6%1107.7032.9%1.1%
40Δ1122.6848.8%1.4%1110.8628.4%0.8%
45Δ1119.2151.0%1.3%1113.0625.2%0.6%
50Δ1115.5354.6%1.2%1115.1822.3%0.5%
55Δ1111.3058.3%1.1%1116.7221.7%0.4%
60Δ1106.2164.1%1.0%1118.2621.1%0.3%
65Δ1100.5568.3%0.9%1119.8020.5%0.2%
70Δ1093.2874.6%0.8%1120.9919.3%0.2%
75Δ1084.1982.2%0.7%1122.1317.9%0.1%
80Δ1064.96108.1%0.7%1123.2716.6%0.1%

20Δ

Calls
Pseudo strike
1139.56
IV
48.4%
B/E move
2.5%
Puts
Pseudo strike
1093.05
IV
45.8%
B/E move
2.2%

25Δ

Calls
Pseudo strike
1135.50
IV
49.9%
B/E move
2.2%
Puts
Pseudo strike
1099.53
IV
40.4%
B/E move
1.7%

30Δ

Calls
Pseudo strike
1131.44
IV
51.4%
B/E move
2.0%
Puts
Pseudo strike
1103.79
IV
37.6%
B/E move
1.4%

35Δ

Calls
Pseudo strike
1126.65
IV
48.9%
B/E move
1.6%
Puts
Pseudo strike
1107.70
IV
32.9%
B/E move
1.1%

40Δ

Calls
Pseudo strike
1122.68
IV
48.8%
B/E move
1.4%
Puts
Pseudo strike
1110.86
IV
28.4%
B/E move
0.8%

45Δ

Calls
Pseudo strike
1119.21
IV
51.0%
B/E move
1.3%
Puts
Pseudo strike
1113.06
IV
25.2%
B/E move
0.6%

50Δ

Calls
Pseudo strike
1115.53
IV
54.6%
B/E move
1.2%
Puts
Pseudo strike
1115.18
IV
22.3%
B/E move
0.5%

55Δ

Calls
Pseudo strike
1111.30
IV
58.3%
B/E move
1.1%
Puts
Pseudo strike
1116.72
IV
21.7%
B/E move
0.4%

60Δ

Calls
Pseudo strike
1106.21
IV
64.1%
B/E move
1.0%
Puts
Pseudo strike
1118.26
IV
21.1%
B/E move
0.3%

65Δ

Calls
Pseudo strike
1100.55
IV
68.3%
B/E move
0.9%
Puts
Pseudo strike
1119.80
IV
20.5%
B/E move
0.2%

70Δ

Calls
Pseudo strike
1093.28
IV
74.6%
B/E move
0.8%
Puts
Pseudo strike
1120.99
IV
19.3%
B/E move
0.2%

75Δ

Calls
Pseudo strike
1084.19
IV
82.2%
B/E move
0.7%
Puts
Pseudo strike
1122.13
IV
17.9%
B/E move
0.1%

80Δ

Calls
Pseudo strike
1064.96
IV
108.1%
B/E move
0.7%
Puts
Pseudo strike
1123.27
IV
16.6%
B/E move
0.1%