IntraAlpha
Create free account Start free

BlackRock Inc BLK

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-15T23:41:56.410Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T23:41:52.912596+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$7.87$36.58$65.29$94.00$122.70$984.72$1051.87$1119.01$1186.16$1253.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLK spot · $1115.00BLK PRICE$10.98$14.71$18.78$23.53$28.53$34.99$41.38$48.99$57.39$67.83$80.97$95.40$114.43$11.39$14.80$18.92$23.35$27.43$32.81$37.77$43.27$49.68$56.77$64.35$70.67$79.80
PutsCheap0.85×
CallsFair1.05×
SkewBullish-6.63 pp
Implied moveBullish±$79.16
TiltBullish9.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1214.3229.1%9.9%1043.6827.9%7.4%
25Δ1196.6929.5%8.6%1060.6527.1%6.2%
30Δ1180.2329.5%7.5%1074.2827.1%5.3%
35Δ1165.9130.0%6.7%1087.2827.0%4.6%
40Δ1151.6830.1%5.8%1099.9526.2%3.8%
45Δ1138.6931.2%5.3%1111.5426.2%3.3%
50Δ1124.7331.4%4.6%1122.9425.7%2.7%
55Δ1110.8732.1%4.0%1134.0625.2%2.2%
60Δ1096.3932.6%3.5%1145.2724.9%1.7%
65Δ1080.7433.6%3.0%1156.7224.6%1.3%
70Δ1062.9335.0%2.6%1168.3124.2%1.0%
75Δ1043.5936.1%2.2%1178.5623.1%0.6%
80Δ1020.1537.8%1.8%1190.8822.5%0.4%

20Δ

Calls
Pseudo strike
1214.32
IV
29.1%
B/E move
9.9%
Puts
Pseudo strike
1043.68
IV
27.9%
B/E move
7.4%

25Δ

Calls
Pseudo strike
1196.69
IV
29.5%
B/E move
8.6%
Puts
Pseudo strike
1060.65
IV
27.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
1180.23
IV
29.5%
B/E move
7.5%
Puts
Pseudo strike
1074.28
IV
27.1%
B/E move
5.3%

35Δ

Calls
Pseudo strike
1165.91
IV
30.0%
B/E move
6.7%
Puts
Pseudo strike
1087.28
IV
27.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
1151.68
IV
30.1%
B/E move
5.8%
Puts
Pseudo strike
1099.95
IV
26.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
1138.69
IV
31.2%
B/E move
5.3%
Puts
Pseudo strike
1111.54
IV
26.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
1124.73
IV
31.4%
B/E move
4.6%
Puts
Pseudo strike
1122.94
IV
25.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
1110.87
IV
32.1%
B/E move
4.0%
Puts
Pseudo strike
1134.06
IV
25.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
1096.39
IV
32.6%
B/E move
3.5%
Puts
Pseudo strike
1145.27
IV
24.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
1080.74
IV
33.6%
B/E move
3.0%
Puts
Pseudo strike
1156.72
IV
24.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
1062.93
IV
35.0%
B/E move
2.6%
Puts
Pseudo strike
1168.31
IV
24.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
1043.59
IV
36.1%
B/E move
2.2%
Puts
Pseudo strike
1178.56
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
1020.15
IV
37.8%
B/E move
1.8%
Puts
Pseudo strike
1190.88
IV
22.5%
B/E move
0.4%