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Freeport-McMoran Inc. FCX

i

Market dataready · fetched 2026-11-07T03:03:59.207Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:35:50.747668746Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T03:03:58.876788+00:00

Share price$59.49
1D+2.1%
AH$58.13$58.75$59.37$59.99$60.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCX
Sold putSold callAH

Freeport-McMoran Inc. options

Live interpolated FCX call and put midpoint premiums by absolute delta.Freeport-McMoran Inc.$0.33$1.51$2.68$3.85$5.03$52.17$55.83$59.49$63.15$66.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCX spot · $59.49FCX PRICE$0.46$0.60$0.77$0.98$1.19$1.38$1.61$1.88$2.27$2.71$3.13$3.54$3.92$0.59$0.78$1.00$1.21$1.41$1.63$1.90$2.29$2.81$3.21$3.79$4.40$4.69
PutsCheap0.80×
CallsCheap0.77×
SkewBearish+5.85 pp
Implied moveBearish±$3.52
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4451.9%7.4%55.6361.0%7.5%
25Δ62.5850.5%6.2%56.4460.7%6.4%
30Δ61.9451.0%5.4%57.1760.6%5.6%
35Δ61.3852.2%4.8%57.8759.3%4.8%
40Δ60.8252.7%4.2%58.5257.4%4.0%
45Δ60.2451.3%3.6%59.1455.7%3.3%
50Δ59.6950.9%3.0%59.7154.9%2.8%
55Δ59.1651.2%2.6%60.3356.3%2.4%
60Δ58.5753.3%2.3%61.0159.8%2.2%
65Δ57.9655.9%2.0%61.6558.8%1.8%
70Δ57.3256.1%1.6%62.4360.0%1.4%
75Δ56.7155.1%1.3%63.2160.5%1.1%
80Δ56.1352.8%0.9%63.7255.8%0.8%

20Δ

Calls
Pseudo strike
63.44
IV
51.9%
B/E move
7.4%
Puts
Pseudo strike
55.63
IV
61.0%
B/E move
7.5%

25Δ

Calls
Pseudo strike
62.58
IV
50.5%
B/E move
6.2%
Puts
Pseudo strike
56.44
IV
60.7%
B/E move
6.4%

30Δ

Calls
Pseudo strike
61.94
IV
51.0%
B/E move
5.4%
Puts
Pseudo strike
57.17
IV
60.6%
B/E move
5.6%

35Δ

Calls
Pseudo strike
61.38
IV
52.2%
B/E move
4.8%
Puts
Pseudo strike
57.87
IV
59.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
60.82
IV
52.7%
B/E move
4.2%
Puts
Pseudo strike
58.52
IV
57.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
60.24
IV
51.3%
B/E move
3.6%
Puts
Pseudo strike
59.14
IV
55.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
59.69
IV
50.9%
B/E move
3.0%
Puts
Pseudo strike
59.71
IV
54.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
59.16
IV
51.2%
B/E move
2.6%
Puts
Pseudo strike
60.33
IV
56.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
58.57
IV
53.3%
B/E move
2.3%
Puts
Pseudo strike
61.01
IV
59.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
57.96
IV
55.9%
B/E move
2.0%
Puts
Pseudo strike
61.65
IV
58.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
57.32
IV
56.1%
B/E move
1.6%
Puts
Pseudo strike
62.43
IV
60.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
56.71
IV
55.1%
B/E move
1.3%
Puts
Pseudo strike
63.21
IV
60.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
56.13
IV
52.8%
B/E move
0.9%
Puts
Pseudo strike
63.72
IV
55.8%
B/E move
0.8%

Options history

IV · four-Friday blend51.14%
Daily close
FCX42.1%50.0%57.8%2026-08-10: 52.68%2026-08-11: 50.15%2026-08-12: 50.98%2026-08-13: 47.55%2026-08-14: 43.63%2026-08-17: 47.68%2026-08-18: 48.00%2026-08-19: 51.07%2026-08-20: 56.70%2026-08-21: 55.52%2026-08-24: 55.98%2026-08-25: 52.35%2026-08-26: 52.26%2026-08-27: 49.42%2026-08-28: 46.24%2026-08-31: 47.54%2026-09-01: 47.93%2026-09-02: 46.34%2026-09-03: 47.78%2026-09-04: 43.21%2026-09-08: 53.55%2026-09-09: 50.40%2026-09-10: 51.57%2026-09-11: 47.58%2026-09-14: 47.63%2026-09-15: 49.89%2026-09-16: 51.82%2026-09-17: 47.06%2026-09-18: 45.02%2026-09-21: 48.12%2026-09-22: 49.13%2026-09-23: 47.04%2026-09-24: 47.85%2026-09-25: 44.35%2026-09-28: 48.21%2026-09-29: 49.00%2026-09-30: 49.10%2026-10-01: 47.82%2026-10-02: 46.85%2026-10-05: 47.75%2026-10-06: 47.79%2026-10-07: 47.32%2026-10-08: 46.61%2026-10-09: 44.07%2026-10-12: 47.78%2026-10-13: 48.47%2026-10-14: 50.26%2026-10-15: 52.77%2026-10-16: 50.77%2026-10-19: 52.51%2026-10-20: 53.06%2026-10-21: 53.50%2026-10-22: 55.85%2026-10-23: 53.66%2026-10-26: 53.54%2026-10-27: 47.97%2026-10-28: 51.04%2026-10-29: 49.12%2026-10-30: 51.14%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
52.68%
50.15%
50.98%
47.55%
43.63%
47.68%
48.00%
51.07%
56.70%
55.52%
55.98%
52.35%
52.26%
49.42%
46.24%
47.54%
47.93%
46.34%
47.78%
43.21%
53.55%
50.40%
51.57%
47.58%
47.63%
49.89%
51.82%
47.06%
45.02%
48.12%
49.13%
47.04%
47.85%
44.35%
48.21%
49.00%
49.10%
47.82%
46.85%
47.75%
47.79%
47.32%
46.61%
44.07%
47.78%
48.47%
50.26%
52.77%
50.77%
52.51%
53.06%
53.50%
55.85%
53.66%
53.54%
47.97%
51.04%
49.12%
51.14%