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Freeport-McMoran Copper & Gold Inc FCX

BASIC MATERIALS · COPPER
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Market dataready · fetched 2026-10-15T20:33:51.358Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002144661Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:50.570152+00:00

Share price$70.06
1D+2.7%
AH$66$67$68$69$705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCX
Sold putSold callAH

Freeport-McMoran Copper & Gold Inc options

Live interpolated FCX call and put midpoint premiums by absolute delta.Freeport-McMoran Copper & Gold Inc$0.17$0.82$1.46$2.11$2.76$65.89$67.63$69.38$71.13$72.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $70.06OPTION PRICELive FCX spot · $70.06FCX PRICE$0.24$0.32$0.39$0.48$0.58$0.68$0.79$0.92$1.08$1.24$1.39$1.65$1.93$0.26$0.35$0.44$0.53$0.63$0.72$0.87$1.10$1.33$1.58$1.91$2.24$2.57
PutsExpensive1.23×
CallsCheap0.94×
SkewBearish+7.31 pp
Implied moveBearish±$1.65
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.9759.6%3.1%68.2460.2%3.0%
25Δ71.6058.0%2.6%68.5860.8%2.6%
30Δ71.2256.5%2.2%68.9261.5%2.3%
35Δ70.8955.4%1.9%69.2360.2%1.9%
40Δ70.6355.0%1.6%69.5258.5%1.7%
45Δ70.3754.6%1.4%69.8256.7%1.4%
50Δ70.1054.2%1.2%70.1257.0%1.2%
55Δ69.8454.1%1.0%70.4360.5%1.0%
60Δ69.5854.0%0.9%70.7564.0%0.9%
65Δ69.3254.0%0.7%71.0867.0%0.8%
70Δ69.0654.0%0.6%71.5068.1%0.7%
75Δ68.7354.4%0.4%71.9369.1%0.5%
80Δ68.3755.0%0.3%72.3570.2%0.4%

20Δ

Calls
Pseudo strike
71.97
IV
59.6%
B/E move
3.1%
Puts
Pseudo strike
68.24
IV
60.2%
B/E move
3.0%

25Δ

Calls
Pseudo strike
71.60
IV
58.0%
B/E move
2.6%
Puts
Pseudo strike
68.58
IV
60.8%
B/E move
2.6%

30Δ

Calls
Pseudo strike
71.22
IV
56.5%
B/E move
2.2%
Puts
Pseudo strike
68.92
IV
61.5%
B/E move
2.3%

35Δ

Calls
Pseudo strike
70.89
IV
55.4%
B/E move
1.9%
Puts
Pseudo strike
69.23
IV
60.2%
B/E move
1.9%

40Δ

Calls
Pseudo strike
70.63
IV
55.0%
B/E move
1.6%
Puts
Pseudo strike
69.52
IV
58.5%
B/E move
1.7%

45Δ

Calls
Pseudo strike
70.37
IV
54.6%
B/E move
1.4%
Puts
Pseudo strike
69.82
IV
56.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
70.10
IV
54.2%
B/E move
1.2%
Puts
Pseudo strike
70.12
IV
57.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
69.84
IV
54.1%
B/E move
1.0%
Puts
Pseudo strike
70.43
IV
60.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
69.58
IV
54.0%
B/E move
0.9%
Puts
Pseudo strike
70.75
IV
64.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
69.32
IV
54.0%
B/E move
0.7%
Puts
Pseudo strike
71.08
IV
67.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
69.06
IV
54.0%
B/E move
0.6%
Puts
Pseudo strike
71.50
IV
68.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
68.73
IV
54.4%
B/E move
0.4%
Puts
Pseudo strike
71.93
IV
69.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
68.37
IV
55.0%
B/E move
0.3%
Puts
Pseudo strike
72.35
IV
70.2%
B/E move
0.4%