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Freeport-McMoran Copper & Gold Inc FCX

BASIC MATERIALS · COPPER
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Market dataready · fetched 2026-10-16T22:53:35.530Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:34:54.552547122Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:53:34.948416+00:00

Share price$69.31
1D-1.0%
AH$68.68$69.50$70.31$71.13$71.955:30 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$0.40$1.48$2.57$3.65$4.74$63.70$66.57$69.44$72.31$75.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCX spot · $69.31FCX PRICE$0.52$0.68$0.89$1.08$1.30$1.59$1.83$2.07$2.42$2.82$3.27$4.06$4.43$0.56$0.73$0.93$1.19$1.42$1.63$1.85$2.08$2.55$2.98$3.36$3.72$4.07
PutsFair1.04×
CallsExpensive1.39×
SkewBullish-2.67 pp
Implied moveBalanced±$3.68
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.6949.6%7.1%65.5250.6%6.3%
25Δ72.7949.0%6.0%66.3949.0%5.3%
30Δ72.1350.5%5.4%67.1048.8%4.5%
35Δ71.4049.4%4.6%67.7050.1%4.0%
40Δ70.7349.1%3.9%68.3149.9%3.5%
45Δ70.1450.5%3.5%68.9348.1%2.9%
50Δ69.5449.8%3.0%69.4946.3%2.4%
55Δ68.9348.4%2.4%70.0444.7%1.9%
60Δ68.3348.8%2.1%70.6846.9%1.7%
65Δ67.7149.3%1.7%71.3047.5%1.4%
70Δ67.0450.2%1.4%71.9046.5%1.1%
75Δ66.1154.3%1.2%72.4544.5%0.8%
80Δ65.5251.1%0.9%72.9942.3%0.6%

20Δ

Calls
Pseudo strike
73.69
IV
49.6%
B/E move
7.1%
Puts
Pseudo strike
65.52
IV
50.6%
B/E move
6.3%

25Δ

Calls
Pseudo strike
72.79
IV
49.0%
B/E move
6.0%
Puts
Pseudo strike
66.39
IV
49.0%
B/E move
5.3%

30Δ

Calls
Pseudo strike
72.13
IV
50.5%
B/E move
5.4%
Puts
Pseudo strike
67.10
IV
48.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
71.40
IV
49.4%
B/E move
4.6%
Puts
Pseudo strike
67.70
IV
50.1%
B/E move
4.0%

40Δ

Calls
Pseudo strike
70.73
IV
49.1%
B/E move
3.9%
Puts
Pseudo strike
68.31
IV
49.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
70.14
IV
50.5%
B/E move
3.5%
Puts
Pseudo strike
68.93
IV
48.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
69.54
IV
49.8%
B/E move
3.0%
Puts
Pseudo strike
69.49
IV
46.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
68.93
IV
48.4%
B/E move
2.4%
Puts
Pseudo strike
70.04
IV
44.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
68.33
IV
48.8%
B/E move
2.1%
Puts
Pseudo strike
70.68
IV
46.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
67.71
IV
49.3%
B/E move
1.7%
Puts
Pseudo strike
71.30
IV
47.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
67.04
IV
50.2%
B/E move
1.4%
Puts
Pseudo strike
71.90
IV
46.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
66.11
IV
54.3%
B/E move
1.2%
Puts
Pseudo strike
72.45
IV
44.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
65.52
IV
51.1%
B/E move
0.9%
Puts
Pseudo strike
72.99
IV
42.3%
B/E move
0.6%