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Freeport-McMoran Copper & Gold Inc FCX

BASIC MATERIALS · COPPER
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Market dataready · fetched 2026-10-17T00:57:46.360Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:59:07.863915759Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T00:57:45.679864+00:00

Share price$69.35
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$0.77$3.43$6.09$8.75$11.41$56.73$63.11$69.49$75.87$82.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCX spot · $69.35FCX PRICE$1.06$1.40$1.81$2.23$2.67$3.19$3.76$4.35$4.96$5.89$6.97$8.62$9.60$1.27$1.69$2.13$2.64$3.17$3.78$4.43$5.18$6.03$7.05$8.26$9.53$10.64
PutsFair1.01×
CallsExpensive1.08×
SkewBullish-1.34 pp
Implied moveBearish±$8.19
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.5546.9%16.2%61.9249.1%12.5%
25Δ77.6046.9%13.9%63.5748.5%10.8%
30Δ76.0247.3%12.2%65.1048.1%9.2%
35Δ74.4947.4%10.6%66.4547.7%8.0%
40Δ73.0447.2%9.2%67.7947.3%6.8%
45Δ71.6847.4%8.0%69.0747.1%5.9%
50Δ70.3847.8%6.9%70.3546.9%4.9%
55Δ69.0947.6%5.9%71.6546.7%4.2%
60Δ67.8147.1%4.9%73.0046.8%3.4%
65Δ66.3848.6%4.2%74.4647.2%2.8%
70Δ64.8850.8%3.6%76.0847.6%2.2%
75Δ62.9055.3%3.1%77.7547.6%1.6%
80Δ61.4153.3%2.4%79.2545.7%1.1%

20Δ

Calls
Pseudo strike
79.55
IV
46.9%
B/E move
16.2%
Puts
Pseudo strike
61.92
IV
49.1%
B/E move
12.5%

25Δ

Calls
Pseudo strike
77.60
IV
46.9%
B/E move
13.9%
Puts
Pseudo strike
63.57
IV
48.5%
B/E move
10.8%

30Δ

Calls
Pseudo strike
76.02
IV
47.3%
B/E move
12.2%
Puts
Pseudo strike
65.10
IV
48.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
74.49
IV
47.4%
B/E move
10.6%
Puts
Pseudo strike
66.45
IV
47.7%
B/E move
8.0%

40Δ

Calls
Pseudo strike
73.04
IV
47.2%
B/E move
9.2%
Puts
Pseudo strike
67.79
IV
47.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
71.68
IV
47.4%
B/E move
8.0%
Puts
Pseudo strike
69.07
IV
47.1%
B/E move
5.9%

50Δ

Calls
Pseudo strike
70.38
IV
47.8%
B/E move
6.9%
Puts
Pseudo strike
70.35
IV
46.9%
B/E move
4.9%

55Δ

Calls
Pseudo strike
69.09
IV
47.6%
B/E move
5.9%
Puts
Pseudo strike
71.65
IV
46.7%
B/E move
4.2%

60Δ

Calls
Pseudo strike
67.81
IV
47.1%
B/E move
4.9%
Puts
Pseudo strike
73.00
IV
46.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
66.38
IV
48.6%
B/E move
4.2%
Puts
Pseudo strike
74.46
IV
47.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
64.88
IV
50.8%
B/E move
3.6%
Puts
Pseudo strike
76.08
IV
47.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
62.90
IV
55.3%
B/E move
3.1%
Puts
Pseudo strike
77.75
IV
47.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
61.41
IV
53.3%
B/E move
2.4%
Puts
Pseudo strike
79.25
IV
45.7%
B/E move
1.1%