IntraAlpha
Create free account Start free

Freeport-McMoran Copper & Gold Inc FCX

BASIC MATERIALS · COPPER
i

Market dataready · fetched 2026-10-17T12:54:12.775Z

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 2026-10-17T12:54:12.178080+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$3.42$6.08$8.73$11.39$56.65$63.08$69.51$75.93$82.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCX spot · $69.35FCX PRICE$1.06$1.40$1.81$2.23$2.67$3.19$3.76$4.36$4.96$5.90$6.98$8.63$9.61$1.27$1.69$2.13$2.64$3.17$3.78$4.42$5.17$6.01$7.04$8.24$9.52$10.62
PutsFair1.02×
CallsExpensive1.09×
SkewBullish-1.47 pp
Implied moveBearish±$8.19
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.5447.6%16.2%61.9249.7%12.5%
25Δ77.6047.6%13.9%63.5749.2%10.8%
30Δ76.0148.0%12.2%65.0948.7%9.2%
35Δ74.4948.2%10.6%66.4548.3%8.0%
40Δ73.0347.9%9.2%67.7948.0%6.8%
45Δ71.6848.1%8.0%69.0647.7%5.9%
50Δ70.3748.6%6.9%70.3447.5%4.9%
55Δ69.0848.3%5.9%71.6447.4%4.2%
60Δ67.8047.8%4.9%72.9847.4%3.4%
65Δ66.3749.4%4.2%74.4547.8%2.8%
70Δ64.8751.7%3.6%76.0548.2%2.2%
75Δ62.8856.2%3.1%77.7248.3%1.6%
80Δ61.4054.2%2.4%79.2246.3%1.1%

20Δ

Calls
Pseudo strike
79.54
IV
47.6%
B/E move
16.2%
Puts
Pseudo strike
61.92
IV
49.7%
B/E move
12.5%

25Δ

Calls
Pseudo strike
77.60
IV
47.6%
B/E move
13.9%
Puts
Pseudo strike
63.57
IV
49.2%
B/E move
10.8%

30Δ

Calls
Pseudo strike
76.01
IV
48.0%
B/E move
12.2%
Puts
Pseudo strike
65.09
IV
48.7%
B/E move
9.2%

35Δ

Calls
Pseudo strike
74.49
IV
48.2%
B/E move
10.6%
Puts
Pseudo strike
66.45
IV
48.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
73.03
IV
47.9%
B/E move
9.2%
Puts
Pseudo strike
67.79
IV
48.0%
B/E move
6.8%

45Δ

Calls
Pseudo strike
71.68
IV
48.1%
B/E move
8.0%
Puts
Pseudo strike
69.06
IV
47.7%
B/E move
5.9%

50Δ

Calls
Pseudo strike
70.37
IV
48.6%
B/E move
6.9%
Puts
Pseudo strike
70.34
IV
47.5%
B/E move
4.9%

55Δ

Calls
Pseudo strike
69.08
IV
48.3%
B/E move
5.9%
Puts
Pseudo strike
71.64
IV
47.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
67.80
IV
47.8%
B/E move
4.9%
Puts
Pseudo strike
72.98
IV
47.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
66.37
IV
49.4%
B/E move
4.2%
Puts
Pseudo strike
74.45
IV
47.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
64.87
IV
51.7%
B/E move
3.6%
Puts
Pseudo strike
76.05
IV
48.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
62.88
IV
56.2%
B/E move
3.1%
Puts
Pseudo strike
77.72
IV
48.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
61.40
IV
54.2%
B/E move
2.4%
Puts
Pseudo strike
79.22
IV
46.3%
B/E move
1.1%