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FedEx Corporation FDX

INDUSTRIALS · INTEGRATED FREIGHT & LOGISTICS
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Market dataready · fetched 2026-10-15T20:02:55.147Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:07.09861644Z

FundamentalsAlpha Vantage · quarter 2026-05-31 · fetched 2026-10-15T20:02:54.717314+00:00

Share price$295.54
1D+1.5%
AH$290$291$293$294$2965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDX
Sold putSold callAH

FedEx Corporation options

Live interpolated FDX call and put midpoint premiums by absolute delta.FedEx Corporation$0.00$18.42$36.84$55.26$73.68$286.06$291.32$296.57$301.82$307.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $295.54OPTION PRICELive FDX spot · $295.54FDX PRICE$2.23$1.73$1.23$0.99$1.17$1.34$1.51$1.69$2.09$2.60$3.10$3.61$68.30$2.09$1.72$1.33$1.50$1.78$2.07$2.29$2.49$2.70$2.91$3.61$4.44$6.61
PutsExpensive1.42×
CallsExpensive1.72×
SkewBullish-13.32 pp
Implied moveBearish±$3.80
TiltBullish44.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ318.83150.8%8.6%276.85138.7%7.0%
25Δ310.63103.5%5.7%286.3082.7%3.7%
30Δ302.4256.2%2.7%291.9645.1%1.7%
35Δ297.2927.4%0.9%293.2040.2%1.3%
40Δ296.7626.4%0.8%294.0339.5%1.1%
45Δ296.2325.5%0.7%294.8738.9%0.9%
50Δ295.7024.5%0.6%295.5236.8%0.8%
55Δ295.1623.6%0.4%296.1434.6%0.6%
60Δ294.5524.2%0.4%296.7532.3%0.5%
65Δ293.9125.6%0.3%297.3730.0%0.4%
70Δ293.2627.0%0.3%298.2731.2%0.3%
75Δ292.6228.4%0.2%299.2533.4%0.2%
80Δ262.24256.4%11.8%301.4743.1%0.2%

20Δ

Calls
Pseudo strike
318.83
IV
150.8%
B/E move
8.6%
Puts
Pseudo strike
276.85
IV
138.7%
B/E move
7.0%

25Δ

Calls
Pseudo strike
310.63
IV
103.5%
B/E move
5.7%
Puts
Pseudo strike
286.30
IV
82.7%
B/E move
3.7%

30Δ

Calls
Pseudo strike
302.42
IV
56.2%
B/E move
2.7%
Puts
Pseudo strike
291.96
IV
45.1%
B/E move
1.7%

35Δ

Calls
Pseudo strike
297.29
IV
27.4%
B/E move
0.9%
Puts
Pseudo strike
293.20
IV
40.2%
B/E move
1.3%

40Δ

Calls
Pseudo strike
296.76
IV
26.4%
B/E move
0.8%
Puts
Pseudo strike
294.03
IV
39.5%
B/E move
1.1%

45Δ

Calls
Pseudo strike
296.23
IV
25.5%
B/E move
0.7%
Puts
Pseudo strike
294.87
IV
38.9%
B/E move
0.9%

50Δ

Calls
Pseudo strike
295.70
IV
24.5%
B/E move
0.6%
Puts
Pseudo strike
295.52
IV
36.8%
B/E move
0.8%

55Δ

Calls
Pseudo strike
295.16
IV
23.6%
B/E move
0.4%
Puts
Pseudo strike
296.14
IV
34.6%
B/E move
0.6%

60Δ

Calls
Pseudo strike
294.55
IV
24.2%
B/E move
0.4%
Puts
Pseudo strike
296.75
IV
32.3%
B/E move
0.5%

65Δ

Calls
Pseudo strike
293.91
IV
25.6%
B/E move
0.3%
Puts
Pseudo strike
297.37
IV
30.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
293.26
IV
27.0%
B/E move
0.3%
Puts
Pseudo strike
298.27
IV
31.2%
B/E move
0.3%

75Δ

Calls
Pseudo strike
292.62
IV
28.4%
B/E move
0.2%
Puts
Pseudo strike
299.25
IV
33.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
262.24
IV
256.4%
B/E move
11.8%
Puts
Pseudo strike
301.47
IV
43.1%
B/E move
0.2%