IntraAlpha
Create free account Start free

FedEx Corporation FDX

INDUSTRIALS · INTEGRATED FREIGHT & LOGISTICS
i

Market dataready · fetched 2026-10-15T20:33:43.107Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:25:59.969061511Z

FundamentalsAlpha Vantage · quarter 2026-05-31 · fetched 2026-10-15T20:33:42.178494+00:00

Share price$291.85
1D+0.3%
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$0.21$7.45$14.69$21.92$29.16$282.95$289.11$295.27$301.43$307.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $291.85OPTION PRICELive FDX spot · $291.85FDX PRICE$1.58$1.10$1.43$1.79$2.52$3.24$4.09$5.17$6.86$9.17$11.55$16.19$27.07$2.30$2.09$1.88$1.67$1.54$1.47$1.40$1.33$1.27$1.20$1.13$1.06$0.99
PutsFair1.02×
CallsExpensive2.45×
SkewBullish-45.36 pp
Implied moveBullish±$5.49
TiltBullish65.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ308.21108.6%6.1%271.45155.6%7.8%
25Δ296.9847.8%2.1%276.81122.1%5.9%
30Δ295.9548.8%1.9%282.1688.6%4.0%
35Δ294.9350.2%1.7%287.5155.1%2.1%
40Δ294.0156.0%1.6%290.2936.7%1.1%
45Δ293.0961.9%1.5%290.8331.4%0.9%
50Δ292.0167.8%1.5%291.3726.1%0.6%
55Δ290.6173.9%1.3%291.9120.8%0.4%
60Δ288.7985.1%1.3%292.4515.5%0.2%
65Δ286.3999.8%1.3%292.9910.2%0.0%
70Δ283.63110.0%1.1%293.534.9%0.2%
75Δ278.89135.9%1.1%294.07-0.3%0.4%
80Δ268.45204.9%1.3%294.61-5.6%0.6%

20Δ

Calls
Pseudo strike
308.21
IV
108.6%
B/E move
6.1%
Puts
Pseudo strike
271.45
IV
155.6%
B/E move
7.8%

25Δ

Calls
Pseudo strike
296.98
IV
47.8%
B/E move
2.1%
Puts
Pseudo strike
276.81
IV
122.1%
B/E move
5.9%

30Δ

Calls
Pseudo strike
295.95
IV
48.8%
B/E move
1.9%
Puts
Pseudo strike
282.16
IV
88.6%
B/E move
4.0%

35Δ

Calls
Pseudo strike
294.93
IV
50.2%
B/E move
1.7%
Puts
Pseudo strike
287.51
IV
55.1%
B/E move
2.1%

40Δ

Calls
Pseudo strike
294.01
IV
56.0%
B/E move
1.6%
Puts
Pseudo strike
290.29
IV
36.7%
B/E move
1.1%

45Δ

Calls
Pseudo strike
293.09
IV
61.9%
B/E move
1.5%
Puts
Pseudo strike
290.83
IV
31.4%
B/E move
0.9%

50Δ

Calls
Pseudo strike
292.01
IV
67.8%
B/E move
1.5%
Puts
Pseudo strike
291.37
IV
26.1%
B/E move
0.6%

55Δ

Calls
Pseudo strike
290.61
IV
73.9%
B/E move
1.3%
Puts
Pseudo strike
291.91
IV
20.8%
B/E move
0.4%

60Δ

Calls
Pseudo strike
288.79
IV
85.1%
B/E move
1.3%
Puts
Pseudo strike
292.45
IV
15.5%
B/E move
0.2%

65Δ

Calls
Pseudo strike
286.39
IV
99.8%
B/E move
1.3%
Puts
Pseudo strike
292.99
IV
10.2%
B/E move
0.0%

70Δ

Calls
Pseudo strike
283.63
IV
110.0%
B/E move
1.1%
Puts
Pseudo strike
293.53
IV
4.9%
B/E move
0.2%

75Δ

Calls
Pseudo strike
278.89
IV
135.9%
B/E move
1.1%
Puts
Pseudo strike
294.07
IV
-0.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
268.45
IV
204.9%
B/E move
1.3%
Puts
Pseudo strike
294.61
IV
-5.6%
B/E move
0.6%