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Block, Inc. XYZ

i

Market dataready · fetched 2026-11-06T21:23:41.837Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:16:45.681949707Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:23:41.011498+00:00

Share price$85.39
1D+2.0%
AH$83.50$84.27$85.03$85.80$86.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXYZ
Sold putSold callAH

Block, Inc. options

Live interpolated XYZ call and put midpoint premiums by absolute delta.Block, Inc.$0.41$1.64$2.87$4.10$5.32$72.65$79.78$86.91$94.03$101.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYZ spot · $85.39XYZ PRICE$0.55$0.74$0.94$1.19$1.46$1.74$2.06$2.42$2.85$3.25$3.69$4.41$4.97$0.69$0.92$1.16$1.42$1.67$1.86$2.17$2.54$2.97$3.21$3.50$4.29$4.71
PutsCheap0.64×
CallsCheap0.41×
SkewNeutral+0.19 pp
Implied moveBearish±$4.24
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.9442.4%6.0%80.7850.3%6.2%
25Δ89.1543.3%5.3%81.7250.3%5.4%
30Δ88.3443.1%4.6%82.6149.6%4.6%
35Δ87.6343.7%4.0%83.4349.0%4.0%
40Δ86.9844.8%3.6%84.2047.9%3.4%
45Δ86.2944.8%3.1%84.9544.7%2.7%
50Δ85.6245.2%2.7%85.6144.2%2.3%
55Δ84.9445.8%2.3%86.2844.2%1.9%
60Δ84.2446.6%2.0%86.9744.6%1.6%
65Δ83.5546.1%1.6%87.5141.9%1.3%
70Δ82.8245.6%1.3%88.0939.6%0.9%
75Δ81.9147.7%1.1%89.0342.1%0.8%
80Δ81.1246.4%0.8%89.6539.7%0.5%

20Δ

Calls
Pseudo strike
89.94
IV
42.4%
B/E move
6.0%
Puts
Pseudo strike
80.78
IV
50.3%
B/E move
6.2%

25Δ

Calls
Pseudo strike
89.15
IV
43.3%
B/E move
5.3%
Puts
Pseudo strike
81.72
IV
50.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
88.34
IV
43.1%
B/E move
4.6%
Puts
Pseudo strike
82.61
IV
49.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
87.63
IV
43.7%
B/E move
4.0%
Puts
Pseudo strike
83.43
IV
49.0%
B/E move
4.0%

40Δ

Calls
Pseudo strike
86.98
IV
44.8%
B/E move
3.6%
Puts
Pseudo strike
84.20
IV
47.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
86.29
IV
44.8%
B/E move
3.1%
Puts
Pseudo strike
84.95
IV
44.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
85.62
IV
45.2%
B/E move
2.7%
Puts
Pseudo strike
85.61
IV
44.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
84.94
IV
45.8%
B/E move
2.3%
Puts
Pseudo strike
86.28
IV
44.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
84.24
IV
46.6%
B/E move
2.0%
Puts
Pseudo strike
86.97
IV
44.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
83.55
IV
46.1%
B/E move
1.6%
Puts
Pseudo strike
87.51
IV
41.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
82.82
IV
45.6%
B/E move
1.3%
Puts
Pseudo strike
88.09
IV
39.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
81.91
IV
47.7%
B/E move
1.1%
Puts
Pseudo strike
89.03
IV
42.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
81.12
IV
46.4%
B/E move
0.8%
Puts
Pseudo strike
89.65
IV
39.7%
B/E move
0.5%

Options history

IV · four-Friday blend77.02%
Daily close
XYZ31.3%55.9%80.4%2026-08-10: 39.26%2026-08-11: 37.42%2026-08-12: 34.72%2026-08-13: 42.24%2026-08-14: 35.83%2026-08-17: 36.14%2026-08-18: 37.09%2026-08-19: 36.77%2026-08-20: 37.55%2026-08-21: 36.68%2026-08-24: 39.42%2026-08-25: 39.67%2026-08-26: 39.30%2026-08-27: 40.30%2026-08-28: 36.41%2026-08-31: 38.59%2026-09-01: 39.43%2026-09-02: 39.46%2026-09-03: 39.62%2026-09-04: 37.34%2026-09-08: 42.59%2026-09-09: 43.42%2026-09-10: 43.67%2026-09-11: 38.44%2026-09-14: 42.03%2026-09-15: 42.63%2026-09-16: 41.50%2026-09-17: 39.28%2026-09-18: 36.84%2026-09-21: 39.36%2026-09-22: 39.79%2026-09-23: 41.92%2026-09-24: 43.07%2026-09-25: 38.78%2026-09-28: 41.78%2026-09-29: 42.20%2026-09-30: 40.95%2026-10-01: 43.92%2026-10-02: 39.50%2026-10-05: 39.97%2026-10-06: 38.98%2026-10-07: 38.37%2026-10-08: 40.52%2026-10-09: 40.21%2026-10-12: 44.92%2026-10-13: 45.30%2026-10-14: 49.83%2026-10-15: 49.20%2026-10-16: 53.90%2026-10-19: 53.91%2026-10-20: 55.30%2026-10-21: 54.50%2026-10-22: 55.51%2026-10-23: 57.54%2026-10-26: 62.27%2026-10-27: 63.77%2026-10-28: 68.43%2026-10-29: 66.55%2026-10-30: 77.02%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
39.26%
37.42%
34.72%
42.24%
35.83%
36.14%
37.09%
36.77%
37.55%
36.68%
39.42%
39.67%
39.30%
40.30%
36.41%
38.59%
39.43%
39.46%
39.62%
37.34%
42.59%
43.42%
43.67%
38.44%
42.03%
42.63%
41.50%
39.28%
36.84%
39.36%
39.79%
41.92%
43.07%
38.78%
41.78%
42.20%
40.95%
43.92%
39.50%
39.97%
38.98%
38.37%
40.52%
40.21%
44.92%
45.30%
49.83%
49.20%
53.90%
53.91%
55.30%
54.50%
55.51%
57.54%
62.27%
63.77%
68.43%
66.55%
77.02%