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Block, Inc XYZ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:04:11.331Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:46.314716363Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:00:08.369981+00:00

Share price$79.83
1D+3.3%
AH$76$77$78$79$805:30 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$0.15$0.99$1.83$2.68$3.52$73.93$76.62$79.32$82.02$84.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $79.83OPTION PRICELive XYZ spot · $79.83XYZ PRICE$0.85$0.63$0.41$0.51$0.63$0.74$0.87$1.04$1.21$1.37$1.63$1.88$2.70$0.24$0.32$0.40$0.49$0.60$0.70$0.81$1.12$1.67$2.14$2.48$2.85$3.28
PutsExpensive1.36×
CallsCheap0.78×
SkewBullish-11.29 pp
Implied moveBullish±$1.68
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.15202.4%11.5%78.0950.6%2.5%
25Δ84.60127.5%6.8%78.4349.8%2.2%
30Δ81.0552.5%2.0%78.7749.1%1.8%
35Δ80.7251.7%1.8%79.0848.5%1.6%
40Δ80.4352.0%1.5%79.3448.1%1.4%
45Δ80.1552.2%1.3%79.6047.7%1.2%
50Δ79.8652.6%1.1%79.8647.3%1.0%
55Δ79.5853.0%1.0%80.2254.2%0.9%
60Δ79.2953.5%0.8%80.7270.1%1.0%
65Δ79.0153.9%0.7%81.2179.3%1.0%
70Δ78.6654.4%0.6%81.6979.6%0.8%
75Δ78.3154.8%0.5%82.2079.8%0.6%
80Δ77.4869.7%0.4%82.7579.2%0.4%

20Δ

Calls
Pseudo strike
88.15
IV
202.4%
B/E move
11.5%
Puts
Pseudo strike
78.09
IV
50.6%
B/E move
2.5%

25Δ

Calls
Pseudo strike
84.60
IV
127.5%
B/E move
6.8%
Puts
Pseudo strike
78.43
IV
49.8%
B/E move
2.2%

30Δ

Calls
Pseudo strike
81.05
IV
52.5%
B/E move
2.0%
Puts
Pseudo strike
78.77
IV
49.1%
B/E move
1.8%

35Δ

Calls
Pseudo strike
80.72
IV
51.7%
B/E move
1.8%
Puts
Pseudo strike
79.08
IV
48.5%
B/E move
1.6%

40Δ

Calls
Pseudo strike
80.43
IV
52.0%
B/E move
1.5%
Puts
Pseudo strike
79.34
IV
48.1%
B/E move
1.4%

45Δ

Calls
Pseudo strike
80.15
IV
52.2%
B/E move
1.3%
Puts
Pseudo strike
79.60
IV
47.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
79.86
IV
52.6%
B/E move
1.1%
Puts
Pseudo strike
79.86
IV
47.3%
B/E move
1.0%

55Δ

Calls
Pseudo strike
79.58
IV
53.0%
B/E move
1.0%
Puts
Pseudo strike
80.22
IV
54.2%
B/E move
0.9%

60Δ

Calls
Pseudo strike
79.29
IV
53.5%
B/E move
0.8%
Puts
Pseudo strike
80.72
IV
70.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
79.01
IV
53.9%
B/E move
0.7%
Puts
Pseudo strike
81.21
IV
79.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
78.66
IV
54.4%
B/E move
0.6%
Puts
Pseudo strike
81.69
IV
79.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
78.31
IV
54.8%
B/E move
0.5%
Puts
Pseudo strike
82.20
IV
79.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
77.48
IV
69.7%
B/E move
0.4%
Puts
Pseudo strike
82.75
IV
79.2%
B/E move
0.4%