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Block, Inc XYZ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T21:52:36.820Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:35:12.230635377Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:52:33.843072+00:00

Share price$79.14
1D+3.2%
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$0.06$1.24$2.43$3.61$4.79$74.01$76.48$78.95$81.42$83.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYZ spot · $79.14XYZ PRICE$0.78$0.44$0.53$0.67$0.82$1.04$1.26$1.54$1.89$2.50$2.88$3.61$4.45$0.19$0.24$0.29$0.35$0.40$0.45$0.65$0.84$1.04$1.23$1.43$1.62$1.82
PutsCheap0.72×
CallsFair0.99×
SkewBullish-57.69 pp
Implied moveBullish±$1.90
TiltBullish36.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.03197.9%11.0%77.7839.8%2.0%
25Δ81.5176.3%3.5%78.0838.3%1.6%
30Δ80.6766.8%2.6%78.3136.7%1.4%
35Δ80.3168.8%2.3%78.5435.1%1.2%
40Δ79.9570.8%2.1%78.7733.6%1.0%
45Δ79.5873.9%1.9%79.0032.0%0.8%
50Δ79.2076.9%1.7%79.2533.3%0.7%
55Δ78.7880.9%1.5%79.5034.7%0.6%
60Δ78.3185.9%1.3%79.7636.1%0.5%
65Δ77.66100.8%1.3%80.0137.5%0.5%
70Δ77.10101.1%1.1%80.2638.9%0.4%
75Δ76.24110.0%0.9%80.5240.3%0.3%
80Δ75.26118.1%0.7%80.7741.7%0.2%

20Δ

Calls
Pseudo strike
87.03
IV
197.9%
B/E move
11.0%
Puts
Pseudo strike
77.78
IV
39.8%
B/E move
2.0%

25Δ

Calls
Pseudo strike
81.51
IV
76.3%
B/E move
3.5%
Puts
Pseudo strike
78.08
IV
38.3%
B/E move
1.6%

30Δ

Calls
Pseudo strike
80.67
IV
66.8%
B/E move
2.6%
Puts
Pseudo strike
78.31
IV
36.7%
B/E move
1.4%

35Δ

Calls
Pseudo strike
80.31
IV
68.8%
B/E move
2.3%
Puts
Pseudo strike
78.54
IV
35.1%
B/E move
1.2%

40Δ

Calls
Pseudo strike
79.95
IV
70.8%
B/E move
2.1%
Puts
Pseudo strike
78.77
IV
33.6%
B/E move
1.0%

45Δ

Calls
Pseudo strike
79.58
IV
73.9%
B/E move
1.9%
Puts
Pseudo strike
79.00
IV
32.0%
B/E move
0.8%

50Δ

Calls
Pseudo strike
79.20
IV
76.9%
B/E move
1.7%
Puts
Pseudo strike
79.25
IV
33.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
78.78
IV
80.9%
B/E move
1.5%
Puts
Pseudo strike
79.50
IV
34.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
78.31
IV
85.9%
B/E move
1.3%
Puts
Pseudo strike
79.76
IV
36.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
77.66
IV
100.8%
B/E move
1.3%
Puts
Pseudo strike
80.01
IV
37.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
77.10
IV
101.1%
B/E move
1.1%
Puts
Pseudo strike
80.26
IV
38.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
76.24
IV
110.0%
B/E move
0.9%
Puts
Pseudo strike
80.52
IV
40.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
75.26
IV
118.1%
B/E move
0.7%
Puts
Pseudo strike
80.77
IV
41.7%
B/E move
0.2%