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Block, Inc XYZ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-20T06:04:22.862Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:50:29.742615189Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:04:22.366848+00:00

Share price$77.21
1D-0.7%
AH$77.28$77.52$77.76$77.99$78.235:30 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$0.95$4.13$7.32$10.50$13.69$62.12$70.12$78.12$86.11$94.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYZ spot · $77.21XYZ PRICE$1.29$1.66$2.18$2.73$3.33$3.94$4.74$5.90$6.82$8.04$9.30$11.03$12.77$1.59$2.04$2.64$3.08$3.81$4.34$5.32$6.23$7.14$8.20$9.02$10.31$10.95
PutsExpensive1.43×
CallsExpensive1.64×
SkewBullish-7.98 pp
Implied moveBearish±$10.06
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.8855.3%18.1%68.1358.2%13.8%
25Δ87.0853.3%14.9%70.3256.0%11.6%
30Δ85.4155.3%13.4%72.0456.3%10.1%
35Δ83.6356.2%11.9%73.8653.2%8.3%
40Δ81.9156.9%10.4%75.3654.1%7.3%
45Δ80.1956.8%9.0%76.8851.7%6.0%
50Δ78.5958.4%7.9%78.4153.5%5.3%
55Δ76.9963.4%7.4%79.9753.6%4.5%
60Δ75.1963.5%6.2%81.5152.8%3.7%
65Δ73.2965.6%5.3%83.1252.4%3.0%
70Δ71.3166.4%4.4%84.5250.1%2.2%
75Δ69.0069.3%3.6%86.2549.4%1.6%
80Δ66.6070.0%2.8%87.3745.4%1.0%

20Δ

Calls
Pseudo strike
89.88
IV
55.3%
B/E move
18.1%
Puts
Pseudo strike
68.13
IV
58.2%
B/E move
13.8%

25Δ

Calls
Pseudo strike
87.08
IV
53.3%
B/E move
14.9%
Puts
Pseudo strike
70.32
IV
56.0%
B/E move
11.6%

30Δ

Calls
Pseudo strike
85.41
IV
55.3%
B/E move
13.4%
Puts
Pseudo strike
72.04
IV
56.3%
B/E move
10.1%

35Δ

Calls
Pseudo strike
83.63
IV
56.2%
B/E move
11.9%
Puts
Pseudo strike
73.86
IV
53.2%
B/E move
8.3%

40Δ

Calls
Pseudo strike
81.91
IV
56.9%
B/E move
10.4%
Puts
Pseudo strike
75.36
IV
54.1%
B/E move
7.3%

45Δ

Calls
Pseudo strike
80.19
IV
56.8%
B/E move
9.0%
Puts
Pseudo strike
76.88
IV
51.7%
B/E move
6.0%

50Δ

Calls
Pseudo strike
78.59
IV
58.4%
B/E move
7.9%
Puts
Pseudo strike
78.41
IV
53.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
76.99
IV
63.4%
B/E move
7.4%
Puts
Pseudo strike
79.97
IV
53.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
75.19
IV
63.5%
B/E move
6.2%
Puts
Pseudo strike
81.51
IV
52.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
73.29
IV
65.6%
B/E move
5.3%
Puts
Pseudo strike
83.12
IV
52.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
71.31
IV
66.4%
B/E move
4.4%
Puts
Pseudo strike
84.52
IV
50.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
69.00
IV
69.3%
B/E move
3.6%
Puts
Pseudo strike
86.25
IV
49.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
66.60
IV
70.0%
B/E move
2.8%
Puts
Pseudo strike
87.37
IV
45.4%
B/E move
1.0%

Options history

XYZ55.0455.0955.152026-10-19T19:55:13.226000+00:00: 55.09%Oct 19Oct 19
Table
ObservationIVSkewImplied move
55.09%2.64 pp13.03%