IntraAlpha
Create free account Start free

Block, Inc. XYZ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-03T19:10:10.363Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T19:10:02.585545358Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T19:01:20.179299+00:00

Share price$76.23
1D-1.1%
$75.11$75.86$76.60$77.35$78.105:30 AM6:30 AM9:00 AM1:00 PMXYZ
Sold putSold call

Block, Inc. options

Live interpolated XYZ call and put midpoint premiums by absolute delta.Block, Inc.$0.70$2.97$5.25$7.52$9.79$64.88$68.93$72.98$77.03$81.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XYZ spot · $76.23XYZ PRICE$0.95$1.28$1.67$2.08$2.54$2.98$3.58$4.22$4.97$5.70$7.68$8.30$1.16$1.56$1.96$2.41$2.96$3.44$4.02$5.04$5.75$7.21$8.06$8.81$9.14
PutsExpensive3.35×
Calls——
Skew——
Implied moveBearish±$7.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.75129.6%12.4%69.01141.4%11.0%
25Δ83.22131.6%10.9%70.51141.0%9.5%
30Δ81.90134.9%9.6%71.93139.0%8.2%
35Δ80.58136.4%8.4%73.23137.9%7.1%
40Δ79.32138.1%7.4%74.43139.3%6.2%
45Δ78.03136.6%6.3%75.63135.9%5.3%
50Δ76.86140.1%5.5%76.81134.7%4.5%
55Δ75.64142.6%4.8%78.15143.5%4.1%
60Δ74.37145.6%4.1%79.40141.1%3.4%
65Δ73.09145.5%3.4%81.15151.7%3.0%
70Δ82.49146.9%2.4%
75Δ70.23149.7%2.2%83.70139.6%1.8%
80Δ69.09139.6%1.5%84.43125.8%1.2%

20Δ

Calls
Pseudo strike
84.75
IV
129.6%
B/E move
12.4%
Puts
Pseudo strike
69.01
IV
141.4%
B/E move
11.0%

25Δ

Calls
Pseudo strike
83.22
IV
131.6%
B/E move
10.9%
Puts
Pseudo strike
70.51
IV
141.0%
B/E move
9.5%

30Δ

Calls
Pseudo strike
81.90
IV
134.9%
B/E move
9.6%
Puts
Pseudo strike
71.93
IV
139.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
80.58
IV
136.4%
B/E move
8.4%
Puts
Pseudo strike
73.23
IV
137.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
79.32
IV
138.1%
B/E move
7.4%
Puts
Pseudo strike
74.43
IV
139.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
78.03
IV
136.6%
B/E move
6.3%
Puts
Pseudo strike
75.63
IV
135.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
76.86
IV
140.1%
B/E move
5.5%
Puts
Pseudo strike
76.81
IV
134.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
75.64
IV
142.6%
B/E move
4.8%
Puts
Pseudo strike
78.15
IV
143.5%
B/E move
4.1%

60Δ

Calls
Pseudo strike
74.37
IV
145.6%
B/E move
4.1%
Puts
Pseudo strike
79.40
IV
141.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
73.09
IV
145.5%
B/E move
3.4%
Puts
Pseudo strike
81.15
IV
151.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.49
IV
146.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
70.23
IV
149.7%
B/E move
2.2%
Puts
Pseudo strike
83.70
IV
139.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
69.09
IV
139.6%
B/E move
1.5%
Puts
Pseudo strike
84.43
IV
125.8%
B/E move
1.2%

Options history

IV · four-Friday blend77.02%
Daily close
XYZ29.8%65.3%100.9%2026-08-05: 95.98%2026-08-06: 47.50%2026-08-07: 39.09%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 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
95.98%
47.50%
39.09%
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%