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FCX options: IV rank, expected move and trade screens

Freeport-Mcmoran Inc · Materials

As of the close on . In the app, data is refreshed intraday.

FCX closed at $71.96 on Sep 28, 2026 with 30-day implied volatility of 47.1%. That is in the lower half of its one-year range (IV rank 46), so premiums are on the modest side for FCX. Measured by IV percentile, IV is higher than 37% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $10.02, or 13.9%.

The price is above both its 50-day (+4.0%) and 200-day (+14.5%) moving averages. It is 8.9% below its 52-week high and 103.6% above its 52-week low. The 14-day RSI of 50.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.71, about 3.8% of the price, a measure of a typical day's range.

Option volume at the close (22.1K contracts) was 0.7x its average, quieter than usual. A beta of 2.12 means FCX has tended to move about 2.1 times as much as the broad market. 4 of our preset screens found trades on FCX at the close, led by Bull Call Spreads on High-Beta Names with 55 trades.

FCX stats at the close

Price
$71.96
Market cap $103B
Implied volatility
47.1%
30-day, at the money
IV rank
46
IV sits 46% of the way from its one-year low to its one-year high.
IV percentile
37
IV is higher than 37% of the past year's readings.
ATR (14-day)
$2.71
3.8% of the price on a typical day
RSI (14-day)
50.9
Between 30 and 70, neutral
52-week range
-8.9% from high
+103.6% from the 52-week low
Moving averages
+4.0% vs 50-day
+14.5% vs the 200-day
Beta
2.12
Sensitivity to the broad market
Option volume
0.7x avg
22.1K contracts vs 32.2K average

FCX expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days50.9%±$3.84 (5.3%)$68.12 to $75.80$3.06
Oct 30, 202632 days47.0%±$10.02 (13.9%)$61.94 to $81.98$7.98
Nov 20, 202653 days47.9%±$13.14 (18.3%)$58.82 to $85.10$10.48
Dec 18, 202681 days46.6%±$15.81 (22.0%)$56.15 to $87.77$12.58

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for FCX from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

FCX options FAQ

What is FCX's IV rank?
At the close on Sep 28, 2026, FCX's IV rank was 46 with 30-day implied volatility of 47.1%. IV sits 46% of the way from its one-year low to its one-year high. Its IV percentile was 37: IV is higher than 37% of the past year's readings.
What is the expected move for FCX?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $10.02 (13.9%), a range of $61.94 to $81.98. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on FCX?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on FCX: Bull Call Spreads on High-Beta Names (55), Long Call Butterflies for Pinning (9), Married Put Protection (4), Iron Condor, 2-ATR Profit Zone (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is FCX option volume above average?
On Sep 28, 2026, FCX option volume was 0.7x its average, quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.