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American Eagle Outfitters Inc AEO

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-15T20:03:55.443Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:09.553408815Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:03:54.932903+00:00

Share price$17.95
1D+1.7%
AH$17.57$17.73$17.88$18.04$18.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEO
Sold putSold callAH

American Eagle Outfitters Inc options

Live interpolated AEO call and put midpoint premiums by absolute delta.American Eagle Outfitters Inc$0.08$0.36$0.65$0.94$1.22$17.02$17.50$17.98$18.45$18.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $17.95OPTION PRICELive AEO spot · $17.95AEO PRICE$0.13$0.11$0.14$0.16$0.19$0.22$0.27$0.33$0.40$0.47$0.54$0.69$0.98$0.11$0.12$0.14$0.15$0.17$0.18$0.19$0.25$0.43$0.61$0.78$0.96$1.14
PutsExpensive1.94×
CallsExpensive1.33×
SkewBullish-5.53 pp
Implied moveBullish±$0.46
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.41149.1%8.9%17.15104.1%5.1%
25Δ18.4879.4%3.6%17.4088.3%3.7%
30Δ18.3877.1%3.1%17.5678.3%3.0%
35Δ18.2774.8%2.7%17.6571.9%2.5%
40Δ18.1672.4%2.3%17.7465.5%2.1%
45Δ18.0670.1%1.8%17.8459.1%1.6%
50Δ17.9670.0%1.5%17.9352.7%1.2%
55Δ17.8672.5%1.3%18.0551.3%0.9%
60Δ17.7675.0%1.2%18.2364.7%0.8%
65Δ17.6677.5%1.0%18.4278.2%0.8%
70Δ17.5680.0%0.8%18.6091.6%0.7%
75Δ17.3990.1%0.7%18.79105.1%0.7%
80Δ17.09113.6%0.7%18.97118.5%0.6%

20Δ

Calls
Pseudo strike
19.41
IV
149.1%
B/E move
8.9%
Puts
Pseudo strike
17.15
IV
104.1%
B/E move
5.1%

25Δ

Calls
Pseudo strike
18.48
IV
79.4%
B/E move
3.6%
Puts
Pseudo strike
17.40
IV
88.3%
B/E move
3.7%

30Δ

Calls
Pseudo strike
18.38
IV
77.1%
B/E move
3.1%
Puts
Pseudo strike
17.56
IV
78.3%
B/E move
3.0%

35Δ

Calls
Pseudo strike
18.27
IV
74.8%
B/E move
2.7%
Puts
Pseudo strike
17.65
IV
71.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
18.16
IV
72.4%
B/E move
2.3%
Puts
Pseudo strike
17.74
IV
65.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
18.06
IV
70.1%
B/E move
1.8%
Puts
Pseudo strike
17.84
IV
59.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
17.96
IV
70.0%
B/E move
1.5%
Puts
Pseudo strike
17.93
IV
52.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
17.86
IV
72.5%
B/E move
1.3%
Puts
Pseudo strike
18.05
IV
51.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
17.76
IV
75.0%
B/E move
1.2%
Puts
Pseudo strike
18.23
IV
64.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
17.66
IV
77.5%
B/E move
1.0%
Puts
Pseudo strike
18.42
IV
78.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
17.56
IV
80.0%
B/E move
0.8%
Puts
Pseudo strike
18.60
IV
91.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
17.39
IV
90.1%
B/E move
0.7%
Puts
Pseudo strike
18.79
IV
105.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
17.09
IV
113.6%
B/E move
0.7%
Puts
Pseudo strike
18.97
IV
118.5%
B/E move
0.6%