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American Eagle Outfitters AEO

i

Market dataready · fetched 2026-11-07T06:34:04.928Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.003263473Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-07T06:34:04.396292+00:00

Share price$19.92
1D-1.6%
AH$19.80$20.00$20.20$20.40$20.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEO
Sold putSold callAH

American Eagle Outfitters options

Live interpolated AEO call and put midpoint premiums by absolute delta.American Eagle Outfitters$0.17$0.49$0.80$1.12$1.43$18.03$19.04$20.04$21.05$22.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AEO spot · $19.92AEO PRICE$0.25$0.29$0.37$0.44$0.52$0.60$0.69$0.78$0.97$1.15$1.34$0.21$0.28$0.34$0.42$0.51$0.59$0.65$0.71$0.76$0.91$1.21$1.33
Puts——
Calls——
Skew——
Implied moveBearish±$1.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ19.1051.5%5.2%
30Δ20.7252.8%5.3%19.2852.8%4.6%
35Δ20.4850.5%4.3%19.4554.2%4.1%
40Δ20.3151.4%3.8%19.6354.8%3.6%
45Δ20.1552.4%3.4%19.8155.1%3.1%
50Δ19.9853.1%2.9%19.9855.4%2.7%
55Δ19.8152.4%2.5%20.1352.5%2.2%
60Δ19.6551.7%2.1%20.2749.3%1.8%
65Δ19.4751.6%1.7%20.4246.1%1.3%
70Δ19.2454.8%1.4%20.6347.0%1.0%
75Δ19.0158.0%1.2%20.9453.9%0.9%
80Δ18.7657.7%0.9%21.1151.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.10
IV
51.5%
B/E move
5.2%

30Δ

Calls
Pseudo strike
20.72
IV
52.8%
B/E move
5.3%
Puts
Pseudo strike
19.28
IV
52.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
20.48
IV
50.5%
B/E move
4.3%
Puts
Pseudo strike
19.45
IV
54.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
20.31
IV
51.4%
B/E move
3.8%
Puts
Pseudo strike
19.63
IV
54.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
20.15
IV
52.4%
B/E move
3.4%
Puts
Pseudo strike
19.81
IV
55.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
19.98
IV
53.1%
B/E move
2.9%
Puts
Pseudo strike
19.98
IV
55.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
19.81
IV
52.4%
B/E move
2.5%
Puts
Pseudo strike
20.13
IV
52.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
19.65
IV
51.7%
B/E move
2.1%
Puts
Pseudo strike
20.27
IV
49.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
19.47
IV
51.6%
B/E move
1.7%
Puts
Pseudo strike
20.42
IV
46.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
19.24
IV
54.8%
B/E move
1.4%
Puts
Pseudo strike
20.63
IV
47.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
19.01
IV
58.0%
B/E move
1.2%
Puts
Pseudo strike
20.94
IV
53.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
18.76
IV
57.7%
B/E move
0.9%
Puts
Pseudo strike
21.11
IV
51.1%
B/E move
0.7%

Options history

IV · four-Friday blend51.73%
Daily close
AEO34.7%88.8%142.9%2026-08-10: 60.10%2026-08-11: 70.96%2026-08-12: 70.84%2026-08-13: 62.49%2026-08-14: 62.59%2026-08-17: 61.28%2026-08-18: 64.57%2026-08-19: 65.48%2026-08-20: 69.07%2026-08-21: 77.71%2026-08-24: 82.78%2026-08-25: 82.84%2026-08-26: 74.46%2026-08-27: 78.88%2026-08-28: 76.96%2026-08-31: 83.67%2026-09-01: 85.68%2026-09-02: 89.31%2026-09-03: 101.86%2026-09-04: 102.91%2026-09-08: 114.15%2026-09-09: 135.48%2026-09-10: 56.52%2026-09-11: 43.97%2026-09-14: 50.20%2026-09-15: 46.06%2026-09-16: 46.19%2026-09-17: 43.36%2026-09-18: 46.55%2026-09-21: 46.14%2026-09-22: 45.48%2026-09-23: 42.20%2026-09-24: 107.71%2026-09-25: 44.06%2026-09-28: 48.80%2026-09-29: 51.70%2026-09-30: 51.31%2026-10-01: 50.59%2026-10-02: 44.02%2026-10-05: 47.28%2026-10-06: 47.56%2026-10-07: 48.03%2026-10-08: 48.31%2026-10-09: 43.89%2026-10-12: 48.69%2026-10-13: 48.46%2026-10-14: 51.05%2026-10-15: 48.42%2026-10-16: 43.54%2026-10-19: 47.51%2026-10-20: 46.32%2026-10-21: 46.40%2026-10-22: 51.95%2026-10-23: 47.13%2026-10-26: 49.80%2026-10-27: 50.31%2026-10-28: 52.01%2026-10-29: 84.28%2026-10-30: 51.73%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
60.10%
70.96%
70.84%
62.49%
62.59%
61.28%
64.57%
65.48%
69.07%
77.71%
82.78%
82.84%
74.46%
78.88%
76.96%
83.67%
85.68%
89.31%
101.86%
102.91%
114.15%
135.48%
56.52%
43.97%
50.20%
46.06%
46.19%
43.36%
46.55%
46.14%
45.48%
42.20%
107.71%
44.06%
48.80%
51.70%
51.31%
50.59%
44.02%
47.28%
47.56%
48.03%
48.31%
43.89%
48.69%
48.46%
51.05%
48.42%
43.54%
47.51%
46.32%
46.40%
51.95%
47.13%
49.80%
50.31%
52.01%
84.28%
51.73%