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American Eagle Outfitters Inc AEO

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-15T20:35:25.591Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002690729Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:35:22.169066+00:00

Share price$18.05
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$0.00$0.99$1.98$2.97$3.96$16.87$17.37$17.88$18.38$18.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $18.05OPTION PRICELive AEO spot · $18.05AEO PRICE$0.14$0.11$0.12$0.15$0.17$0.19$0.21$0.24$0.29$0.34$0.39$0.44$0.50$0.11$0.13$0.15$0.17$0.18$0.20$0.27$0.34$0.41$0.49$0.56$1.51$3.67
PutsExpensive2.56×
CallsExpensive1.06×
SkewBearish+37.50 pp
Implied moveBearish±$0.48
TiltBearish42.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.63159.7%9.5%17.22108.1%5.2%
25Δ18.7288.4%4.3%17.5090.5%3.8%
30Δ18.4369.2%2.8%17.6283.4%3.2%
35Δ18.3466.4%2.4%17.7476.3%2.6%
40Δ18.2663.5%2.1%17.8669.3%2.1%
45Δ18.1760.7%1.7%17.9862.2%1.5%
50Δ18.0857.9%1.4%18.0864.2%1.3%
55Δ17.9955.2%1.0%18.1867.9%1.2%
60Δ17.9254.5%0.9%18.2871.6%1.0%
65Δ17.8453.9%0.8%18.3875.3%0.9%
70Δ17.7753.2%0.6%18.4778.9%0.8%
75Δ17.7052.5%0.5%19.33176.4%1.3%
80Δ17.6251.8%0.4%21.39350.2%1.8%

20Δ

Calls
Pseudo strike
19.63
IV
159.7%
B/E move
9.5%
Puts
Pseudo strike
17.22
IV
108.1%
B/E move
5.2%

25Δ

Calls
Pseudo strike
18.72
IV
88.4%
B/E move
4.3%
Puts
Pseudo strike
17.50
IV
90.5%
B/E move
3.8%

30Δ

Calls
Pseudo strike
18.43
IV
69.2%
B/E move
2.8%
Puts
Pseudo strike
17.62
IV
83.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
18.34
IV
66.4%
B/E move
2.4%
Puts
Pseudo strike
17.74
IV
76.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
18.26
IV
63.5%
B/E move
2.1%
Puts
Pseudo strike
17.86
IV
69.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
18.17
IV
60.7%
B/E move
1.7%
Puts
Pseudo strike
17.98
IV
62.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
18.08
IV
57.9%
B/E move
1.4%
Puts
Pseudo strike
18.08
IV
64.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
17.99
IV
55.2%
B/E move
1.0%
Puts
Pseudo strike
18.18
IV
67.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
17.92
IV
54.5%
B/E move
0.9%
Puts
Pseudo strike
18.28
IV
71.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
17.84
IV
53.9%
B/E move
0.8%
Puts
Pseudo strike
18.38
IV
75.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
17.77
IV
53.2%
B/E move
0.6%
Puts
Pseudo strike
18.47
IV
78.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
17.70
IV
52.5%
B/E move
0.5%
Puts
Pseudo strike
19.33
IV
176.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
17.62
IV
51.8%
B/E move
0.4%
Puts
Pseudo strike
21.39
IV
350.2%
B/E move
1.8%