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American Eagle Outfitters Inc AEO

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-16T00:17:31.242Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.000942381Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:30.075192+00:00

Share price$18.05
1D+2.2%
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$0.17$1.23$2.29$3.35$4.41$13.31$15.40$17.49$19.58$21.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEO spot · $18.05AEO PRICE$0.28$0.36$0.49$0.64$0.79$0.91$1.01$1.11$1.30$1.48$1.66$1.85$2.03$0.37$0.46$0.55$0.66$0.78$0.90$1.11$1.33$1.56$1.89$2.23$2.97$4.11
PutsFair1.03×
CallsCheap0.94×
SkewBearish+1.62 pp
Implied moveBearish±$2.12
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.8448.1%17.0%15.9553.5%13.7%
25Δ20.1845.5%13.8%16.4450.6%11.4%
30Δ19.7746.8%12.2%16.9546.8%9.1%
35Δ19.4549.6%11.3%17.3045.3%7.8%
40Δ19.1452.4%10.4%17.6444.1%6.6%
45Δ18.7751.9%9.0%17.9842.9%5.4%
50Δ18.3848.9%7.4%18.3143.8%4.7%
55Δ17.9846.1%5.8%18.6544.9%4.0%
60Δ17.6546.0%4.9%18.9946.0%3.4%
65Δ17.3145.8%4.1%19.4347.3%2.8%
70Δ16.9845.5%3.3%19.8748.5%2.3%
75Δ16.6943.2%2.7%20.6854.7%1.9%
80Δ16.3940.9%2.0%21.8763.5%1.6%

20Δ

Calls
Pseudo strike
20.84
IV
48.1%
B/E move
17.0%
Puts
Pseudo strike
15.95
IV
53.5%
B/E move
13.7%

25Δ

Calls
Pseudo strike
20.18
IV
45.5%
B/E move
13.8%
Puts
Pseudo strike
16.44
IV
50.6%
B/E move
11.4%

30Δ

Calls
Pseudo strike
19.77
IV
46.8%
B/E move
12.2%
Puts
Pseudo strike
16.95
IV
46.8%
B/E move
9.1%

35Δ

Calls
Pseudo strike
19.45
IV
49.6%
B/E move
11.3%
Puts
Pseudo strike
17.30
IV
45.3%
B/E move
7.8%

40Δ

Calls
Pseudo strike
19.14
IV
52.4%
B/E move
10.4%
Puts
Pseudo strike
17.64
IV
44.1%
B/E move
6.6%

45Δ

Calls
Pseudo strike
18.77
IV
51.9%
B/E move
9.0%
Puts
Pseudo strike
17.98
IV
42.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
18.38
IV
48.9%
B/E move
7.4%
Puts
Pseudo strike
18.31
IV
43.8%
B/E move
4.7%

55Δ

Calls
Pseudo strike
17.98
IV
46.1%
B/E move
5.8%
Puts
Pseudo strike
18.65
IV
44.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
17.65
IV
46.0%
B/E move
4.9%
Puts
Pseudo strike
18.99
IV
46.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
17.31
IV
45.8%
B/E move
4.1%
Puts
Pseudo strike
19.43
IV
47.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
16.98
IV
45.5%
B/E move
3.3%
Puts
Pseudo strike
19.87
IV
48.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
16.69
IV
43.2%
B/E move
2.7%
Puts
Pseudo strike
20.68
IV
54.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
16.39
IV
40.9%
B/E move
2.0%
Puts
Pseudo strike
21.87
IV
63.5%
B/E move
1.6%