IntraAlpha
Create free account Start free

Abercrombie & Fitch Co. ANF

i

Market dataready · fetched 2026-11-12T13:06:51.230Z

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 · 2026-11-12T00:00:00.002474931Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-12T13:06:50.966474+00:00

Share price$151.92
1D-1.7%
AH$149$151$152$153$1555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANF
Sold putSold callAH

Abercrombie & Fitch Co. options

Live interpolated ANF call and put midpoint premiums by absolute delta.Abercrombie & Fitch Co.$0.53$2.16$3.80$5.43$7.06$142.83$146.20$149.57$152.94$156.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ANF spot · $151.92ANF PRICE$0.71$1.03$1.36$1.69$2.12$2.55$2.97$3.34$3.71$4.24$4.65$6.59$0.85$1.12$1.55$2.11$2.09$2.22$2.36$2.72$3.57$4.43$4.91$5.29$5.68
PutsExpensive2.28×
Calls——
Skew——
Implied moveBullish±$5.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.6480.7%4.2%146.0093.2%4.5%
25Δ156.7184.6%3.8%147.3890.1%3.7%
30Δ155.8488.5%3.5%148.0499.6%3.6%
35Δ154.9792.4%3.1%148.89108.6%3.4%
40Δ154.0394.3%2.8%150.2390.2%2.5%
45Δ153.0996.3%2.5%151.0781.9%2.0%
50Δ152.1696.2%2.1%151.9273.6%1.6%
55Δ151.2592.8%1.8%152.8170.3%1.2%
60Δ150.3489.3%1.4%153.8078.2%1.1%
65Δ149.4088.5%1.1%154.8086.0%1.0%
70Δ148.6284.7%0.9%155.5583.1%0.8%
75Δ156.2477.6%0.6%
80Δ146.1790.3%0.6%156.9272.0%0.4%

20Δ

Calls
Pseudo strike
157.64
IV
80.7%
B/E move
4.2%
Puts
Pseudo strike
146.00
IV
93.2%
B/E move
4.5%

25Δ

Calls
Pseudo strike
156.71
IV
84.6%
B/E move
3.8%
Puts
Pseudo strike
147.38
IV
90.1%
B/E move
3.7%

30Δ

Calls
Pseudo strike
155.84
IV
88.5%
B/E move
3.5%
Puts
Pseudo strike
148.04
IV
99.6%
B/E move
3.6%

35Δ

Calls
Pseudo strike
154.97
IV
92.4%
B/E move
3.1%
Puts
Pseudo strike
148.89
IV
108.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
154.03
IV
94.3%
B/E move
2.8%
Puts
Pseudo strike
150.23
IV
90.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
153.09
IV
96.3%
B/E move
2.5%
Puts
Pseudo strike
151.07
IV
81.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
152.16
IV
96.2%
B/E move
2.1%
Puts
Pseudo strike
151.92
IV
73.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
151.25
IV
92.8%
B/E move
1.8%
Puts
Pseudo strike
152.81
IV
70.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
150.34
IV
89.3%
B/E move
1.4%
Puts
Pseudo strike
153.80
IV
78.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
149.40
IV
88.5%
B/E move
1.1%
Puts
Pseudo strike
154.80
IV
86.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
148.62
IV
84.7%
B/E move
0.9%
Puts
Pseudo strike
155.55
IV
83.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
156.24
IV
77.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
146.17
IV
90.3%
B/E move
0.6%
Puts
Pseudo strike
156.92
IV
72.0%
B/E move
0.4%

Options history

IV · four-Friday blend56.23%
Daily close
ANF41.2%81.5%121.8%2026-08-14: 70.45%2026-08-17: 77.44%2026-08-18: 78.76%2026-08-19: 82.20%2026-08-20: 85.46%2026-08-21: 87.30%2026-08-24: 101.60%2026-08-25: 116.21%2026-08-26: 71.68%2026-08-27: 58.80%2026-08-28: 47.23%2026-08-31: 50.70%2026-09-01: 48.72%2026-09-02: 50.02%2026-09-03: 52.56%2026-09-04: 47.11%2026-09-08: 53.71%2026-09-09: 51.87%2026-09-10: 53.95%2026-09-11: 48.65%2026-09-14: 51.42%2026-09-15: 53.87%2026-09-16: 53.05%2026-09-17: 52.02%2026-09-18: 47.85%2026-09-21: 49.63%2026-09-22: 48.24%2026-09-23: 50.63%2026-09-24: 53.10%2026-09-25: 46.72%2026-09-28: 53.07%2026-09-29: 53.89%2026-09-30: 53.80%2026-10-01: 58.93%2026-10-02: 48.20%2026-10-05: 50.71%2026-10-06: 52.07%2026-10-07: 53.26%2026-10-08: 57.29%2026-10-09: 47.02%2026-10-12: 50.64%2026-10-13: 52.24%2026-10-14: 53.75%2026-10-15: 51.60%2026-10-16: 50.23%2026-10-19: 52.25%2026-10-20: 54.47%2026-10-21: 52.43%2026-10-22: 51.78%2026-10-23: 47.77%2026-10-26: 53.65%2026-10-27: 51.99%2026-10-28: 52.08%2026-10-29: 51.55%2026-10-30: 56.23%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
70.45%
77.44%
78.76%
82.20%
85.46%
87.30%
101.60%
116.21%
71.68%
58.80%
47.23%
50.70%
48.72%
50.02%
52.56%
47.11%
53.71%
51.87%
53.95%
48.65%
51.42%
53.87%
53.05%
52.02%
47.85%
49.63%
48.24%
50.63%
53.10%
46.72%
53.07%
53.89%
53.80%
58.93%
48.20%
50.71%
52.07%
53.26%
57.29%
47.02%
50.64%
52.24%
53.75%
51.60%
50.23%
52.25%
54.47%
52.43%
51.78%
47.77%
53.65%
51.99%
52.08%
51.55%
56.23%