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Abercrombie & Fitch Co. ANF

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Market datapartial · fetched 2026-10-23T09:06:37.696Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002784876Z

FundamentalsAlpha Vantage · unavailable

Share price$161.49
1D+1.2%
AH$158.66$159.61$160.57$161.53$162.495:30 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.$1.01$4.44$7.87$11.30$14.73$145.73$153.44$161.15$168.86$176.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANF spot · $161.49ANF PRICE$1.38$1.82$2.18$2.65$3.22$3.56$4.18$5.22$6.11$6.91$8.15$9.18$10.02$1.50$1.95$2.40$2.88$3.78$4.50$4.83$5.85$7.17$8.24$9.38$10.85$13.74
PutsExpensive1.23×
CallsFair1.01×
SkewBearish+2.94 pp
Implied moveBearish±$9.02
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ173.1156.3%8.0%151.5557.6%7.1%
25Δ170.9756.7%7.0%153.7656.2%6.0%
30Δ168.5253.4%5.7%155.7854.0%5.0%
35Δ166.6152.0%4.8%157.5852.3%4.2%
40Δ165.0752.7%4.2%159.0155.8%3.9%
45Δ163.4549.0%3.4%160.4656.7%3.4%
50Δ161.9148.3%2.9%161.9751.9%2.7%
55Δ160.5252.1%2.6%163.6253.0%2.3%
60Δ159.0653.1%2.3%165.3456.3%2.1%
65Δ157.5752.4%1.9%167.0256.0%1.7%
70Δ155.8453.5%1.5%168.7355.1%1.3%
75Δ154.2852.6%1.2%170.6955.1%1.0%
80Δ152.8949.6%0.9%173.9359.8%0.8%

20Δ

Calls
Pseudo strike
173.11
IV
56.3%
B/E move
8.0%
Puts
Pseudo strike
151.55
IV
57.6%
B/E move
7.1%

25Δ

Calls
Pseudo strike
170.97
IV
56.7%
B/E move
7.0%
Puts
Pseudo strike
153.76
IV
56.2%
B/E move
6.0%

30Δ

Calls
Pseudo strike
168.52
IV
53.4%
B/E move
5.7%
Puts
Pseudo strike
155.78
IV
54.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
166.61
IV
52.0%
B/E move
4.8%
Puts
Pseudo strike
157.58
IV
52.3%
B/E move
4.2%

40Δ

Calls
Pseudo strike
165.07
IV
52.7%
B/E move
4.2%
Puts
Pseudo strike
159.01
IV
55.8%
B/E move
3.9%

45Δ

Calls
Pseudo strike
163.45
IV
49.0%
B/E move
3.4%
Puts
Pseudo strike
160.46
IV
56.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
161.91
IV
48.3%
B/E move
2.9%
Puts
Pseudo strike
161.97
IV
51.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
160.52
IV
52.1%
B/E move
2.6%
Puts
Pseudo strike
163.62
IV
53.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
159.06
IV
53.1%
B/E move
2.3%
Puts
Pseudo strike
165.34
IV
56.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
157.57
IV
52.4%
B/E move
1.9%
Puts
Pseudo strike
167.02
IV
56.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
155.84
IV
53.5%
B/E move
1.5%
Puts
Pseudo strike
168.73
IV
55.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
154.28
IV
52.6%
B/E move
1.2%
Puts
Pseudo strike
170.69
IV
55.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
152.89
IV
49.6%
B/E move
0.9%
Puts
Pseudo strike
173.93
IV
59.8%
B/E move
0.8%

Options history

ANF41.1681.47121.772026-07-27: 53.13%2026-07-28: 54.42%2026-07-29: 61.65%2026-07-30: 58.70%2026-07-31: 56.03%2026-08-03: 58.09%2026-08-04: 67.67%2026-08-05: 61.61%2026-08-06: 66.23%2026-08-07: 65.08%2026-08-10: 68.64%2026-08-11: 70.62%2026-08-12: 71.47%2026-08-13: 74.21%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%Jul 27Oct 22
Table
DateIV
53.13%
54.42%
61.65%
58.70%
56.03%
58.09%
67.67%
61.61%
66.23%
65.08%
68.64%
70.62%
71.47%
74.21%
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%