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Abercrombie & Fitch Company ANF

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-10-22T04:43:43.650Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T23:00:00.002962936Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T04:36:15.217902+00:00

Share price$159.64
1D-0.0%
AH$159.20$159.90$160.61$161.31$162.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANF
Sold putSold callAH

Abercrombie & Fitch Company options

Live interpolated ANF call and put midpoint premiums by absolute delta.Abercrombie & Fitch Company$0.43$2.64$4.85$7.06$9.28$150.37$155.66$160.94$166.22$171.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANF spot · $159.64ANF PRICE$0.79$1.04$1.33$1.61$2.04$2.47$2.94$3.57$4.20$4.85$5.50$6.58$8.64$0.67$0.91$1.17$1.42$1.77$2.12$2.47$2.90$3.37$3.83$4.29$4.75$5.20
PutsExpensive1.45×
CallsExpensive2.52×
SkewBullish-24.31 pp
Implied moveBullish±$5.41
TiltBullish13.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ165.9984.8%4.5%154.8856.0%3.4%
25Δ164.7385.3%3.8%155.8059.8%3.0%
30Δ163.6484.6%3.3%156.6565.3%2.6%
35Δ162.5483.9%2.8%157.5070.9%2.2%
40Δ161.6485.9%2.5%158.2671.2%2.0%
45Δ160.7488.0%2.2%159.0171.5%1.7%
50Δ159.8290.2%2.0%159.7771.8%1.5%
55Δ158.8293.1%1.7%160.5471.7%1.3%
60Δ157.8196.0%1.5%161.3271.5%1.1%
65Δ156.7895.9%1.2%162.1071.2%0.9%
70Δ155.7394.6%1.0%162.8469.4%0.7%
75Δ154.3398.7%0.8%163.5365.9%0.5%
80Δ152.11113.4%0.7%164.2362.4%0.4%

20Δ

Calls
Pseudo strike
165.99
IV
84.8%
B/E move
4.5%
Puts
Pseudo strike
154.88
IV
56.0%
B/E move
3.4%

25Δ

Calls
Pseudo strike
164.73
IV
85.3%
B/E move
3.8%
Puts
Pseudo strike
155.80
IV
59.8%
B/E move
3.0%

30Δ

Calls
Pseudo strike
163.64
IV
84.6%
B/E move
3.3%
Puts
Pseudo strike
156.65
IV
65.3%
B/E move
2.6%

35Δ

Calls
Pseudo strike
162.54
IV
83.9%
B/E move
2.8%
Puts
Pseudo strike
157.50
IV
70.9%
B/E move
2.2%

40Δ

Calls
Pseudo strike
161.64
IV
85.9%
B/E move
2.5%
Puts
Pseudo strike
158.26
IV
71.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
160.74
IV
88.0%
B/E move
2.2%
Puts
Pseudo strike
159.01
IV
71.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
159.82
IV
90.2%
B/E move
2.0%
Puts
Pseudo strike
159.77
IV
71.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
158.82
IV
93.1%
B/E move
1.7%
Puts
Pseudo strike
160.54
IV
71.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
157.81
IV
96.0%
B/E move
1.5%
Puts
Pseudo strike
161.32
IV
71.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
156.78
IV
95.9%
B/E move
1.2%
Puts
Pseudo strike
162.10
IV
71.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
155.73
IV
94.6%
B/E move
1.0%
Puts
Pseudo strike
162.84
IV
69.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
154.33
IV
98.7%
B/E move
0.8%
Puts
Pseudo strike
163.53
IV
65.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
152.11
IV
113.4%
B/E move
0.7%
Puts
Pseudo strike
164.23
IV
62.4%
B/E move
0.4%

Options history

ANF41.1681.47121.772026-07-24: 48.48%2026-07-27: 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%Jul 24Oct 21
Table
DateIV
48.48%
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%