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Abercrombie & Fitch Company ANF

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-16T01:00:48.745Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002924025Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T01:00:48.379005+00:00

Share price$151.99
1D+0.8%
AH$150$152$154$155$1575:30 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$0.34$1.62$2.91$4.19$5.47$144.68$147.89$151.11$154.33$157.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANF spot · $151.99ANF PRICE$0.48$0.63$0.91$1.19$1.47$1.74$2.05$2.36$2.68$3.00$3.38$3.86$5.10$0.79$0.74$0.88$1.06$1.26$1.45$1.65$1.87$2.26$2.66$3.05$3.45$5.01
PutsCheap0.66×
CallsExpensive1.06×
SkewBullish-4.18 pp
Implied moveBullish±$3.69
TiltBullish4.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ155.8255.6%2.8%146.5691.1%4.1%
25Δ154.9453.1%2.4%148.7867.8%2.6%
30Δ154.3856.0%2.2%149.6759.9%2.1%
35Δ153.8358.8%2.0%150.3355.4%1.8%
40Δ153.2761.7%1.8%150.8853.8%1.6%
45Δ152.7164.6%1.6%151.4452.2%1.3%
50Δ152.1165.0%1.4%152.0050.7%1.1%
55Δ151.4863.9%1.2%152.5649.3%0.9%
60Δ150.8462.8%1.0%153.1349.7%0.7%
65Δ150.2161.7%0.8%153.7050.1%0.6%
70Δ149.5760.6%0.6%154.2850.5%0.5%
75Δ148.8860.2%0.5%154.8550.9%0.4%
80Δ147.5269.0%0.4%156.5557.1%0.3%

20Δ

Calls
Pseudo strike
155.82
IV
55.6%
B/E move
2.8%
Puts
Pseudo strike
146.56
IV
91.1%
B/E move
4.1%

25Δ

Calls
Pseudo strike
154.94
IV
53.1%
B/E move
2.4%
Puts
Pseudo strike
148.78
IV
67.8%
B/E move
2.6%

30Δ

Calls
Pseudo strike
154.38
IV
56.0%
B/E move
2.2%
Puts
Pseudo strike
149.67
IV
59.9%
B/E move
2.1%

35Δ

Calls
Pseudo strike
153.83
IV
58.8%
B/E move
2.0%
Puts
Pseudo strike
150.33
IV
55.4%
B/E move
1.8%

40Δ

Calls
Pseudo strike
153.27
IV
61.7%
B/E move
1.8%
Puts
Pseudo strike
150.88
IV
53.8%
B/E move
1.6%

45Δ

Calls
Pseudo strike
152.71
IV
64.6%
B/E move
1.6%
Puts
Pseudo strike
151.44
IV
52.2%
B/E move
1.3%

50Δ

Calls
Pseudo strike
152.11
IV
65.0%
B/E move
1.4%
Puts
Pseudo strike
152.00
IV
50.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
151.48
IV
63.9%
B/E move
1.2%
Puts
Pseudo strike
152.56
IV
49.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
150.84
IV
62.8%
B/E move
1.0%
Puts
Pseudo strike
153.13
IV
49.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
150.21
IV
61.7%
B/E move
0.8%
Puts
Pseudo strike
153.70
IV
50.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
149.57
IV
60.6%
B/E move
0.6%
Puts
Pseudo strike
154.28
IV
50.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
148.88
IV
60.2%
B/E move
0.5%
Puts
Pseudo strike
154.85
IV
50.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
147.52
IV
69.0%
B/E move
0.4%
Puts
Pseudo strike
156.55
IV
57.1%
B/E move
0.3%