Share price$151.99
1D+0.8%
Sold putSold callAH
Abercrombie & Fitch Company ANF
CONSUMER CYCLICAL · APPAREL RETAILi
Market dataready · fetched 2026-10-16T00:18:24.764Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002924025Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:13:36.923888+00:00
Abercrombie & Fitch Company options
PutsFair0.98×
CallsCheap0.92×
SkewBearish+1.21 pp
Implied moveBearish±$19.16
TiltBearish11.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 174.33 | 46.3% | 16.2% | 135.06 | 51.0% | 13.1% |
| 25Δ | 170.94 | 48.1% | 14.6% | 138.68 | 50.9% | 11.4% |
| 30Δ | 166.94 | 47.5% | 12.5% | 142.09 | 50.7% | 9.8% |
| 35Δ | 163.54 | 48.1% | 10.9% | 145.36 | 50.2% | 8.4% |
| 40Δ | 160.84 | 50.6% | 10.0% | 148.44 | 48.8% | 7.1% |
| 45Δ | 157.67 | 50.2% | 8.6% | 151.50 | 48.9% | 6.1% |
| 50Δ | 154.39 | 48.9% | 7.2% | 154.53 | 50.3% | 5.3% |
| 55Δ | 151.44 | 49.2% | 6.2% | 157.67 | 50.6% | 4.5% |
| 60Δ | 148.46 | 49.4% | 5.3% | 160.85 | 50.5% | 3.7% |
| 65Δ | 145.45 | 49.5% | 4.4% | 164.05 | 49.7% | 3.0% |
| 70Δ | 142.18 | 50.1% | 3.6% | 168.18 | 51.0% | 2.4% |
| 75Δ | 138.65 | 51.0% | 3.0% | 172.68 | 51.9% | 1.8% |
| 80Δ | 134.66 | 52.3% | 2.3% | 177.75 | 52.4% | 1.3% |
20Δ
- Pseudo strike
- 174.33
- IV
- 46.3%
- B/E move
- 16.2%
- Pseudo strike
- 135.06
- IV
- 51.0%
- B/E move
- 13.1%
25Δ
- Pseudo strike
- 170.94
- IV
- 48.1%
- B/E move
- 14.6%
- Pseudo strike
- 138.68
- IV
- 50.9%
- B/E move
- 11.4%
30Δ
- Pseudo strike
- 166.94
- IV
- 47.5%
- B/E move
- 12.5%
- Pseudo strike
- 142.09
- IV
- 50.7%
- B/E move
- 9.8%
35Δ
- Pseudo strike
- 163.54
- IV
- 48.1%
- B/E move
- 10.9%
- Pseudo strike
- 145.36
- IV
- 50.2%
- B/E move
- 8.4%
40Δ
- Pseudo strike
- 160.84
- IV
- 50.6%
- B/E move
- 10.0%
- Pseudo strike
- 148.44
- IV
- 48.8%
- B/E move
- 7.1%
45Δ
- Pseudo strike
- 157.67
- IV
- 50.2%
- B/E move
- 8.6%
- Pseudo strike
- 151.50
- IV
- 48.9%
- B/E move
- 6.1%
50Δ
- Pseudo strike
- 154.39
- IV
- 48.9%
- B/E move
- 7.2%
- Pseudo strike
- 154.53
- IV
- 50.3%
- B/E move
- 5.3%
55Δ
- Pseudo strike
- 151.44
- IV
- 49.2%
- B/E move
- 6.2%
- Pseudo strike
- 157.67
- IV
- 50.6%
- B/E move
- 4.5%
60Δ
- Pseudo strike
- 148.46
- IV
- 49.4%
- B/E move
- 5.3%
- Pseudo strike
- 160.85
- IV
- 50.5%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- 145.45
- IV
- 49.5%
- B/E move
- 4.4%
- Pseudo strike
- 164.05
- IV
- 49.7%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 142.18
- IV
- 50.1%
- B/E move
- 3.6%
- Pseudo strike
- 168.18
- IV
- 51.0%
- B/E move
- 2.4%
75Δ
- Pseudo strike
- 138.65
- IV
- 51.0%
- B/E move
- 3.0%
- Pseudo strike
- 172.68
- IV
- 51.9%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 134.66
- IV
- 52.3%
- B/E move
- 2.3%
- Pseudo strike
- 177.75
- IV
- 52.4%
- B/E move
- 1.3%