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The Gap, Inc. GAP

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-10-21T16:59:34.777Z

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

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:30.799770743Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T16:59:34.234046+00:00

Share price$23.06
1D-1.1%
$23.03$23.11$23.19$23.26$23.345:30 AM6:30 AM9:00 AM1:00 PMGAP
Sold putSold call

The Gap, Inc. options

Live interpolated GAP call and put midpoint premiums by absolute delta.The Gap, Inc.$0.01$1.09$2.17$3.25$4.33$21.65$22.45$23.25$24.06$24.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GAP spot · $23.06GAP PRICE$0.38$0.33$0.18$0.20$0.24$0.29$0.33$0.42$0.66$0.90$1.14$0.86$2.25$0.25$0.12$0.16$0.20$0.24$0.27$0.33$0.39$0.45$0.51$0.57$2.18$4.02
PutsExpensive1.83×
CallsExpensive2.76×
SkewBullish-22.08 pp
Implied moveBalanced±$0.66
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.65205.4%17.2%21.19135.3%9.2%
25Δ25.05139.9%10.1%22.5446.8%2.8%
30Δ23.7060.5%3.6%22.6546.5%2.5%
35Δ23.4148.5%2.4%22.7646.3%2.2%
40Δ23.3048.6%2.1%22.8746.1%1.9%
45Δ23.1948.7%1.8%22.9845.8%1.5%
50Δ23.0848.7%1.5%23.0845.7%1.3%
55Δ22.9451.9%1.3%23.1845.5%1.1%
60Δ22.7065.4%1.3%23.2845.4%1.0%
65Δ22.4578.8%1.3%23.3945.3%0.8%
70Δ22.2192.3%1.3%23.4945.1%0.6%
75Δ22.3662.1%0.7%25.1186.6%0.6%
80Δ21.11150.6%1.3%26.96134.0%0.5%

20Δ

Calls
Pseudo strike
26.65
IV
205.4%
B/E move
17.2%
Puts
Pseudo strike
21.19
IV
135.3%
B/E move
9.2%

25Δ

Calls
Pseudo strike
25.05
IV
139.9%
B/E move
10.1%
Puts
Pseudo strike
22.54
IV
46.8%
B/E move
2.8%

30Δ

Calls
Pseudo strike
23.70
IV
60.5%
B/E move
3.6%
Puts
Pseudo strike
22.65
IV
46.5%
B/E move
2.5%

35Δ

Calls
Pseudo strike
23.41
IV
48.5%
B/E move
2.4%
Puts
Pseudo strike
22.76
IV
46.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
23.30
IV
48.6%
B/E move
2.1%
Puts
Pseudo strike
22.87
IV
46.1%
B/E move
1.9%

45Δ

Calls
Pseudo strike
23.19
IV
48.7%
B/E move
1.8%
Puts
Pseudo strike
22.98
IV
45.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
23.08
IV
48.7%
B/E move
1.5%
Puts
Pseudo strike
23.08
IV
45.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
22.94
IV
51.9%
B/E move
1.3%
Puts
Pseudo strike
23.18
IV
45.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
22.70
IV
65.4%
B/E move
1.3%
Puts
Pseudo strike
23.28
IV
45.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
22.45
IV
78.8%
B/E move
1.3%
Puts
Pseudo strike
23.39
IV
45.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
22.21
IV
92.3%
B/E move
1.3%
Puts
Pseudo strike
23.49
IV
45.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
22.36
IV
62.1%
B/E move
0.7%
Puts
Pseudo strike
25.11
IV
86.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
21.11
IV
150.6%
B/E move
1.3%
Puts
Pseudo strike
26.96
IV
134.0%
B/E move
0.5%

Options history

GAP37.4839.8342.182026-10-19: 41.85%2026-10-20: 37.81%Oct 19Oct 20
Table
DateIV
41.85%
37.81%