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The Gap, Inc. GAP

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Market dataready · fetched 2026-11-10T22:29:50.505Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:10:00.002115487Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-10T22:29:50.048283+00:00

Share price$21.97
1D-0.5%
AH$21.59$21.72$21.85$21.98$22.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGAP
Sold putSold callAH

The Gap, Inc. options

Live interpolated GAP call and put midpoint premiums by absolute delta.The Gap, Inc.$0.07$0.36$0.65$0.93$1.22$20.73$21.33$21.93$22.53$23.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GAP spot · $21.97GAP PRICE$0.10$0.14$0.17$0.22$0.27$0.32$0.37$0.44$0.52$0.60$0.67$0.75$0.82$0.12$0.16$0.20$0.25$0.30$0.36$0.42$0.49$0.57$0.65$0.75$0.94$1.14
PutsExpensive1.32×
CallsExpensive1.40×
SkewBearish+4.28 pp
Implied moveBearish±$0.78
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.8246.6%4.3%21.1649.9%4.2%
25Δ22.6546.2%3.7%21.3250.0%3.7%
30Δ22.4845.9%3.1%21.4850.0%3.1%
35Δ22.3646.3%2.8%21.6150.2%2.8%
40Δ22.2446.7%2.5%21.7450.4%2.4%
45Δ22.1247.0%2.1%21.8750.6%2.1%
50Δ22.0047.4%1.8%22.0050.7%1.8%
55Δ21.8747.8%1.6%22.1350.5%1.5%
60Δ21.7448.2%1.3%22.2650.3%1.3%
65Δ21.6248.7%1.1%22.3950.0%1.0%
70Δ21.4948.9%0.9%22.5450.4%0.8%
75Δ21.3845.8%0.7%22.7653.8%0.7%
80Δ21.2842.7%0.6%22.9957.1%0.5%

20Δ

Calls
Pseudo strike
22.82
IV
46.6%
B/E move
4.3%
Puts
Pseudo strike
21.16
IV
49.9%
B/E move
4.2%

25Δ

Calls
Pseudo strike
22.65
IV
46.2%
B/E move
3.7%
Puts
Pseudo strike
21.32
IV
50.0%
B/E move
3.7%

30Δ

Calls
Pseudo strike
22.48
IV
45.9%
B/E move
3.1%
Puts
Pseudo strike
21.48
IV
50.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
22.36
IV
46.3%
B/E move
2.8%
Puts
Pseudo strike
21.61
IV
50.2%
B/E move
2.8%

40Δ

Calls
Pseudo strike
22.24
IV
46.7%
B/E move
2.5%
Puts
Pseudo strike
21.74
IV
50.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
22.12
IV
47.0%
B/E move
2.1%
Puts
Pseudo strike
21.87
IV
50.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
22.00
IV
47.4%
B/E move
1.8%
Puts
Pseudo strike
22.00
IV
50.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
21.87
IV
47.8%
B/E move
1.6%
Puts
Pseudo strike
22.13
IV
50.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
21.74
IV
48.2%
B/E move
1.3%
Puts
Pseudo strike
22.26
IV
50.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
21.62
IV
48.7%
B/E move
1.1%
Puts
Pseudo strike
22.39
IV
50.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
21.49
IV
48.9%
B/E move
0.9%
Puts
Pseudo strike
22.54
IV
50.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
21.38
IV
45.8%
B/E move
0.7%
Puts
Pseudo strike
22.76
IV
53.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
21.28
IV
42.7%
B/E move
0.6%
Puts
Pseudo strike
22.99
IV
57.1%
B/E move
0.5%

Options history

IV · four-Friday blend55.87%
Daily close
GAP23.2%91.5%159.8%2026-08-13: 58.99%2026-08-14: 56.58%2026-08-17: 62.48%2026-08-18: 66.92%2026-08-19: 61.81%2026-08-20: 75.91%2026-08-21: 75.27%2026-08-24: 80.20%2026-08-25: 103.89%2026-08-26: 122.29%2026-08-27: 150.42%2026-08-28: 35.39%2026-08-31: 33.15%2026-09-01: 41.08%2026-09-02: 42.71%2026-09-04: 32.65%2026-09-08: 41.52%2026-09-09: 46.72%2026-09-10: 43.92%2026-09-11: 37.16%2026-09-14: 38.83%2026-09-15: 43.47%2026-09-16: 42.67%2026-09-17: 40.99%2026-09-18: 34.91%2026-09-21: 38.80%2026-09-22: 38.38%2026-09-23: 41.41%2026-09-24: 40.04%2026-09-25: 36.75%2026-09-28: 39.09%2026-09-29: 42.08%2026-09-30: 41.31%2026-10-01: 44.04%2026-10-02: 38.06%2026-10-05: 41.05%2026-10-06: 41.36%2026-10-07: 42.34%2026-10-08: 50.69%2026-10-09: 37.73%2026-10-12: 39.67%2026-10-13: 41.76%2026-10-14: 42.19%2026-10-15: 41.56%2026-10-16: 39.64%2026-10-19: 41.92%2026-10-20: 37.73%2026-10-21: 42.83%2026-10-22: 46.03%2026-10-23: 42.32%2026-10-26: 45.61%2026-10-27: 45.90%2026-10-28: 46.60%2026-10-29: 45.66%2026-10-30: 55.87%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
58.99%
56.58%
62.48%
66.92%
61.81%
75.91%
75.27%
80.20%
103.89%
122.29%
150.42%
35.39%
33.15%
41.08%
42.71%
32.65%
41.52%
46.72%
43.92%
37.16%
38.83%
43.47%
42.67%
40.99%
34.91%
38.80%
38.38%
41.41%
40.04%
36.75%
39.09%
42.08%
41.31%
44.04%
38.06%
41.05%
41.36%
42.34%
50.69%
37.73%
39.67%
41.76%
42.19%
41.56%
39.64%
41.92%
37.73%
42.83%
46.03%
42.32%
45.61%
45.90%
46.60%
45.66%
55.87%