IntraAlpha
Create free account Start free

The Gap, Inc. GAP

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-10-21T17:47:58.328Z

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 · 2026-10-21T17:47:52.640057585Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-21T17:47:57.603718+00:00

Share price$23.09
1D-1.0%
$23.01$23.09$23.18$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.$0.09$0.42$0.75$1.08$1.41$21.87$22.58$23.29$24.00$24.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GAP spot · $23.09GAP PRICE$0.38$0.32$0.16$0.19$0.23$0.27$0.32$0.36$0.59$0.83$1.07$1.32$0.98$0.24$0.13$0.16$0.20$0.23$0.27$0.33$0.39$0.45$0.51$0.60$0.90$1.20
PutsExpensive1.65×
CallsExpensive2.77×
SkewBullish-22.98 pp
Implied moveBalanced±$0.65
TiltBullish11.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.68206.8%17.2%21.32128.4%8.7%
25Δ25.06139.2%9.9%22.5547.9%2.9%
30Δ23.6352.1%3.0%22.6747.3%2.5%
35Δ23.4144.8%2.2%22.7846.7%2.2%
40Δ23.3145.2%1.9%22.9046.1%1.8%
45Δ23.2145.5%1.7%23.0145.6%1.5%
50Δ23.1145.9%1.5%23.1145.5%1.3%
55Δ23.0146.3%1.2%23.2145.5%1.2%
60Δ22.7858.4%1.2%23.3145.4%1.0%
65Δ22.5371.6%1.2%23.4245.4%0.8%
70Δ22.2884.8%1.1%23.5546.2%0.6%
75Δ22.0398.1%1.1%23.8752.1%0.5%
80Δ22.2260.2%0.5%24.1958.0%0.4%

20Δ

Calls
Pseudo strike
26.68
IV
206.8%
B/E move
17.2%
Puts
Pseudo strike
21.32
IV
128.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
25.06
IV
139.2%
B/E move
9.9%
Puts
Pseudo strike
22.55
IV
47.9%
B/E move
2.9%

30Δ

Calls
Pseudo strike
23.63
IV
52.1%
B/E move
3.0%
Puts
Pseudo strike
22.67
IV
47.3%
B/E move
2.5%

35Δ

Calls
Pseudo strike
23.41
IV
44.8%
B/E move
2.2%
Puts
Pseudo strike
22.78
IV
46.7%
B/E move
2.2%

40Δ

Calls
Pseudo strike
23.31
IV
45.2%
B/E move
1.9%
Puts
Pseudo strike
22.90
IV
46.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
23.21
IV
45.5%
B/E move
1.7%
Puts
Pseudo strike
23.01
IV
45.6%
B/E move
1.5%

50Δ

Calls
Pseudo strike
23.11
IV
45.9%
B/E move
1.5%
Puts
Pseudo strike
23.11
IV
45.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
23.01
IV
46.3%
B/E move
1.2%
Puts
Pseudo strike
23.21
IV
45.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
22.78
IV
58.4%
B/E move
1.2%
Puts
Pseudo strike
23.31
IV
45.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
22.53
IV
71.6%
B/E move
1.2%
Puts
Pseudo strike
23.42
IV
45.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
22.28
IV
84.8%
B/E move
1.1%
Puts
Pseudo strike
23.55
IV
46.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
22.03
IV
98.1%
B/E move
1.1%
Puts
Pseudo strike
23.87
IV
52.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
22.22
IV
60.2%
B/E move
0.5%
Puts
Pseudo strike
24.19
IV
58.0%
B/E move
0.4%

Options history

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