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Ralph Lauren Corporation RL

i

Market dataready · fetched 2026-11-12T00:50:20.540Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T00:00:00.001432226Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T00:50:20.129824+00:00

Share price$394.05
1D-1.1%
AH$393$395$396$398$3995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRL
Sold putSold callAH

Ralph Lauren Corporation options

Live interpolated RL call and put midpoint premiums by absolute delta.Ralph Lauren Corporation$1.75$7.16$12.57$17.99$23.40$344.24$368.34$392.43$416.52$440.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RL spot · $394.05RL PRICE$2.34$3.09$4.00$4.92$5.83$7.09$8.40$9.72$11.15$13.36$15.57$17.78$21.84$2.60$3.32$4.04$4.77$5.52$6.71$7.90$9.09$10.28$12.09$14.05$16.00$18.26
PutsCheap0.47×
CallsCheap0.57×
SkewBullish-3.62 pp
Implied moveBullish±$16.30
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ413.1933.4%5.5%375.9636.6%5.3%
25Δ409.6234.2%4.7%380.5335.0%4.3%
30Δ406.5534.1%4.2%383.7533.4%3.6%
35Δ403.4834.1%3.6%386.9631.9%3.0%
40Δ400.4134.0%3.1%390.1330.4%2.4%
45Δ397.6734.1%2.7%392.4930.2%2.1%
50Δ394.9934.2%2.4%394.8530.1%1.8%
55Δ392.3234.3%2.0%397.2029.9%1.5%
60Δ389.5734.5%1.7%399.5629.7%1.2%
65Δ386.4135.2%1.5%402.2329.7%1.0%
70Δ383.2535.8%1.2%404.9629.6%0.8%
75Δ380.0936.5%1.0%407.7029.5%0.6%
80Δ375.2838.0%0.8%410.7029.5%0.4%

20Δ

Calls
Pseudo strike
413.19
IV
33.4%
B/E move
5.5%
Puts
Pseudo strike
375.96
IV
36.6%
B/E move
5.3%

25Δ

Calls
Pseudo strike
409.62
IV
34.2%
B/E move
4.7%
Puts
Pseudo strike
380.53
IV
35.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
406.55
IV
34.1%
B/E move
4.2%
Puts
Pseudo strike
383.75
IV
33.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
403.48
IV
34.1%
B/E move
3.6%
Puts
Pseudo strike
386.96
IV
31.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
400.41
IV
34.0%
B/E move
3.1%
Puts
Pseudo strike
390.13
IV
30.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
397.67
IV
34.1%
B/E move
2.7%
Puts
Pseudo strike
392.49
IV
30.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
394.99
IV
34.2%
B/E move
2.4%
Puts
Pseudo strike
394.85
IV
30.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
392.32
IV
34.3%
B/E move
2.0%
Puts
Pseudo strike
397.20
IV
29.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
389.57
IV
34.5%
B/E move
1.7%
Puts
Pseudo strike
399.56
IV
29.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
386.41
IV
35.2%
B/E move
1.5%
Puts
Pseudo strike
402.23
IV
29.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
383.25
IV
35.8%
B/E move
1.2%
Puts
Pseudo strike
404.96
IV
29.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
380.09
IV
36.5%
B/E move
1.0%
Puts
Pseudo strike
407.70
IV
29.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
375.28
IV
38.0%
B/E move
0.8%
Puts
Pseudo strike
410.70
IV
29.5%
B/E move
0.4%

Options history

IV · four-Friday blend39.38%
Daily EOD
RL36.9%38.2%39.6%2026-10-19: 37.06%2026-10-20: 37.21%2026-10-21: 37.54%2026-10-22: 38.13%2026-10-23: 38.56%2026-10-26: 39.02%2026-10-27: 38.86%2026-10-28: 38.50%2026-10-29: 38.52%2026-10-30: 39.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.06%
37.21%
37.54%
38.13%
38.56%
39.02%
38.86%
38.50%
38.52%
39.38%