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TKO Group Holdings, Inc. TKO

i

Market dataready · fetched 2026-11-07T21:12:29.972Z

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 · 2026-11-07T00:00:00.001896903Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T21:12:29.574117+00:00

Share price$191.00
1D+4.4%
AH$182$185$187$189$1925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTKO
Sold putSold callAH

TKO Group Holdings, Inc. options

Live interpolated TKO call and put midpoint premiums by absolute delta.TKO Group Holdings, Inc.$0.95$5.58$10.20$14.83$19.45$164.83$177.44$190.06$202.67$215.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TKO spot · $191.00TKO PRICE$1.45$1.84$2.42$3.05$3.68$4.65$5.66$6.66$7.35$8.03$8.72$10.15$11.62$2.31$2.86$3.16$3.90$4.97$6.04$6.86$7.66$8.82$10.57$12.60$15.36$18.12
PutsCheap0.78×
CallsCheap0.69×
SkewBearish+8.60 pp
Implied moveBearish±$12.52
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ204.1337.1%7.6%176.1554.8%9.0%
25Δ200.7135.4%6.0%180.1150.7%7.2%
30Δ198.6335.7%5.3%183.5044.5%5.6%
35Δ196.9136.4%4.7%186.0742.9%4.6%
40Δ195.1837.2%4.1%187.9844.8%4.2%
45Δ193.4438.7%3.7%189.9046.7%3.7%
50Δ191.7140.3%3.3%191.8545.1%3.1%
55Δ189.9741.8%2.9%193.8043.2%2.5%
60Δ188.3439.7%2.5%195.9142.6%2.0%
65Δ186.7137.6%2.0%198.2743.9%1.7%
70Δ185.0835.6%1.5%200.9045.1%1.4%
75Δ183.1135.3%1.2%204.2346.3%1.1%
80Δ181.1335.2%0.9%207.5547.4%0.8%

20Δ

Calls
Pseudo strike
204.13
IV
37.1%
B/E move
7.6%
Puts
Pseudo strike
176.15
IV
54.8%
B/E move
9.0%

25Δ

Calls
Pseudo strike
200.71
IV
35.4%
B/E move
6.0%
Puts
Pseudo strike
180.11
IV
50.7%
B/E move
7.2%

30Δ

Calls
Pseudo strike
198.63
IV
35.7%
B/E move
5.3%
Puts
Pseudo strike
183.50
IV
44.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
196.91
IV
36.4%
B/E move
4.7%
Puts
Pseudo strike
186.07
IV
42.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
195.18
IV
37.2%
B/E move
4.1%
Puts
Pseudo strike
187.98
IV
44.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
193.44
IV
38.7%
B/E move
3.7%
Puts
Pseudo strike
189.90
IV
46.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
191.71
IV
40.3%
B/E move
3.3%
Puts
Pseudo strike
191.85
IV
45.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
189.97
IV
41.8%
B/E move
2.9%
Puts
Pseudo strike
193.80
IV
43.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
188.34
IV
39.7%
B/E move
2.5%
Puts
Pseudo strike
195.91
IV
42.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
186.71
IV
37.6%
B/E move
2.0%
Puts
Pseudo strike
198.27
IV
43.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
185.08
IV
35.6%
B/E move
1.5%
Puts
Pseudo strike
200.90
IV
45.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
183.11
IV
35.3%
B/E move
1.2%
Puts
Pseudo strike
204.23
IV
46.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
181.13
IV
35.2%
B/E move
0.9%
Puts
Pseudo strike
207.55
IV
47.4%
B/E move
0.8%

Options history

IV · four-Friday blend36.78%
Daily close
TKO30.9%40.1%49.2%2026-08-10: 37.26%2026-08-11: 35.52%2026-08-12: 34.63%2026-08-13: 34.69%2026-08-14: 33.40%2026-08-17: 33.41%2026-08-18: 35.43%2026-08-21: 34.23%2026-08-24: 33.63%2026-08-25: 33.52%2026-08-26: 33.66%2026-08-27: 33.85%2026-08-28: 32.93%2026-08-31: 32.96%2026-09-01: 33.10%2026-09-02: 33.02%2026-09-03: 32.18%2026-09-04: 33.43%2026-09-08: 36.07%2026-09-09: 36.67%2026-09-10: 36.35%2026-09-11: 33.57%2026-09-14: 35.79%2026-09-15: 37.60%2026-09-16: 37.56%2026-09-17: 41.10%2026-09-18: 35.04%2026-09-21: 35.11%2026-09-22: 35.59%2026-09-23: 35.12%2026-09-24: 35.34%2026-09-25: 34.94%2026-09-28: 35.53%2026-09-29: 35.37%2026-09-30: 35.13%2026-10-01: 35.36%2026-10-02: 35.18%2026-10-05: 34.42%2026-10-06: 35.03%2026-10-07: 35.20%2026-10-08: 35.22%2026-10-09: 34.59%2026-10-12: 36.31%2026-10-13: 36.45%2026-10-14: 38.76%2026-10-15: 47.97%2026-10-16: 35.82%2026-10-19: 35.37%2026-10-20: 35.56%2026-10-21: 35.66%2026-10-22: 36.08%2026-10-23: 36.14%2026-10-26: 36.32%2026-10-27: 36.64%2026-10-28: 36.82%2026-10-29: 36.20%2026-10-30: 36.78%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
37.26%
35.52%
34.63%
34.69%
33.40%
33.41%
35.43%
34.23%
33.63%
33.52%
33.66%
33.85%
32.93%
32.96%
33.10%
33.02%
32.18%
33.43%
36.07%
36.67%
36.35%
33.57%
35.79%
37.60%
37.56%
41.10%
35.04%
35.11%
35.59%
35.12%
35.34%
34.94%
35.53%
35.37%
35.13%
35.36%
35.18%
34.42%
35.03%
35.20%
35.22%
34.59%
36.31%
36.45%
38.76%
47.97%
35.82%
35.37%
35.56%
35.66%
36.08%
36.14%
36.32%
36.64%
36.82%
36.20%
36.78%