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TKO Group Holdings, Inc. TKO

i

Market dataready · fetched 2026-11-07T02:40:57.255Z

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 2026-11-07T02:40:56.857241+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$5.59$10.24$14.89$19.54$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$4.64$5.65$6.65$7.34$8.02$8.70$10.11$11.58$2.31$2.86$3.17$3.91$4.98$6.05$6.87$7.67$8.85$10.61$12.66$15.43$18.20
PutsCheap0.77×
CallsCheap0.69×
SkewBearish+8.45 pp
Implied moveBearish±$12.52
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ204.1535.7%7.6%176.1652.8%9.0%
25Δ200.7334.1%6.1%180.1248.9%7.2%
30Δ198.6434.3%5.3%183.5242.9%5.6%
35Δ196.9235.1%4.7%186.0841.4%4.6%
40Δ195.2035.8%4.1%188.0043.3%4.2%
45Δ193.4637.2%3.7%189.9245.1%3.7%
50Δ191.7338.7%3.3%191.8743.5%3.1%
55Δ189.9940.2%3.0%193.8241.7%2.5%
60Δ188.3638.2%2.5%195.9441.1%2.0%
65Δ186.7436.2%2.0%198.3242.4%1.7%
70Δ185.1134.2%1.5%200.9743.6%1.4%
75Δ183.1633.9%1.2%204.3144.8%1.1%
80Δ181.1833.8%0.9%207.6545.9%0.8%

20Δ

Calls
Pseudo strike
204.15
IV
35.7%
B/E move
7.6%
Puts
Pseudo strike
176.16
IV
52.8%
B/E move
9.0%

25Δ

Calls
Pseudo strike
200.73
IV
34.1%
B/E move
6.1%
Puts
Pseudo strike
180.12
IV
48.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
198.64
IV
34.3%
B/E move
5.3%
Puts
Pseudo strike
183.52
IV
42.9%
B/E move
5.6%

35Δ

Calls
Pseudo strike
196.92
IV
35.1%
B/E move
4.7%
Puts
Pseudo strike
186.08
IV
41.4%
B/E move
4.6%

40Δ

Calls
Pseudo strike
195.20
IV
35.8%
B/E move
4.1%
Puts
Pseudo strike
188.00
IV
43.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
193.46
IV
37.2%
B/E move
3.7%
Puts
Pseudo strike
189.92
IV
45.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
191.73
IV
38.7%
B/E move
3.3%
Puts
Pseudo strike
191.87
IV
43.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
189.99
IV
40.2%
B/E move
3.0%
Puts
Pseudo strike
193.82
IV
41.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
188.36
IV
38.2%
B/E move
2.5%
Puts
Pseudo strike
195.94
IV
41.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
186.74
IV
36.2%
B/E move
2.0%
Puts
Pseudo strike
198.32
IV
42.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
185.11
IV
34.2%
B/E move
1.5%
Puts
Pseudo strike
200.97
IV
43.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
183.16
IV
33.9%
B/E move
1.2%
Puts
Pseudo strike
204.31
IV
44.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
181.18
IV
33.8%
B/E move
0.9%
Puts
Pseudo strike
207.65
IV
45.9%
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%