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TKO Group Holdings, Inc. TKO

i

Market dataready · fetched 2026-11-06T20:55:56.269Z

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 · 2026-11-06T20:55:53.20666489Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:55:55.641034+00:00

Share price$189.69
1D+3.6%
$182$185$187$189$1915:30 AM6:30 AM9:00 AM1:00 PMTKO
Sold putSold call

TKO Group Holdings, Inc. options

Live interpolated TKO call and put midpoint premiums by absolute delta.TKO Group Holdings, Inc.$1.08$5.20$9.32$13.44$17.56$163.67$176.20$188.73$201.26$213.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TKO spot · $189.69TKO PRICE$1.53$1.96$2.61$3.26$3.92$4.59$5.27$6.24$7.33$8.41$10.11$11.83$13.94$2.22$2.73$3.06$3.42$4.41$5.41$6.35$7.15$7.95$9.19$10.96$13.13$16.37
PutsCheap0.72×
CallsCheap0.74×
SkewBearish+2.39 pp
Implied moveBearish±$11.61
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ203.4537.9%8.1%175.4751.0%8.7%
25Δ199.8936.6%6.4%179.1747.2%7.0%
30Δ198.0137.4%5.8%182.3442.0%5.5%
35Δ196.1238.3%5.1%185.2137.3%4.2%
40Δ194.2538.5%4.5%186.9938.7%3.8%
45Δ192.3837.8%3.8%188.7740.1%3.3%
50Δ190.5137.1%3.2%190.5340.6%2.9%
55Δ188.6837.3%2.8%192.2839.1%2.4%
60Δ186.8737.9%2.4%194.0337.7%1.9%
65Δ185.0638.4%2.0%196.0237.3%1.5%
70Δ182.7939.7%1.7%198.3238.4%1.2%
75Δ180.4940.9%1.4%201.0039.6%1.0%
80Δ177.8241.5%1.1%204.7141.2%0.7%

20Δ

Calls
Pseudo strike
203.45
IV
37.9%
B/E move
8.1%
Puts
Pseudo strike
175.47
IV
51.0%
B/E move
8.7%

25Δ

Calls
Pseudo strike
199.89
IV
36.6%
B/E move
6.4%
Puts
Pseudo strike
179.17
IV
47.2%
B/E move
7.0%

30Δ

Calls
Pseudo strike
198.01
IV
37.4%
B/E move
5.8%
Puts
Pseudo strike
182.34
IV
42.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
196.12
IV
38.3%
B/E move
5.1%
Puts
Pseudo strike
185.21
IV
37.3%
B/E move
4.2%

40Δ

Calls
Pseudo strike
194.25
IV
38.5%
B/E move
4.5%
Puts
Pseudo strike
186.99
IV
38.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
192.38
IV
37.8%
B/E move
3.8%
Puts
Pseudo strike
188.77
IV
40.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
190.51
IV
37.1%
B/E move
3.2%
Puts
Pseudo strike
190.53
IV
40.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
188.68
IV
37.3%
B/E move
2.8%
Puts
Pseudo strike
192.28
IV
39.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
186.87
IV
37.9%
B/E move
2.4%
Puts
Pseudo strike
194.03
IV
37.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
185.06
IV
38.4%
B/E move
2.0%
Puts
Pseudo strike
196.02
IV
37.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
182.79
IV
39.7%
B/E move
1.7%
Puts
Pseudo strike
198.32
IV
38.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
180.49
IV
40.9%
B/E move
1.4%
Puts
Pseudo strike
201.00
IV
39.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
177.82
IV
41.5%
B/E move
1.1%
Puts
Pseudo strike
204.71
IV
41.2%
B/E move
0.7%

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%