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YETI Holdings Inc YETI

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-10-15T20:05:53.755Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.855398816Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:00:12.033977+00:00

Share price$42.02
1D+3.1%
AH$40.33$40.85$41.37$41.89$42.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYETI
Sold putSold callAH

YETI Holdings Inc options

Live interpolated YETI call and put midpoint premiums by absolute delta.YETI Holdings Inc$0.15$0.84$1.52$2.21$2.89$38.40$40.07$41.74$43.40$45.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $42.02OPTION PRICELive YETI spot · $42.02YETI PRICE$0.23$0.24$0.26$0.27$0.45$0.64$0.82$1.00$1.18$1.36$1.54$1.72$1.90$0.39$0.43$0.48$0.52$0.56$0.61$0.65$0.70$0.74$0.88$1.48$2.09$2.70
PutsExpensive2.69×
CallsCheap0.70×
SkewBearish+58.91 pp
Implied moveBullish±$1.47
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.60133.6%9.1%36.43241.3%14.2%
25Δ44.57107.1%6.6%37.12220.4%12.7%
30Δ43.5480.5%4.2%37.80199.5%11.2%
35Δ42.5054.0%1.8%38.49178.6%9.6%
40Δ42.2656.9%1.7%39.18157.8%8.1%
45Δ42.0260.0%1.5%39.87136.9%6.6%
50Δ41.7863.0%1.4%40.55116.0%5.0%
55Δ41.5466.1%1.2%41.2495.1%3.5%
60Δ41.3069.2%1.1%41.9374.3%2.0%
65Δ41.0672.2%0.9%42.6059.8%0.7%
70Δ40.8275.3%0.8%43.2377.2%0.6%
75Δ40.5878.3%0.7%43.8694.6%0.6%
80Δ40.3381.4%0.5%44.48112.0%0.6%

20Δ

Calls
Pseudo strike
45.60
IV
133.6%
B/E move
9.1%
Puts
Pseudo strike
36.43
IV
241.3%
B/E move
14.2%

25Δ

Calls
Pseudo strike
44.57
IV
107.1%
B/E move
6.6%
Puts
Pseudo strike
37.12
IV
220.4%
B/E move
12.7%

30Δ

Calls
Pseudo strike
43.54
IV
80.5%
B/E move
4.2%
Puts
Pseudo strike
37.80
IV
199.5%
B/E move
11.2%

35Δ

Calls
Pseudo strike
42.50
IV
54.0%
B/E move
1.8%
Puts
Pseudo strike
38.49
IV
178.6%
B/E move
9.6%

40Δ

Calls
Pseudo strike
42.26
IV
56.9%
B/E move
1.7%
Puts
Pseudo strike
39.18
IV
157.8%
B/E move
8.1%

45Δ

Calls
Pseudo strike
42.02
IV
60.0%
B/E move
1.5%
Puts
Pseudo strike
39.87
IV
136.9%
B/E move
6.6%

50Δ

Calls
Pseudo strike
41.78
IV
63.0%
B/E move
1.4%
Puts
Pseudo strike
40.55
IV
116.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
41.54
IV
66.1%
B/E move
1.2%
Puts
Pseudo strike
41.24
IV
95.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
41.30
IV
69.2%
B/E move
1.1%
Puts
Pseudo strike
41.93
IV
74.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
41.06
IV
72.2%
B/E move
0.9%
Puts
Pseudo strike
42.60
IV
59.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
40.82
IV
75.3%
B/E move
0.8%
Puts
Pseudo strike
43.23
IV
77.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
40.58
IV
78.3%
B/E move
0.7%
Puts
Pseudo strike
43.86
IV
94.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
40.33
IV
81.4%
B/E move
0.5%
Puts
Pseudo strike
44.48
IV
112.0%
B/E move
0.6%