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YETI Holdings Inc YETI

CONSUMER CYCLICAL · LEISURE
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Market dataready · fetched 2026-10-20T06:08:05.163Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.003635619Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:04.719894+00:00

Share price$42.12
1D-1.6%
AH$42.03$42.36$42.68$43.00$43.335:30 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$0.50$2.08$3.66$5.24$6.82$34.42$38.43$42.43$46.44$50.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YETI spot · $42.12YETI PRICE$0.67$0.88$1.12$1.36$1.68$2.02$2.36$2.83$3.36$3.89$4.65$5.48$6.36$0.79$1.08$1.38$1.68$2.00$2.32$2.67$3.15$3.62$4.09$4.62$5.14$5.67
PutsExpensive1.37×
CallsExpensive1.34×
SkewBullish-5.04 pp
Implied moveBearish±$5.04
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.6852.1%17.2%37.5453.1%12.7%
25Δ47.3551.8%14.5%38.4653.3%11.3%
30Δ46.3151.3%12.6%39.3953.4%9.8%
35Δ45.2750.9%10.7%40.2753.0%8.4%
40Δ44.3951.3%9.4%41.0951.7%7.2%
45Δ43.5851.9%8.3%41.9050.4%6.0%
50Δ42.7652.6%7.1%42.7149.4%5.0%
55Δ41.9153.9%6.2%43.4949.1%4.2%
60Δ41.0455.4%5.4%44.2848.7%3.5%
65Δ40.1857.0%4.6%45.0648.3%2.7%
70Δ39.1159.1%3.9%45.8346.6%2.1%
75Δ38.0161.4%3.2%46.6144.9%1.6%
80Δ36.8262.1%2.5%47.3843.2%1.0%

20Δ

Calls
Pseudo strike
48.68
IV
52.1%
B/E move
17.2%
Puts
Pseudo strike
37.54
IV
53.1%
B/E move
12.7%

25Δ

Calls
Pseudo strike
47.35
IV
51.8%
B/E move
14.5%
Puts
Pseudo strike
38.46
IV
53.3%
B/E move
11.3%

30Δ

Calls
Pseudo strike
46.31
IV
51.3%
B/E move
12.6%
Puts
Pseudo strike
39.39
IV
53.4%
B/E move
9.8%

35Δ

Calls
Pseudo strike
45.27
IV
50.9%
B/E move
10.7%
Puts
Pseudo strike
40.27
IV
53.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
44.39
IV
51.3%
B/E move
9.4%
Puts
Pseudo strike
41.09
IV
51.7%
B/E move
7.2%

45Δ

Calls
Pseudo strike
43.58
IV
51.9%
B/E move
8.3%
Puts
Pseudo strike
41.90
IV
50.4%
B/E move
6.0%

50Δ

Calls
Pseudo strike
42.76
IV
52.6%
B/E move
7.1%
Puts
Pseudo strike
42.71
IV
49.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
41.91
IV
53.9%
B/E move
6.2%
Puts
Pseudo strike
43.49
IV
49.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
41.04
IV
55.4%
B/E move
5.4%
Puts
Pseudo strike
44.28
IV
48.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
40.18
IV
57.0%
B/E move
4.6%
Puts
Pseudo strike
45.06
IV
48.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
39.11
IV
59.1%
B/E move
3.9%
Puts
Pseudo strike
45.83
IV
46.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
38.01
IV
61.4%
B/E move
3.2%
Puts
Pseudo strike
46.61
IV
44.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
36.82
IV
62.1%
B/E move
2.5%
Puts
Pseudo strike
47.38
IV
43.2%
B/E move
1.0%

Options history

YETI50.1750.2250.272026-10-19T19:59:16.789000+00:00: 50.22%Oct 19Oct 19
Table
ObservationIVSkewImplied move
50.22%1.48 pp11.97%