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Yum! Brands, Inc. YUM

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Market datapartial · fetched 2026-10-22T18:28:39.852Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:28:32.303050409Z

FundamentalsAlpha Vantage · unavailable

Share price$153.08
1D+0.8%
$150.68$151.41$152.14$152.88$153.615:30 AM6:30 AM9:00 AM1:00 PMYUM
Sold putSold call

Yum! Brands, Inc. options

Live interpolated YUM call and put midpoint premiums by absolute delta.Yum! Brands, Inc.$0.84$4.78$8.71$12.64$16.58$131.38$140.76$150.15$159.53$168.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YUM spot · $153.08YUM PRICE$1.27$1.71$2.15$2.71$3.30$3.89$4.66$5.54$6.41$7.46$8.75$10.04$11.84$1.53$2.00$2.54$3.08$3.72$4.44$5.15$6.12$7.52$8.92$10.74$12.72$15.44
PutsExpensive1.47×
CallsExpensive1.24×
SkewBearish+1.82 pp
Implied moveBearish±$9.81
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ164.2526.9%8.1%143.2230.3%7.4%
25Δ162.2927.0%7.1%145.5929.6%6.2%
30Δ160.3427.1%6.1%147.4229.2%5.4%
35Δ158.7027.3%5.4%149.2528.8%4.5%
40Δ157.1327.4%4.8%150.9228.5%3.8%
45Δ155.5527.6%4.2%152.4728.3%3.3%
50Δ153.9927.9%3.6%154.0228.1%2.8%
55Δ152.4428.3%3.2%155.7028.5%2.3%
60Δ150.8828.7%2.7%157.5929.7%2.0%
65Δ149.2029.1%2.3%159.4931.0%1.6%
70Δ147.3529.6%2.0%161.8132.0%1.3%
75Δ145.5130.0%1.6%164.2832.9%1.0%
80Δ143.2230.4%1.3%167.4734.1%0.7%

20Δ

Calls
Pseudo strike
164.25
IV
26.9%
B/E move
8.1%
Puts
Pseudo strike
143.22
IV
30.3%
B/E move
7.4%

25Δ

Calls
Pseudo strike
162.29
IV
27.0%
B/E move
7.1%
Puts
Pseudo strike
145.59
IV
29.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
160.34
IV
27.1%
B/E move
6.1%
Puts
Pseudo strike
147.42
IV
29.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
158.70
IV
27.3%
B/E move
5.4%
Puts
Pseudo strike
149.25
IV
28.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
157.13
IV
27.4%
B/E move
4.8%
Puts
Pseudo strike
150.92
IV
28.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
155.55
IV
27.6%
B/E move
4.2%
Puts
Pseudo strike
152.47
IV
28.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
153.99
IV
27.9%
B/E move
3.6%
Puts
Pseudo strike
154.02
IV
28.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
152.44
IV
28.3%
B/E move
3.2%
Puts
Pseudo strike
155.70
IV
28.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
150.88
IV
28.7%
B/E move
2.7%
Puts
Pseudo strike
157.59
IV
29.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
149.20
IV
29.1%
B/E move
2.3%
Puts
Pseudo strike
159.49
IV
31.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
147.35
IV
29.6%
B/E move
2.0%
Puts
Pseudo strike
161.81
IV
32.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
145.51
IV
30.0%
B/E move
1.6%
Puts
Pseudo strike
164.28
IV
32.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
143.22
IV
30.4%
B/E move
1.3%
Puts
Pseudo strike
167.47
IV
34.1%
B/E move
0.7%

Options history

No recorded observations