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Yum! Brands, Inc. YUM

i

Market dataready · fetched 2026-11-12T17:41:57.263Z

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 · 2026-11-12T17:41:05.446491809Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:41:56.452955+00:00

Share price$160.56
1D-0.7%
$160.07$160.68$161.29$161.91$162.525:30 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.$0.55$2.52$4.49$6.46$8.43$148.65$154.12$159.58$165.05$170.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YUM spot · $160.56YUM PRICE$0.79$1.02$1.37$1.85$2.33$2.81$3.28$3.78$4.44$5.10$5.76$6.42$7.86$0.76$1.04$1.33$1.62$1.90$2.19$2.68$3.16$3.65$4.13$4.62$5.10
Puts——
CallsFair1.00×
Skew——
Implied moveBullish±$5.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.3129.7%4.7%155.3627.3%3.7%
25Δ165.7529.0%3.9%156.2927.1%3.3%
30Δ164.5229.3%3.3%157.2327.0%2.9%
35Δ163.5930.5%3.0%158.1726.8%2.5%
40Δ162.6631.8%2.8%159.1026.7%2.1%
45Δ161.7433.0%2.5%160.0326.5%1.7%
50Δ160.8134.2%2.2%160.8526.3%1.5%
55Δ159.8635.2%1.9%161.6626.1%1.3%
60Δ158.7834.8%1.7%162.4825.8%1.1%
65Δ157.7034.4%1.4%163.2925.6%0.9%
70Δ156.6234.0%1.1%164.1025.4%0.7%
75Δ155.5433.6%0.9%164.9225.2%0.5%
80Δ153.7835.3%0.7%

20Δ

Calls
Pseudo strike
167.31
IV
29.7%
B/E move
4.7%
Puts
Pseudo strike
155.36
IV
27.3%
B/E move
3.7%

25Δ

Calls
Pseudo strike
165.75
IV
29.0%
B/E move
3.9%
Puts
Pseudo strike
156.29
IV
27.1%
B/E move
3.3%

30Δ

Calls
Pseudo strike
164.52
IV
29.3%
B/E move
3.3%
Puts
Pseudo strike
157.23
IV
27.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
163.59
IV
30.5%
B/E move
3.0%
Puts
Pseudo strike
158.17
IV
26.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
162.66
IV
31.8%
B/E move
2.8%
Puts
Pseudo strike
159.10
IV
26.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
161.74
IV
33.0%
B/E move
2.5%
Puts
Pseudo strike
160.03
IV
26.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
160.81
IV
34.2%
B/E move
2.2%
Puts
Pseudo strike
160.85
IV
26.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
159.86
IV
35.2%
B/E move
1.9%
Puts
Pseudo strike
161.66
IV
26.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
158.78
IV
34.8%
B/E move
1.7%
Puts
Pseudo strike
162.48
IV
25.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
157.70
IV
34.4%
B/E move
1.4%
Puts
Pseudo strike
163.29
IV
25.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
156.62
IV
34.0%
B/E move
1.1%
Puts
Pseudo strike
164.10
IV
25.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
155.54
IV
33.6%
B/E move
0.9%
Puts
Pseudo strike
164.92
IV
25.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
153.78
IV
35.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.79%
Daily close
YUM22.8%28.0%33.1%2026-08-14: 24.43%2026-08-17: 26.96%2026-08-19: 32.43%2026-08-21: 24.87%2026-08-24: 25.59%2026-08-25: 24.97%2026-08-26: 24.29%2026-08-27: 24.64%2026-08-28: 23.94%2026-08-31: 23.95%2026-09-01: 24.78%2026-09-02: 24.60%2026-09-03: 23.54%2026-09-04: 24.18%2026-09-08: 25.48%2026-09-09: 25.11%2026-09-10: 26.76%2026-09-11: 25.93%2026-09-14: 26.30%2026-09-15: 27.16%2026-09-18: 26.53%2026-09-21: 26.94%2026-09-22: 28.19%2026-09-23: 26.64%2026-09-24: 27.16%2026-09-25: 27.53%2026-09-28: 27.74%2026-09-29: 27.61%2026-09-30: 27.81%2026-10-01: 27.99%2026-10-02: 27.81%2026-10-05: 26.82%2026-10-06: 27.51%2026-10-07: 27.70%2026-10-08: 27.15%2026-10-09: 26.54%2026-10-12: 27.35%2026-10-16: 26.16%2026-10-19: 26.46%2026-10-20: 26.29%2026-10-21: 26.70%2026-10-22: 26.32%2026-10-23: 27.21%2026-10-26: 26.20%2026-10-27: 26.97%2026-10-28: 28.52%2026-10-29: 27.13%2026-10-30: 28.79%Aug 14Sep 23Oct 30
48 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
24.43%
26.96%
32.43%
24.87%
25.59%
24.97%
24.29%
24.64%
23.94%
23.95%
24.78%
24.60%
23.54%
24.18%
25.48%
25.11%
26.76%
25.93%
26.30%
27.16%
26.53%
26.94%
28.19%
26.64%
27.16%
27.53%
27.74%
27.61%
27.81%
27.99%
27.81%
26.82%
27.51%
27.70%
27.15%
26.54%
27.35%
26.16%
26.46%
26.29%
26.70%
26.32%
27.21%
26.20%
26.97%
28.52%
27.13%
28.79%