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Yum! Brands, Inc. YUM

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Market datapartial · fetched 2026-10-22T23:10:04.188Z

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 · 2026-10-22T23:00:00.001000838Z

FundamentalsAlpha Vantage · unavailable

Share price$154.45
1D+1.8%
AH$151$152$153$154$1555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYUM
Sold putSold callAH

Yum! Brands, Inc. options

Live interpolated YUM call and put midpoint premiums by absolute delta.Yum! Brands, Inc.$0.83$4.53$8.22$11.92$15.62$131.21$141.02$150.83$160.64$170.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YUM spot · $154.45YUM PRICE$1.23$1.72$2.24$2.76$3.42$4.11$4.80$5.56$6.35$7.14$8.35$10.04$11.64$1.52$2.05$2.59$3.18$3.87$4.56$5.35$6.43$7.50$8.72$10.18$11.64$14.55
PutsExpensive1.46×
CallsExpensive1.23×
SkewBearish+1.69 pp
Implied moveBearish±$10.16
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ165.4826.3%7.9%144.7730.0%7.3%
25Δ163.5026.5%7.0%146.7929.7%6.3%
30Δ161.8627.2%6.2%148.7229.6%5.4%
35Δ160.2127.9%5.5%150.5529.4%4.6%
40Δ158.6228.3%4.9%152.1929.2%4.0%
45Δ157.0428.6%4.3%153.8329.0%3.4%
50Δ155.4528.9%3.8%155.4829.0%2.8%
55Δ153.9028.6%3.2%157.1929.4%2.4%
60Δ152.3528.2%2.8%158.8929.8%2.0%
65Δ150.8127.7%2.3%160.7130.0%1.6%
70Δ148.9928.0%1.9%162.7130.1%1.2%
75Δ146.8529.2%1.6%164.7230.2%0.9%
80Δ144.8029.9%1.3%168.0432.0%0.6%

20Δ

Calls
Pseudo strike
165.48
IV
26.3%
B/E move
7.9%
Puts
Pseudo strike
144.77
IV
30.0%
B/E move
7.3%

25Δ

Calls
Pseudo strike
163.50
IV
26.5%
B/E move
7.0%
Puts
Pseudo strike
146.79
IV
29.7%
B/E move
6.3%

30Δ

Calls
Pseudo strike
161.86
IV
27.2%
B/E move
6.2%
Puts
Pseudo strike
148.72
IV
29.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
160.21
IV
27.9%
B/E move
5.5%
Puts
Pseudo strike
150.55
IV
29.4%
B/E move
4.6%

40Δ

Calls
Pseudo strike
158.62
IV
28.3%
B/E move
4.9%
Puts
Pseudo strike
152.19
IV
29.2%
B/E move
4.0%

45Δ

Calls
Pseudo strike
157.04
IV
28.6%
B/E move
4.3%
Puts
Pseudo strike
153.83
IV
29.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
155.45
IV
28.9%
B/E move
3.8%
Puts
Pseudo strike
155.48
IV
29.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
153.90
IV
28.6%
B/E move
3.2%
Puts
Pseudo strike
157.19
IV
29.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
152.35
IV
28.2%
B/E move
2.8%
Puts
Pseudo strike
158.89
IV
29.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
150.81
IV
27.7%
B/E move
2.3%
Puts
Pseudo strike
160.71
IV
30.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
148.99
IV
28.0%
B/E move
1.9%
Puts
Pseudo strike
162.71
IV
30.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
146.85
IV
29.2%
B/E move
1.6%
Puts
Pseudo strike
164.72
IV
30.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
144.80
IV
29.9%
B/E move
1.3%
Puts
Pseudo strike
168.04
IV
32.0%
B/E move
0.6%

Options history

No recorded observations