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Yum China Holdings, Inc. Common Stock YUMC

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Market datapartial · fetched 2026-10-23T20:38:47.585Z

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 · 2026-10-23T20:10:00.001747633Z

FundamentalsAlpha Vantage · unavailable

Share price$44.54
1D-1.8%
AH$44.32$44.60$44.88$45.15$45.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYUMC
Sold putSold callAH

Yum China Holdings, Inc. Common Stock options

Live interpolated YUMC call and put midpoint premiums by absolute delta.Yum China Holdings, Inc. Common Stock$0.30$1.59$2.88$4.17$5.46$38.58$41.57$44.56$47.56$50.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YUMC spot · $44.54YUMC PRICE$0.44$0.56$0.74$0.93$1.12$1.31$1.59$2.08$2.58$3.07$3.65$4.37$5.09$0.81$0.69$0.79$1.00$1.21$1.42$1.63$1.89$2.16$2.44$2.72$2.99$4.05
PutsExpensive1.05×
CallsCheap0.94×
SkewBullish-3.40 pp
Implied moveBalanced±$3.22
TiltBullish7.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5732.6%10.0%37.8670.0%16.8%
25Δ47.6131.7%8.2%41.3540.7%8.7%
30Δ47.0231.8%7.2%42.8331.0%5.6%
35Δ46.4832.0%6.4%43.3331.0%5.0%
40Δ45.9332.2%5.6%43.8331.0%4.3%
45Δ45.3932.4%4.9%44.3331.0%3.7%
50Δ44.8233.4%4.2%44.8331.0%3.0%
55Δ44.1836.4%3.9%45.3130.5%2.5%
60Δ43.5339.3%3.5%45.7729.7%2.1%
65Δ42.8942.3%3.2%46.2328.8%1.7%
70Δ42.1444.7%2.8%46.6928.0%1.3%
75Δ41.2146.2%2.3%47.1627.2%0.8%
80Δ40.2847.7%1.8%48.3728.5%0.5%

20Δ

Calls
Pseudo strike
48.57
IV
32.6%
B/E move
10.0%
Puts
Pseudo strike
37.86
IV
70.0%
B/E move
16.8%

25Δ

Calls
Pseudo strike
47.61
IV
31.7%
B/E move
8.2%
Puts
Pseudo strike
41.35
IV
40.7%
B/E move
8.7%

30Δ

Calls
Pseudo strike
47.02
IV
31.8%
B/E move
7.2%
Puts
Pseudo strike
42.83
IV
31.0%
B/E move
5.6%

35Δ

Calls
Pseudo strike
46.48
IV
32.0%
B/E move
6.4%
Puts
Pseudo strike
43.33
IV
31.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
45.93
IV
32.2%
B/E move
5.6%
Puts
Pseudo strike
43.83
IV
31.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
45.39
IV
32.4%
B/E move
4.9%
Puts
Pseudo strike
44.33
IV
31.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
44.82
IV
33.4%
B/E move
4.2%
Puts
Pseudo strike
44.83
IV
31.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
44.18
IV
36.4%
B/E move
3.9%
Puts
Pseudo strike
45.31
IV
30.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
43.53
IV
39.3%
B/E move
3.5%
Puts
Pseudo strike
45.77
IV
29.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
42.89
IV
42.3%
B/E move
3.2%
Puts
Pseudo strike
46.23
IV
28.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
42.14
IV
44.7%
B/E move
2.8%
Puts
Pseudo strike
46.69
IV
28.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
41.21
IV
46.2%
B/E move
2.3%
Puts
Pseudo strike
47.16
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
40.28
IV
47.7%
B/E move
1.8%
Puts
Pseudo strike
48.37
IV
28.5%
B/E move
0.5%

Options history

No recorded observations