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Yum China Holdings, Inc. Common Stock YUMC

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-13T01:31:05.664Z

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 · 2026-11-13T00:00:00.003928859Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:31:05.321840+00:00

Share price$49.21
1D+0.0%
AH$49.17$49.28$49.39$49.49$49.605:30 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$0.34$1.07$1.80$2.53$3.26$46.28$47.70$49.12$50.54$51.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YUMC spot · $49.21YUMC PRICE$0.53$0.70$0.68$0.93$1.18$1.43$1.68$1.92$2.17$2.55$3.05$0.42$0.47$0.61$0.79$0.97$1.15$1.32$1.50
Puts——
Calls——
Skew——
Implied moveBearish±$2.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.0068.6%10.8%46.1053.2%7.2%
25Δ52.9967.6%9.1%47.2542.8%4.9%
30Δ47.8040.7%4.1%
35Δ48.1940.9%3.7%
40Δ49.8531.5%2.7%48.5741.0%3.3%
45Δ49.4933.3%2.5%48.9641.1%2.8%
50Δ49.1335.1%2.2%49.3541.3%2.4%
55Δ48.7736.9%2.0%49.7341.4%2.0%
60Δ48.4138.6%1.8%
65Δ48.0440.4%1.5%
70Δ47.6842.2%1.3%
75Δ47.2043.1%1.1%
80Δ46.5842.9%0.9%

20Δ

Calls
Pseudo strike
54.00
IV
68.6%
B/E move
10.8%
Puts
Pseudo strike
46.10
IV
53.2%
B/E move
7.2%

25Δ

Calls
Pseudo strike
52.99
IV
67.6%
B/E move
9.1%
Puts
Pseudo strike
47.25
IV
42.8%
B/E move
4.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.80
IV
40.7%
B/E move
4.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.19
IV
40.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
49.85
IV
31.5%
B/E move
2.7%
Puts
Pseudo strike
48.57
IV
41.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
49.49
IV
33.3%
B/E move
2.5%
Puts
Pseudo strike
48.96
IV
41.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
49.13
IV
35.1%
B/E move
2.2%
Puts
Pseudo strike
49.35
IV
41.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
48.77
IV
36.9%
B/E move
2.0%
Puts
Pseudo strike
49.73
IV
41.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
48.41
IV
38.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
48.04
IV
40.4%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
47.68
IV
42.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
47.20
IV
43.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.58
IV
42.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.14%
Daily EOD
YUMC28.1%31.2%34.3%2026-10-19: 29.60%2026-10-20: 28.52%2026-10-21: 29.93%2026-10-22: 31.10%2026-10-23: 29.65%2026-10-26: 31.97%2026-10-27: 30.26%2026-10-28: 33.84%2026-10-29: 31.33%2026-10-30: 31.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.60%
28.52%
29.93%
31.10%
29.65%
31.97%
30.26%
33.84%
31.33%
31.14%