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Yum China Holdings, Inc. Common Stock YUMC

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Market datapartial · fetched 2026-10-22T15:55:42.305Z

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 · 2026-10-22T15:55:39.16584615Z

FundamentalsAlpha Vantage · unavailable

Share price$44.65
1D+0.5%
$44.36$44.47$44.58$44.69$44.805:30 AM6:30 AM9:00 AM1:00 PMYUMC
Sold putSold call

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$1.61$2.88$4.15$5.42$38.55$41.62$44.69$47.76$50.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YUMC spot · $44.65YUMC PRICE$0.47$0.63$0.79$0.99$1.19$1.38$1.58$1.98$2.38$2.78$3.18$3.69$4.21$0.55$0.72$0.90$1.13$1.35$1.57$1.80$2.33$2.86$3.40$3.94$4.50$5.05
PutsExpensive1.14×
CallsCheap0.89×
SkewBearish+1.15 pp
Implied moveBearish±$3.38
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.8133.1%10.4%41.2335.5%8.9%
25Δ48.0833.9%9.1%42.0035.5%7.5%
30Δ47.3734.5%7.9%42.7035.3%6.4%
35Δ46.7834.2%7.0%43.2734.9%5.6%
40Δ46.1833.9%6.1%43.8534.5%4.8%
45Δ45.5833.6%5.2%44.4234.1%4.0%
50Δ44.9933.4%4.3%44.9933.7%3.3%
55Δ44.3834.5%3.8%45.6935.5%2.9%
60Δ43.7835.7%3.4%46.4037.3%2.5%
65Δ43.1736.9%2.9%47.1039.1%2.1%
70Δ42.5738.0%2.5%47.8339.7%1.7%
75Δ41.8737.5%2.0%48.5838.6%1.3%
80Δ41.1536.8%1.6%49.3237.5%0.8%

20Δ

Calls
Pseudo strike
48.81
IV
33.1%
B/E move
10.4%
Puts
Pseudo strike
41.23
IV
35.5%
B/E move
8.9%

25Δ

Calls
Pseudo strike
48.08
IV
33.9%
B/E move
9.1%
Puts
Pseudo strike
42.00
IV
35.5%
B/E move
7.5%

30Δ

Calls
Pseudo strike
47.37
IV
34.5%
B/E move
7.9%
Puts
Pseudo strike
42.70
IV
35.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
46.78
IV
34.2%
B/E move
7.0%
Puts
Pseudo strike
43.27
IV
34.9%
B/E move
5.6%

40Δ

Calls
Pseudo strike
46.18
IV
33.9%
B/E move
6.1%
Puts
Pseudo strike
43.85
IV
34.5%
B/E move
4.8%

45Δ

Calls
Pseudo strike
45.58
IV
33.6%
B/E move
5.2%
Puts
Pseudo strike
44.42
IV
34.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
44.99
IV
33.4%
B/E move
4.3%
Puts
Pseudo strike
44.99
IV
33.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
44.38
IV
34.5%
B/E move
3.8%
Puts
Pseudo strike
45.69
IV
35.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
43.78
IV
35.7%
B/E move
3.4%
Puts
Pseudo strike
46.40
IV
37.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
43.17
IV
36.9%
B/E move
2.9%
Puts
Pseudo strike
47.10
IV
39.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
42.57
IV
38.0%
B/E move
2.5%
Puts
Pseudo strike
47.83
IV
39.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
41.87
IV
37.5%
B/E move
2.0%
Puts
Pseudo strike
48.58
IV
38.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
41.15
IV
36.8%
B/E move
1.6%
Puts
Pseudo strike
49.32
IV
37.5%
B/E move
0.8%

Options history

No recorded observations