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Yum China Holdings, Inc. Common Stock YUMC

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Market datapartial · fetched 2026-10-22T21:14:29.543Z

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 · 2026-10-22T20:10:00.002458882Z

FundamentalsAlpha Vantage · unavailable

Share price$44.76
1D+0.7%
AH$44.36$44.47$44.58$44.69$44.805:30 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$0.33$1.60$2.87$4.14$5.41$38.53$41.64$44.75$47.86$50.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YUMC spot · $44.76YUMC PRICE$0.47$0.62$0.78$1.02$1.26$1.50$1.74$2.06$2.40$2.74$3.08$3.56$4.15$0.52$0.68$0.89$1.13$1.37$1.61$1.91$2.46$3.01$3.56$4.07$4.56$5.05
PutsExpensive1.15×
CallsCheap0.89×
SkewBearish+1.17 pp
Implied moveBearish±$3.66
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.8532.5%10.2%41.4334.3%8.6%
25Δ48.1333.2%8.9%42.2433.9%7.1%
30Δ47.4233.9%7.7%42.8833.9%6.2%
35Δ46.8534.5%7.0%43.4434.1%5.5%
40Δ46.2835.2%6.2%44.0034.3%4.8%
45Δ45.7135.9%5.5%44.5634.6%4.0%
50Δ45.1436.6%4.7%45.1535.2%3.4%
55Δ44.5536.7%4.1%45.8737.2%3.0%
60Δ43.9536.6%3.5%46.6039.2%2.6%
65Δ43.3536.5%3.0%47.3241.3%2.2%
70Δ42.7636.4%2.4%48.0240.6%1.8%
75Δ42.0636.2%1.9%48.7239.1%1.3%
80Δ41.3036.0%1.5%49.4237.6%0.9%

20Δ

Calls
Pseudo strike
48.85
IV
32.5%
B/E move
10.2%
Puts
Pseudo strike
41.43
IV
34.3%
B/E move
8.6%

25Δ

Calls
Pseudo strike
48.13
IV
33.2%
B/E move
8.9%
Puts
Pseudo strike
42.24
IV
33.9%
B/E move
7.1%

30Δ

Calls
Pseudo strike
47.42
IV
33.9%
B/E move
7.7%
Puts
Pseudo strike
42.88
IV
33.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
46.85
IV
34.5%
B/E move
7.0%
Puts
Pseudo strike
43.44
IV
34.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
46.28
IV
35.2%
B/E move
6.2%
Puts
Pseudo strike
44.00
IV
34.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
45.71
IV
35.9%
B/E move
5.5%
Puts
Pseudo strike
44.56
IV
34.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
45.14
IV
36.6%
B/E move
4.7%
Puts
Pseudo strike
45.15
IV
35.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
44.55
IV
36.7%
B/E move
4.1%
Puts
Pseudo strike
45.87
IV
37.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
43.95
IV
36.6%
B/E move
3.5%
Puts
Pseudo strike
46.60
IV
39.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
43.35
IV
36.5%
B/E move
3.0%
Puts
Pseudo strike
47.32
IV
41.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
42.76
IV
36.4%
B/E move
2.4%
Puts
Pseudo strike
48.02
IV
40.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
42.06
IV
36.2%
B/E move
1.9%
Puts
Pseudo strike
48.72
IV
39.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
41.30
IV
36.0%
B/E move
1.5%
Puts
Pseudo strike
49.42
IV
37.6%
B/E move
0.9%

Options history

No recorded observations