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Abercrombie & Fitch Co. ANF

i

Market dataready · fetched 2026-11-03T13:41:34.967Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T13:06:27.535049174Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-03T13:41:34.513638+00:00

Share price$163.00
1D
Price history unavailable.

Abercrombie & Fitch Co. options

Live interpolated ANF call and put midpoint premiums by absolute delta.Abercrombie & Fitch Co.$0.69$4.65$8.61$12.56$16.52$152.22$156.70$161.18$165.67$170.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ANF spot · $163.00ANF PRICE$1.22$1.62$2.07$2.56$3.15$3.78$4.58$5.42$6.37$7.50$12.02$15.38$1.12$1.47$1.84$2.22$2.66$3.10$3.60$4.13$4.68$5.28$5.87$6.62$7.37
PutsExpensive1.98×
Calls——
Skew——
Implied moveBullish±$8.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ173.1775.5%7.0%155.3265.7%5.4%
25Δ171.2575.9%6.1%156.9864.4%4.6%
30Δ169.4675.8%5.2%158.4463.1%3.9%
35Δ167.8676.2%4.6%159.8161.8%3.3%
40Δ166.3877.3%4.0%161.0060.7%2.9%
45Δ164.9478.7%3.5%162.1759.7%2.4%
50Δ163.4780.6%3.1%163.2758.7%2.0%
55Δ161.9682.4%2.7%164.3457.7%1.7%
60Δ160.3984.0%2.3%165.4056.6%1.4%
65Δ158.6885.8%1.9%166.4355.1%1.1%
70Δ167.4653.6%0.9%
75Δ153.49106.0%1.5%168.5351.8%0.7%
80Δ149.74119.2%1.3%169.6050.0%0.5%

20Δ

Calls
Pseudo strike
173.17
IV
75.5%
B/E move
7.0%
Puts
Pseudo strike
155.32
IV
65.7%
B/E move
5.4%

25Δ

Calls
Pseudo strike
171.25
IV
75.9%
B/E move
6.1%
Puts
Pseudo strike
156.98
IV
64.4%
B/E move
4.6%

30Δ

Calls
Pseudo strike
169.46
IV
75.8%
B/E move
5.2%
Puts
Pseudo strike
158.44
IV
63.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
167.86
IV
76.2%
B/E move
4.6%
Puts
Pseudo strike
159.81
IV
61.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
166.38
IV
77.3%
B/E move
4.0%
Puts
Pseudo strike
161.00
IV
60.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
164.94
IV
78.7%
B/E move
3.5%
Puts
Pseudo strike
162.17
IV
59.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
163.47
IV
80.6%
B/E move
3.1%
Puts
Pseudo strike
163.27
IV
58.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
161.96
IV
82.4%
B/E move
2.7%
Puts
Pseudo strike
164.34
IV
57.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
160.39
IV
84.0%
B/E move
2.3%
Puts
Pseudo strike
165.40
IV
56.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
158.68
IV
85.8%
B/E move
1.9%
Puts
Pseudo strike
166.43
IV
55.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
167.46
IV
53.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
153.49
IV
106.0%
B/E move
1.5%
Puts
Pseudo strike
168.53
IV
51.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
149.74
IV
119.2%
B/E move
1.3%
Puts
Pseudo strike
169.60
IV
50.0%
B/E move
0.5%

Options history

IV · four-Friday blend56.23%
Daily close
ANF41.2%81.5%121.8%2026-08-05: 61.61%2026-08-06: 66.23%2026-08-07: 65.08%2026-08-10: 68.64%2026-08-11: 70.62%2026-08-12: 71.47%2026-08-13: 74.21%2026-08-14: 70.45%2026-08-17: 77.44%2026-08-18: 78.76%2026-08-19: 82.20%2026-08-20: 85.46%2026-08-21: 87.30%2026-08-24: 101.60%2026-08-25: 116.21%2026-08-26: 71.68%2026-08-27: 58.80%2026-08-28: 47.23%2026-08-31: 50.70%2026-09-01: 48.72%2026-09-02: 50.02%2026-09-03: 52.56%2026-09-04: 47.11%2026-09-08: 53.71%2026-09-09: 51.87%2026-09-10: 53.95%2026-09-11: 48.65%2026-09-14: 51.42%2026-09-15: 53.87%2026-09-16: 53.05%2026-09-17: 52.02%2026-09-18: 47.85%2026-09-21: 49.63%2026-09-22: 48.24%2026-09-23: 50.63%2026-09-24: 53.10%2026-09-25: 46.72%2026-09-28: 53.07%2026-09-29: 53.89%2026-09-30: 53.80%2026-10-01: 58.93%2026-10-02: 48.20%2026-10-05: 50.71%2026-10-06: 52.07%2026-10-07: 53.26%2026-10-08: 57.29%2026-10-09: 47.02%2026-10-12: 50.64%2026-10-13: 52.24%2026-10-14: 53.75%2026-10-15: 51.60%2026-10-16: 50.23%2026-10-19: 52.25%2026-10-20: 54.47%2026-10-21: 52.43%2026-10-22: 51.78%2026-10-23: 47.77%2026-10-26: 53.65%2026-10-27: 51.99%2026-10-28: 52.08%2026-10-29: 51.55%2026-10-30: 56.23%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
61.61%
66.23%
65.08%
68.64%
70.62%
71.47%
74.21%
70.45%
77.44%
78.76%
82.20%
85.46%
87.30%
101.60%
116.21%
71.68%
58.80%
47.23%
50.70%
48.72%
50.02%
52.56%
47.11%
53.71%
51.87%
53.95%
48.65%
51.42%
53.87%
53.05%
52.02%
47.85%
49.63%
48.24%
50.63%
53.10%
46.72%
53.07%
53.89%
53.80%
58.93%
48.20%
50.71%
52.07%
53.26%
57.29%
47.02%
50.64%
52.24%
53.75%
51.60%
50.23%
52.25%
54.47%
52.43%
51.78%
47.77%
53.65%
51.99%
52.08%
51.55%
56.23%