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Ralph Lauren Corporation RL

i

Market dataready · fetched 2026-11-06T21:07:17.161Z

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 · 2026-11-06T21:00:03.118569094Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-06T21:07:16.040244+00:00

Share price$383.80
1D+1.3%
AH$375$377$380$382$3845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRL
Sold putSold callAH

Ralph Lauren Corporation options

Live interpolated RL call and put midpoint premiums by absolute delta.Ralph Lauren Corporation$1.02$14.77$28.51$42.26$56.00$333.39$358.81$384.22$409.64$435.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RL spot · $383.80RL PRICE$2.51$3.21$4.01$4.81$5.62$6.53$7.44$8.36$9.27$10.16$11.05$11.93$12.82$3.54$4.99$6.44$8.32$10.30$12.58$15.38$18.46$22.98$28.73$37.06$52.04
Puts——
CallsCheap0.45×
Skew——
Implied moveBearish±$22.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ405.5030.6%6.3%360.8840.0%6.9%
25Δ400.3229.4%5.1%365.0141.4%6.2%
30Δ396.8528.6%4.4%369.1342.7%5.5%
35Δ393.4927.8%3.8%373.2643.9%4.9%
40Δ390.1327.0%3.1%377.4045.0%4.4%
45Δ387.6626.2%2.7%381.6846.2%3.8%
50Δ385.2225.3%2.3%386.2247.6%3.4%
55Δ382.7824.5%1.9%390.9849.3%2.9%
60Δ380.3523.6%1.5%396.8152.3%2.6%
65Δ378.5922.2%1.3%403.7756.3%2.3%
70Δ376.9520.8%1.1%413.1262.4%2.0%
75Δ375.3119.3%0.9%428.7274.4%1.9%
80Δ373.6717.8%0.7%

20Δ

Calls
Pseudo strike
405.50
IV
30.6%
B/E move
6.3%
Puts
Pseudo strike
360.88
IV
40.0%
B/E move
6.9%

25Δ

Calls
Pseudo strike
400.32
IV
29.4%
B/E move
5.1%
Puts
Pseudo strike
365.01
IV
41.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
396.85
IV
28.6%
B/E move
4.4%
Puts
Pseudo strike
369.13
IV
42.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
393.49
IV
27.8%
B/E move
3.8%
Puts
Pseudo strike
373.26
IV
43.9%
B/E move
4.9%

40Δ

Calls
Pseudo strike
390.13
IV
27.0%
B/E move
3.1%
Puts
Pseudo strike
377.40
IV
45.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
387.66
IV
26.2%
B/E move
2.7%
Puts
Pseudo strike
381.68
IV
46.2%
B/E move
3.8%

50Δ

Calls
Pseudo strike
385.22
IV
25.3%
B/E move
2.3%
Puts
Pseudo strike
386.22
IV
47.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
382.78
IV
24.5%
B/E move
1.9%
Puts
Pseudo strike
390.98
IV
49.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
380.35
IV
23.6%
B/E move
1.5%
Puts
Pseudo strike
396.81
IV
52.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
378.59
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
403.77
IV
56.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
376.95
IV
20.8%
B/E move
1.1%
Puts
Pseudo strike
413.12
IV
62.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
375.31
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
428.72
IV
74.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
373.67
IV
17.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.38%
Daily EOD
RL36.9%38.2%39.6%2026-10-19: 37.06%2026-10-20: 37.21%2026-10-21: 37.54%2026-10-22: 38.13%2026-10-23: 38.56%2026-10-26: 39.02%2026-10-27: 38.86%2026-10-28: 38.50%2026-10-29: 38.52%2026-10-30: 39.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.06%
37.21%
37.54%
38.13%
38.56%
39.02%
38.86%
38.50%
38.52%
39.38%