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Urban Outfitters, Inc. Common Stock URBN

i

Market datapartial · fetched 2026-11-06T20:57:53.275Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T20:57:53.04517706Z

FundamentalsAlpha Vantage · unavailable

Share price$84.48
1D-3.2%
$83.86$84.77$85.67$86.57$87.485:30 AM6:30 AM9:00 AM1:00 PMURBN
Sold putSold call

Urban Outfitters, Inc. Common Stock options

Live interpolated URBN call and put midpoint premiums by absolute delta.Urban Outfitters, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEURBN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.06%
Daily close
URBN28.9%71.6%114.3%2026-08-10: 54.77%2026-08-11: 51.52%2026-08-12: 59.11%2026-08-13: 55.33%2026-08-14: 56.09%2026-08-17: 60.51%2026-08-18: 66.95%2026-08-19: 65.32%2026-08-20: 70.77%2026-08-21: 69.71%2026-08-24: 78.20%2026-08-25: 84.18%2026-08-26: 108.40%2026-08-27: 53.41%2026-08-28: 37.97%2026-08-31: 43.11%2026-09-01: 42.82%2026-09-02: 43.61%2026-09-03: 49.22%2026-09-04: 34.74%2026-09-08: 45.32%2026-09-09: 46.86%2026-09-10: 48.60%2026-09-11: 39.17%2026-09-14: 46.01%2026-09-15: 48.30%2026-09-16: 46.95%2026-09-17: 53.92%2026-09-18: 38.84%2026-09-21: 46.52%2026-09-22: 39.32%2026-09-23: 45.01%2026-09-24: 46.37%2026-09-25: 40.17%2026-09-28: 40.96%2026-09-29: 49.21%2026-09-30: 46.34%2026-10-01: 47.48%2026-10-02: 41.17%2026-10-05: 45.27%2026-10-06: 43.25%2026-10-07: 45.33%2026-10-08: 48.78%2026-10-09: 39.58%2026-10-12: 41.68%2026-10-13: 41.48%2026-10-14: 41.60%2026-10-15: 46.07%2026-10-16: 42.34%2026-10-19: 45.58%2026-10-20: 42.74%2026-10-21: 43.51%2026-10-22: 51.40%2026-10-23: 41.54%2026-10-26: 43.44%2026-10-27: 46.68%2026-10-28: 48.91%2026-10-29: 46.03%2026-10-30: 49.06%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
54.77%
51.52%
59.11%
55.33%
56.09%
60.51%
66.95%
65.32%
70.77%
69.71%
78.20%
84.18%
108.40%
53.41%
37.97%
43.11%
42.82%
43.61%
49.22%
34.74%
45.32%
46.86%
48.60%
39.17%
46.01%
48.30%
46.95%
53.92%
38.84%
46.52%
39.32%
45.01%
46.37%
40.17%
40.96%
49.21%
46.34%
47.48%
41.17%
45.27%
43.25%
45.33%
48.78%
39.58%
41.68%
41.48%
41.60%
46.07%
42.34%
45.58%
42.74%
43.51%
51.40%
41.54%
43.44%
46.68%
48.91%
46.03%
49.06%