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ARAMARK ARMK

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Market datapartial · fetched 2026-10-22T12:36:20.174Z

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 · 2026-10-21T23:00:00.002861001Z

FundamentalsAlpha Vantage · unavailable

Share price$55.71
1D-2.1%
AH$55.05$55.38$55.72$56.06$56.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARMK
Sold putSold callAH

ARAMARK options

Live interpolated ARMK call and put midpoint premiums by absolute delta.ARAMARK$0.63$2.21$3.79$5.37$6.95$48.52$52.38$56.25$60.11$63.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARMK spot · $55.71ARMK PRICE$1.11$0.98$1.10$1.41$1.71$2.01$2.31$2.62$3.13$3.97$4.81$5.65$6.50$0.80$1.07$1.34$1.62$1.89$2.20$2.55$2.89$3.24$3.58$3.93$4.27$5.33
PutsExpensive1.40×
CallsExpensive1.85×
SkewBullish-6.82 pp
Implied moveBearish±$4.86
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.8172.5%25.5%50.8540.8%10.1%
25Δ61.7245.6%12.5%51.7940.3%9.0%
30Δ59.4637.3%8.7%52.7339.9%7.8%
35Δ58.6737.3%7.8%53.6739.5%6.6%
40Δ57.8737.4%6.9%54.6139.1%5.4%
45Δ57.0837.4%6.1%55.3938.1%4.5%
50Δ56.2837.5%5.2%56.0536.8%4.0%
55Δ55.4937.5%4.3%56.7235.5%3.4%
60Δ54.5838.5%3.6%57.3834.1%2.8%
65Δ53.5040.8%3.2%58.0532.8%2.2%
70Δ52.4243.1%2.7%58.7131.5%1.7%
75Δ51.3445.4%2.3%59.3730.2%1.1%
80Δ50.2647.7%1.9%60.7330.9%0.6%

20Δ

Calls
Pseudo strike
68.81
IV
72.5%
B/E move
25.5%
Puts
Pseudo strike
50.85
IV
40.8%
B/E move
10.1%

25Δ

Calls
Pseudo strike
61.72
IV
45.6%
B/E move
12.5%
Puts
Pseudo strike
51.79
IV
40.3%
B/E move
9.0%

30Δ

Calls
Pseudo strike
59.46
IV
37.3%
B/E move
8.7%
Puts
Pseudo strike
52.73
IV
39.9%
B/E move
7.8%

35Δ

Calls
Pseudo strike
58.67
IV
37.3%
B/E move
7.8%
Puts
Pseudo strike
53.67
IV
39.5%
B/E move
6.6%

40Δ

Calls
Pseudo strike
57.87
IV
37.4%
B/E move
6.9%
Puts
Pseudo strike
54.61
IV
39.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
57.08
IV
37.4%
B/E move
6.1%
Puts
Pseudo strike
55.39
IV
38.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
56.28
IV
37.5%
B/E move
5.2%
Puts
Pseudo strike
56.05
IV
36.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
55.49
IV
37.5%
B/E move
4.3%
Puts
Pseudo strike
56.72
IV
35.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
54.58
IV
38.5%
B/E move
3.6%
Puts
Pseudo strike
57.38
IV
34.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
53.50
IV
40.8%
B/E move
3.2%
Puts
Pseudo strike
58.05
IV
32.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
52.42
IV
43.1%
B/E move
2.7%
Puts
Pseudo strike
58.71
IV
31.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
51.34
IV
45.4%
B/E move
2.3%
Puts
Pseudo strike
59.37
IV
30.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
50.26
IV
47.7%
B/E move
1.9%
Puts
Pseudo strike
60.73
IV
30.9%
B/E move
0.6%

Options history

ARMK29.9229.9830.042026-10-20: 30.01%2026-10-21: 29.95%Oct 20Oct 21
Table
DateIV
30.01%
29.95%