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ARAMARK ARMK

i

Market dataready · fetched 2026-11-11T13:59:36.017Z

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 · 2026-11-11T00:00:00.002648374Z

FundamentalsSEC EDGAR · ready · as of 2026-07-03 · fetched 2026-11-11T13:59:35.545895+00:00

Share price$54.22
1D-0.2%
AH$53.97$54.24$54.50$54.76$55.025:30 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$0.42$2.16$3.90$5.64$7.38$47.31$50.81$54.31$57.80$61.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARMK spot · $54.22ARMK PRICE$0.61$0.80$0.99$1.18$1.38$1.57$2.08$2.66$3.24$3.81$4.39$4.97$6.88$1.02$1.19$1.36$1.53$1.70$1.87$2.04$2.23$2.71$3.20$3.69$4.17$4.66
PutsExpensive1.21×
CallsExpensive1.57×
SkewBullish-1.99 pp
Implied moveBalanced±$4.12
TiltBullish4.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.7265.6%11.3%47.64102.1%14.0%
25Δ58.8163.9%9.9%49.9186.4%10.1%
30Δ57.8962.2%8.6%50.8280.5%8.8%
35Δ56.9860.5%7.3%51.6674.9%7.5%
40Δ56.0758.8%5.9%52.5169.4%6.3%
45Δ55.1557.1%4.6%53.3663.8%5.0%
50Δ54.3359.5%4.0%54.2058.3%3.8%
55Δ53.5362.8%3.6%55.0453.0%2.6%
60Δ52.7366.0%3.2%55.7051.8%2.3%
65Δ51.9269.2%2.8%56.3750.5%1.9%
70Δ51.1272.5%2.4%57.0449.3%1.6%
75Δ50.3275.7%2.0%57.7048.1%1.3%
80Δ48.2187.1%1.6%58.3746.9%0.9%

20Δ

Calls
Pseudo strike
59.72
IV
65.6%
B/E move
11.3%
Puts
Pseudo strike
47.64
IV
102.1%
B/E move
14.0%

25Δ

Calls
Pseudo strike
58.81
IV
63.9%
B/E move
9.9%
Puts
Pseudo strike
49.91
IV
86.4%
B/E move
10.1%

30Δ

Calls
Pseudo strike
57.89
IV
62.2%
B/E move
8.6%
Puts
Pseudo strike
50.82
IV
80.5%
B/E move
8.8%

35Δ

Calls
Pseudo strike
56.98
IV
60.5%
B/E move
7.3%
Puts
Pseudo strike
51.66
IV
74.9%
B/E move
7.5%

40Δ

Calls
Pseudo strike
56.07
IV
58.8%
B/E move
5.9%
Puts
Pseudo strike
52.51
IV
69.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
55.15
IV
57.1%
B/E move
4.6%
Puts
Pseudo strike
53.36
IV
63.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
54.33
IV
59.5%
B/E move
4.0%
Puts
Pseudo strike
54.20
IV
58.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
53.53
IV
62.8%
B/E move
3.6%
Puts
Pseudo strike
55.04
IV
53.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
52.73
IV
66.0%
B/E move
3.2%
Puts
Pseudo strike
55.70
IV
51.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
51.92
IV
69.2%
B/E move
2.8%
Puts
Pseudo strike
56.37
IV
50.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
51.12
IV
72.5%
B/E move
2.4%
Puts
Pseudo strike
57.04
IV
49.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
50.32
IV
75.7%
B/E move
2.0%
Puts
Pseudo strike
57.70
IV
48.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
48.21
IV
87.1%
B/E move
1.6%
Puts
Pseudo strike
58.37
IV
46.9%
B/E move
0.9%

Options history

IV · four-Friday blend32.77%
Daily EOD
ARMK29.5%31.3%33.0%2026-10-19: 30.12%2026-10-20: 30.01%2026-10-21: 29.95%2026-10-22: 30.90%2026-10-23: 30.93%2026-10-26: 29.75%2026-10-27: 31.33%2026-10-28: 31.02%2026-10-29: 30.96%2026-10-30: 32.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.12%
30.01%
29.95%
30.90%
30.93%
29.75%
31.33%
31.02%
30.96%
32.77%