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BJs Wholesale Club Holdings Inc BJ

CONSUMER DEFENSIVE · DISCOUNT STORES
i

Market dataready · fetched 2026-10-22T03:36:24.043Z

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 · 2026-10-21T23:00:00.002439631Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T03:28:56.445926+00:00

Share price$102.41
1D+0.4%
AH$101.58$102.02$102.47$102.91$103.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBJ
Sold putSold callAH

BJs Wholesale Club Holdings Inc options

Live interpolated BJ call and put midpoint premiums by absolute delta.BJs Wholesale Club Holdings Inc$0.75$3.67$6.59$9.51$12.43$87.11$94.34$101.58$108.81$116.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BJ spot · $102.41BJ PRICE$1.06$1.38$1.85$2.32$2.79$3.35$4.11$4.86$5.62$6.75$8.11$9.46$11.58$1.39$1.79$2.18$2.57$3.19$4.01$4.82$5.64$6.36$7.06$7.77$8.48$9.78
PutsFair1.02×
CallsExpensive1.08×
SkewBullish-1.21 pp
Implied moveBearish±$8.93
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.1633.5%10.6%93.7939.7%9.8%
25Δ109.9933.0%8.7%95.8138.5%8.2%
30Δ108.6333.5%7.9%97.5136.8%6.9%
35Δ107.2734.0%7.0%99.2235.1%5.6%
40Δ105.9134.5%6.1%100.7334.9%4.8%
45Δ104.5535.2%5.4%102.0936.0%4.2%
50Δ103.2036.0%4.8%103.4537.1%3.7%
55Δ101.8536.9%4.2%104.8138.2%3.2%
60Δ100.5037.8%3.6%106.0937.0%2.6%
65Δ98.8739.2%3.1%107.3535.5%2.1%
70Δ97.0641.0%2.7%108.6134.0%1.5%
75Δ95.2542.8%2.2%109.8732.5%1.0%
80Δ92.7045.1%1.8%111.5131.4%0.7%

20Δ

Calls
Pseudo strike
112.16
IV
33.5%
B/E move
10.6%
Puts
Pseudo strike
93.79
IV
39.7%
B/E move
9.8%

25Δ

Calls
Pseudo strike
109.99
IV
33.0%
B/E move
8.7%
Puts
Pseudo strike
95.81
IV
38.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
108.63
IV
33.5%
B/E move
7.9%
Puts
Pseudo strike
97.51
IV
36.8%
B/E move
6.9%

35Δ

Calls
Pseudo strike
107.27
IV
34.0%
B/E move
7.0%
Puts
Pseudo strike
99.22
IV
35.1%
B/E move
5.6%

40Δ

Calls
Pseudo strike
105.91
IV
34.5%
B/E move
6.1%
Puts
Pseudo strike
100.73
IV
34.9%
B/E move
4.8%

45Δ

Calls
Pseudo strike
104.55
IV
35.2%
B/E move
5.4%
Puts
Pseudo strike
102.09
IV
36.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
103.20
IV
36.0%
B/E move
4.8%
Puts
Pseudo strike
103.45
IV
37.1%
B/E move
3.7%

55Δ

Calls
Pseudo strike
101.85
IV
36.9%
B/E move
4.2%
Puts
Pseudo strike
104.81
IV
38.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
100.50
IV
37.8%
B/E move
3.6%
Puts
Pseudo strike
106.09
IV
37.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
98.87
IV
39.2%
B/E move
3.1%
Puts
Pseudo strike
107.35
IV
35.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
97.06
IV
41.0%
B/E move
2.7%
Puts
Pseudo strike
108.61
IV
34.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
95.25
IV
42.8%
B/E move
2.2%
Puts
Pseudo strike
109.87
IV
32.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
92.70
IV
45.1%
B/E move
1.8%
Puts
Pseudo strike
111.51
IV
31.4%
B/E move
0.7%

Options history

No recorded observations