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BJs Wholesale Club Holdings, Inc. Common Stock BJ

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Market dataready · fetched 2026-11-11T04:12:57.931Z

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 · 2026-11-11T00:00:00.00223689Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-11T04:12:57.390311+00:00

Share price$110.40
1D+0.4%
AH$108.85$109.42$109.98$110.54$111.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBJ
Sold putSold callAH

BJs Wholesale Club Holdings, Inc. Common Stock options

Live interpolated BJ call and put midpoint premiums by absolute delta.BJs Wholesale Club Holdings, Inc. Common Stock$1.04$3.83$6.61$9.39$12.18$97.13$103.46$109.78$116.10$122.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BJ spot · $110.40BJ PRICE$1.34$1.58$1.83$2.11$2.49$2.87$3.25$3.75$4.76$5.76$6.76$7.82$8.94$1.58$1.92$2.29$2.84$3.38$3.93$4.57$5.24$5.91$6.58$8.07$9.66$11.38
PutsExpensive1.70×
CallsExpensive1.54×
SkewBearish+6.89 pp
Implied moveBearish±$7.81
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.8871.1%12.5%100.4373.4%10.5%
25Δ119.1762.3%9.4%102.9267.3%8.5%
30Δ116.7456.0%7.4%105.2562.1%6.7%
35Δ114.6551.1%5.8%106.7261.2%5.9%
40Δ113.4349.5%5.0%108.1960.3%5.1%
45Δ112.2048.0%4.2%109.6659.4%4.2%
50Δ110.9846.4%3.5%111.0058.2%3.6%
55Δ109.7345.7%2.8%112.2956.9%3.0%
60Δ108.3948.5%2.5%113.5855.5%2.5%
65Δ107.0551.3%2.2%114.8754.2%1.9%
70Δ105.7154.1%1.9%116.7456.0%1.6%
75Δ104.3054.8%1.6%118.6758.1%1.3%
80Δ102.7953.3%1.2%120.7459.3%0.9%

20Δ

Calls
Pseudo strike
122.88
IV
71.1%
B/E move
12.5%
Puts
Pseudo strike
100.43
IV
73.4%
B/E move
10.5%

25Δ

Calls
Pseudo strike
119.17
IV
62.3%
B/E move
9.4%
Puts
Pseudo strike
102.92
IV
67.3%
B/E move
8.5%

30Δ

Calls
Pseudo strike
116.74
IV
56.0%
B/E move
7.4%
Puts
Pseudo strike
105.25
IV
62.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
114.65
IV
51.1%
B/E move
5.8%
Puts
Pseudo strike
106.72
IV
61.2%
B/E move
5.9%

40Δ

Calls
Pseudo strike
113.43
IV
49.5%
B/E move
5.0%
Puts
Pseudo strike
108.19
IV
60.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
112.20
IV
48.0%
B/E move
4.2%
Puts
Pseudo strike
109.66
IV
59.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
110.98
IV
46.4%
B/E move
3.5%
Puts
Pseudo strike
111.00
IV
58.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
109.73
IV
45.7%
B/E move
2.8%
Puts
Pseudo strike
112.29
IV
56.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
108.39
IV
48.5%
B/E move
2.5%
Puts
Pseudo strike
113.58
IV
55.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
107.05
IV
51.3%
B/E move
2.2%
Puts
Pseudo strike
114.87
IV
54.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
105.71
IV
54.1%
B/E move
1.9%
Puts
Pseudo strike
116.74
IV
56.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
104.30
IV
54.8%
B/E move
1.6%
Puts
Pseudo strike
118.67
IV
58.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
102.79
IV
53.3%
B/E move
1.2%
Puts
Pseudo strike
120.74
IV
59.3%
B/E move
0.9%

Options history

IV · four-Friday blend34.45%
Daily EOD
BJ31.3%33.1%34.9%2026-10-19: 31.56%2026-10-20: 33.35%2026-10-21: 32.51%2026-10-22: 34.27%2026-10-23: 32.51%2026-10-26: 34.64%2026-10-27: 33.01%2026-10-28: 34.08%2026-10-29: 33.63%2026-10-30: 34.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.56%
33.35%
32.51%
34.27%
32.51%
34.64%
33.01%
34.08%
33.63%
34.45%