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BJs Wholesale Club Holdings, Inc. Common Stock BJ

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Market datapartial · fetched 2026-10-23T17:43:41.130Z

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 · 2026-10-23T17:43:38.847063368Z

FundamentalsAlpha Vantage · unavailable

Share price$105.85
1D-0.3%
$104.99$105.56$106.12$106.68$107.255:30 AM6:30 AM9:00 AM1:00 PMBJ
Sold putSold call

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$0.88$3.63$6.39$9.14$11.89$87.72$95.89$104.07$112.24$120.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BJ spot · $105.84BJ PRICE$1.18$1.57$2.06$2.54$3.05$3.70$4.35$4.99$5.87$6.83$7.78$9.03$10.55$1.45$1.92$2.41$2.92$3.42$4.01$4.84$5.67$6.51$7.49$8.53$9.56$11.10
PutsExpensive1.07×
CallsExpensive1.12×
SkewBullish-0.61 pp
Implied moveBearish±$9.19
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.5937.1%11.3%96.9940.6%9.7%
25Δ114.5037.4%9.7%98.8940.8%8.4%
30Δ112.9037.8%8.6%100.6540.4%7.2%
35Δ111.2938.2%7.5%102.2439.4%6.2%
40Δ109.7138.6%6.5%103.8238.3%5.1%
45Δ108.2638.7%5.8%105.3737.5%4.2%
50Δ106.8038.9%5.0%106.8037.7%3.7%
55Δ105.3539.1%4.3%108.2337.9%3.1%
60Δ103.8339.3%3.6%109.6638.1%2.5%
65Δ102.2939.5%3.1%111.1737.5%2.1%
70Δ100.7539.8%2.5%112.6936.8%1.6%
75Δ98.9940.1%2.1%114.2136.1%1.1%
80Δ97.0240.4%1.6%116.1635.8%0.7%

20Δ

Calls
Pseudo strike
116.59
IV
37.1%
B/E move
11.3%
Puts
Pseudo strike
96.99
IV
40.6%
B/E move
9.7%

25Δ

Calls
Pseudo strike
114.50
IV
37.4%
B/E move
9.7%
Puts
Pseudo strike
98.89
IV
40.8%
B/E move
8.4%

30Δ

Calls
Pseudo strike
112.90
IV
37.8%
B/E move
8.6%
Puts
Pseudo strike
100.65
IV
40.4%
B/E move
7.2%

35Δ

Calls
Pseudo strike
111.29
IV
38.2%
B/E move
7.5%
Puts
Pseudo strike
102.24
IV
39.4%
B/E move
6.2%

40Δ

Calls
Pseudo strike
109.71
IV
38.6%
B/E move
6.5%
Puts
Pseudo strike
103.82
IV
38.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
108.26
IV
38.7%
B/E move
5.8%
Puts
Pseudo strike
105.37
IV
37.5%
B/E move
4.2%

50Δ

Calls
Pseudo strike
106.80
IV
38.9%
B/E move
5.0%
Puts
Pseudo strike
106.80
IV
37.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
105.35
IV
39.1%
B/E move
4.3%
Puts
Pseudo strike
108.23
IV
37.9%
B/E move
3.1%

60Δ

Calls
Pseudo strike
103.83
IV
39.3%
B/E move
3.6%
Puts
Pseudo strike
109.66
IV
38.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
102.29
IV
39.5%
B/E move
3.1%
Puts
Pseudo strike
111.17
IV
37.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
100.75
IV
39.8%
B/E move
2.5%
Puts
Pseudo strike
112.69
IV
36.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
98.99
IV
40.1%
B/E move
2.1%
Puts
Pseudo strike
114.21
IV
36.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
97.02
IV
40.4%
B/E move
1.6%
Puts
Pseudo strike
116.16
IV
35.8%
B/E move
0.7%

Options history

BJ32.3733.3934.412026-10-20: 33.35%2026-10-21: 32.51%2026-10-22: 34.27%Oct 20Oct 22
Table
DateIV
33.35%
32.51%
34.27%