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BJ's Restaurants, Inc. Common Stock BJRI

i

Market datapartial · fetched 2026-11-12T17:02:23.759Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T17:00:31.597313419Z

FundamentalsAlpha Vantage · unavailable

Share price$56.66
1D-1.2%
$56.30$56.63$56.95$57.27$57.605:30 AM6:30 AM9:00 AM1:00 PMBJRI
Sold putSold call

BJ's Restaurants, Inc. Common Stock options

Live interpolated BJRI call and put midpoint premiums by absolute delta.BJ's Restaurants, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBJRI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.63%
Daily close
BJRI43.9%55.5%67.1%2026-08-14: 45.50%2026-08-17: 49.41%2026-08-18: 51.22%2026-08-19: 54.25%2026-08-20: 58.06%2026-08-21: 45.53%2026-08-24: 47.50%2026-08-25: 47.17%2026-08-26: 47.30%2026-08-27: 47.00%2026-08-28: 47.54%2026-08-31: 46.64%2026-09-01: 47.44%2026-09-02: 48.05%2026-09-03: 48.26%2026-09-04: 47.48%2026-09-08: 52.84%2026-09-09: 51.25%2026-09-10: 50.03%2026-09-11: 50.97%2026-09-14: 49.18%2026-09-15: 57.16%2026-09-16: 58.78%2026-09-17: 63.93%2026-09-18: 49.30%2026-09-21: 50.12%2026-09-22: 50.11%2026-09-23: 50.30%2026-09-24: 49.09%2026-09-25: 48.62%2026-09-28: 50.73%2026-09-29: 50.06%2026-09-30: 50.73%2026-10-01: 51.38%2026-10-02: 50.66%2026-10-05: 55.05%2026-10-06: 49.26%2026-10-07: 49.77%2026-10-08: 53.49%2026-10-09: 51.00%2026-10-12: 55.97%2026-10-13: 56.55%2026-10-14: 59.11%2026-10-15: 65.54%2026-10-16: 51.02%2026-10-19: 50.46%2026-10-20: 51.56%2026-10-21: 50.36%2026-10-22: 51.32%2026-10-23: 53.13%2026-10-26: 52.99%2026-10-27: 52.77%2026-10-28: 55.85%2026-10-29: 54.55%2026-10-30: 55.63%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
45.50%
49.41%
51.22%
54.25%
58.06%
45.53%
47.50%
47.17%
47.30%
47.00%
47.54%
46.64%
47.44%
48.05%
48.26%
47.48%
52.84%
51.25%
50.03%
50.97%
49.18%
57.16%
58.78%
63.93%
49.30%
50.12%
50.11%
50.30%
49.09%
48.62%
50.73%
50.06%
50.73%
51.38%
50.66%
55.05%
49.26%
49.77%
53.49%
51.00%
55.97%
56.55%
59.11%
65.54%
51.02%
50.46%
51.56%
50.36%
51.32%
53.13%
52.99%
52.77%
55.85%
54.55%
55.63%