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BJ's Restaurants, Inc. Common Stock BJRI

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Market datapartial · fetched 2026-10-23T01:36:56.413Z

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 · 2026-10-22T20:00:00.419037855Z

FundamentalsAlpha Vantage · unavailable

Share price$58.79
1D+3.6%
AH$56.50$57.12$57.73$58.34$58.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBJRI
Sold putSold callAH

BJ's Restaurants, Inc. Common Stock options

Live interpolated BJRI call and put midpoint premiums by absolute delta.BJ's Restaurants, Inc. Common Stock$0.86$3.89$6.92$9.95$12.97$45.06$51.46$57.85$64.24$70.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BJRI spot · $58.79BJRI PRICE$1.19$1.28$1.61$2.06$2.52$2.99$3.45$3.84$4.24$4.96$5.68$6.89$8.12$1.83$2.25$2.58$3.01$3.59$4.26$4.96$5.56$6.17$7.27$8.43$9.69$12.10
PutsExpensive1.58×
CallsExpensive1.37×
SkewBearish+11.40 pp
Implied moveBearish±$8.40
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.9169.1%22.6%49.3487.8%19.2%
25Δ66.4755.9%15.2%51.8780.8%15.6%
30Δ64.7154.7%12.8%53.9873.5%12.6%
35Δ63.5256.6%11.6%55.7468.8%10.3%
40Δ62.3258.3%10.3%57.2167.7%8.8%
45Δ61.0458.1%8.9%58.6267.0%7.5%
50Δ59.7857.5%7.5%60.0166.3%6.4%
55Δ58.6054.9%6.2%61.2763.7%5.2%
60Δ57.4352.4%4.9%62.5361.2%4.1%
65Δ56.2752.9%4.2%64.0661.6%3.4%
70Δ55.1153.4%3.4%65.6361.8%2.7%
75Δ53.5856.4%2.9%67.2961.4%2.0%
80Δ52.0158.4%2.3%70.0065.1%1.5%

20Δ

Calls
Pseudo strike
70.91
IV
69.1%
B/E move
22.6%
Puts
Pseudo strike
49.34
IV
87.8%
B/E move
19.2%

25Δ

Calls
Pseudo strike
66.47
IV
55.9%
B/E move
15.2%
Puts
Pseudo strike
51.87
IV
80.8%
B/E move
15.6%

30Δ

Calls
Pseudo strike
64.71
IV
54.7%
B/E move
12.8%
Puts
Pseudo strike
53.98
IV
73.5%
B/E move
12.6%

35Δ

Calls
Pseudo strike
63.52
IV
56.6%
B/E move
11.6%
Puts
Pseudo strike
55.74
IV
68.8%
B/E move
10.3%

40Δ

Calls
Pseudo strike
62.32
IV
58.3%
B/E move
10.3%
Puts
Pseudo strike
57.21
IV
67.7%
B/E move
8.8%

45Δ

Calls
Pseudo strike
61.04
IV
58.1%
B/E move
8.9%
Puts
Pseudo strike
58.62
IV
67.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
59.78
IV
57.5%
B/E move
7.5%
Puts
Pseudo strike
60.01
IV
66.3%
B/E move
6.4%

55Δ

Calls
Pseudo strike
58.60
IV
54.9%
B/E move
6.2%
Puts
Pseudo strike
61.27
IV
63.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
57.43
IV
52.4%
B/E move
4.9%
Puts
Pseudo strike
62.53
IV
61.2%
B/E move
4.1%

65Δ

Calls
Pseudo strike
56.27
IV
52.9%
B/E move
4.2%
Puts
Pseudo strike
64.06
IV
61.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
55.11
IV
53.4%
B/E move
3.4%
Puts
Pseudo strike
65.63
IV
61.8%
B/E move
2.7%

75Δ

Calls
Pseudo strike
53.58
IV
56.4%
B/E move
2.9%
Puts
Pseudo strike
67.29
IV
61.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
52.01
IV
58.4%
B/E move
2.3%
Puts
Pseudo strike
70.00
IV
65.1%
B/E move
1.5%

Options history

BJRI50.3650.8351.312026-10-20: 51.24%2026-10-21: 50.42%Oct 20Oct 21
Table
DateIV
51.24%
50.42%