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Cheesecake Factory Incorporated (The) Common Stock CAKE

i

Market dataready · fetched 2026-11-07T02:55:51.450Z

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 · 2026-11-07T00:48:27.192925859Z

FundamentalsSEC EDGAR · ready · as of 2026-09-29 · fetched 2026-11-07T02:55:51.112985+00:00

Share price$106.08
1D-1.0%
AH$106$108$109$110$1125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAKE
Sold putSold callAH

Cheesecake Factory Incorporated (The) Common Stock options

Live interpolated CAKE call and put midpoint premiums by absolute delta.Cheesecake Factory Incorporated (The) Common Stock$0.69$3.44$6.19$8.94$11.69$85.87$96.58$107.30$118.02$128.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CAKE spot · $106.08CAKE PRICE$1.02$1.42$1.82$2.23$2.69$3.19$3.69$4.20$5.14$6.38$7.62$9.10$10.90$0.99$1.35$1.74$2.12$2.51$3.05$3.73$4.41$5.10
Puts——
CallsCheap0.55×
Skew——
Implied moveBalanced±$7.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.0545.8%9.4%99.6040.8%7.0%
25Δ113.5646.3%8.4%100.9040.4%6.2%
30Δ112.1046.8%7.4%102.0840.3%5.4%
35Δ110.6347.2%6.4%103.2540.1%4.7%
40Δ109.2847.2%5.5%104.4239.9%3.9%
45Δ108.0246.7%4.8%105.5740.1%3.4%
50Δ106.7646.2%4.1%106.6940.7%2.9%
55Δ105.5045.7%3.4%107.8141.2%2.5%
60Δ104.0547.5%2.9%108.9341.7%2.1%
65Δ102.4650.9%2.6%
70Δ100.8754.3%2.3%
75Δ99.0257.7%1.9%
80Δ96.8260.3%1.5%

20Δ

Calls
Pseudo strike
115.05
IV
45.8%
B/E move
9.4%
Puts
Pseudo strike
99.60
IV
40.8%
B/E move
7.0%

25Δ

Calls
Pseudo strike
113.56
IV
46.3%
B/E move
8.4%
Puts
Pseudo strike
100.90
IV
40.4%
B/E move
6.2%

30Δ

Calls
Pseudo strike
112.10
IV
46.8%
B/E move
7.4%
Puts
Pseudo strike
102.08
IV
40.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
110.63
IV
47.2%
B/E move
6.4%
Puts
Pseudo strike
103.25
IV
40.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
109.28
IV
47.2%
B/E move
5.5%
Puts
Pseudo strike
104.42
IV
39.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
108.02
IV
46.7%
B/E move
4.8%
Puts
Pseudo strike
105.57
IV
40.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
106.76
IV
46.2%
B/E move
4.1%
Puts
Pseudo strike
106.69
IV
40.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
105.50
IV
45.7%
B/E move
3.4%
Puts
Pseudo strike
107.81
IV
41.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
104.05
IV
47.5%
B/E move
2.9%
Puts
Pseudo strike
108.93
IV
41.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
102.46
IV
50.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
100.87
IV
54.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
99.02
IV
57.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
96.82
IV
60.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.84%
Daily close
CAKE40.3%44.8%49.4%2026-08-10: 41.31%2026-08-11: 41.59%2026-08-12: 43.02%2026-08-13: 42.83%2026-08-14: 43.28%2026-08-17: 43.68%2026-08-18: 42.55%2026-08-21: 43.31%2026-08-24: 43.89%2026-08-25: 43.63%2026-08-26: 44.19%2026-08-27: 43.87%2026-08-28: 43.14%2026-08-31: 44.49%2026-09-01: 45.38%2026-09-02: 43.97%2026-09-03: 43.16%2026-09-04: 44.09%2026-09-08: 47.63%2026-09-09: 45.73%2026-09-10: 45.01%2026-09-11: 43.76%2026-09-14: 46.73%2026-09-15: 47.37%2026-09-16: 46.80%2026-09-17: 47.55%2026-09-18: 43.38%2026-09-21: 45.35%2026-09-22: 45.86%2026-09-23: 44.63%2026-09-24: 45.09%2026-09-25: 45.27%2026-09-28: 46.38%2026-09-29: 46.54%2026-09-30: 46.68%2026-10-01: 45.57%2026-10-02: 45.30%2026-10-05: 45.26%2026-10-06: 45.39%2026-10-07: 44.94%2026-10-08: 44.48%2026-10-09: 43.13%2026-10-12: 45.55%2026-10-13: 45.54%2026-10-16: 45.66%2026-10-19: 44.59%2026-10-20: 45.05%2026-10-21: 45.57%2026-10-22: 46.27%2026-10-23: 45.88%2026-10-26: 47.47%2026-10-27: 48.76%2026-10-28: 41.70%2026-10-29: 40.90%2026-10-30: 42.84%Aug 10Sep 21Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
41.31%
41.59%
43.02%
42.83%
43.28%
43.68%
42.55%
43.31%
43.89%
43.63%
44.19%
43.87%
43.14%
44.49%
45.38%
43.97%
43.16%
44.09%
47.63%
45.73%
45.01%
43.76%
46.73%
47.37%
46.80%
47.55%
43.38%
45.35%
45.86%
44.63%
45.09%
45.27%
46.38%
46.54%
46.68%
45.57%
45.30%
45.26%
45.39%
44.94%
44.48%
43.13%
45.55%
45.54%
45.66%
44.59%
45.05%
45.57%
46.27%
45.88%
47.47%
48.76%
41.70%
40.90%
42.84%