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The Cheesecake Factory CAKE

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-15T21:18:35.655Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:14:00.565962837Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:18:35.156695+00:00

Share price$116.59
1D+2.9%
AH$114$115$116$117$1185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAKE
Sold putSold callAH

The Cheesecake Factory options

Live interpolated CAKE call and put midpoint premiums by absolute delta.The Cheesecake Factory$0.21$2.14$4.06$5.99$7.91$111.81$114.18$116.55$118.92$121.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $116.59OPTION PRICELive CAKE spot · $116.59CAKE PRICE$0.42$0.61$0.79$0.98$1.16$1.35$1.53$1.72$1.90$2.09$2.53$4.94$7.36$0.55$0.70$0.86$1.03$1.30$1.58$1.86$2.14$2.41$2.69$2.97$3.25$3.52
PutsExpensive1.64×
CallsFair0.98×
SkewBearish+2.83 pp
Implied moveBearish±$3.39
TiltBullish4.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.7557.4%3.1%112.4372.8%4.0%
25Δ119.2757.0%2.8%113.3171.7%3.4%
30Δ118.7956.6%2.6%114.2070.5%2.8%
35Δ118.3156.2%2.3%115.0569.4%2.2%
40Δ117.8355.8%2.1%115.5668.0%2.0%
45Δ117.3555.4%1.8%116.0866.7%1.8%
50Δ116.8755.1%1.6%116.5965.3%1.6%
55Δ116.3954.7%1.3%117.1063.9%1.4%
60Δ115.9154.3%1.0%117.6262.5%1.2%
65Δ115.4353.9%0.8%118.1361.2%1.0%
70Δ114.7256.8%0.6%118.6459.8%0.8%
75Δ112.2784.7%0.5%119.1658.4%0.6%
80Δ109.82112.6%0.5%119.6757.1%0.4%

20Δ

Calls
Pseudo strike
119.75
IV
57.4%
B/E move
3.1%
Puts
Pseudo strike
112.43
IV
72.8%
B/E move
4.0%

25Δ

Calls
Pseudo strike
119.27
IV
57.0%
B/E move
2.8%
Puts
Pseudo strike
113.31
IV
71.7%
B/E move
3.4%

30Δ

Calls
Pseudo strike
118.79
IV
56.6%
B/E move
2.6%
Puts
Pseudo strike
114.20
IV
70.5%
B/E move
2.8%

35Δ

Calls
Pseudo strike
118.31
IV
56.2%
B/E move
2.3%
Puts
Pseudo strike
115.05
IV
69.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
117.83
IV
55.8%
B/E move
2.1%
Puts
Pseudo strike
115.56
IV
68.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
117.35
IV
55.4%
B/E move
1.8%
Puts
Pseudo strike
116.08
IV
66.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
116.87
IV
55.1%
B/E move
1.6%
Puts
Pseudo strike
116.59
IV
65.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
116.39
IV
54.7%
B/E move
1.3%
Puts
Pseudo strike
117.10
IV
63.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
115.91
IV
54.3%
B/E move
1.0%
Puts
Pseudo strike
117.62
IV
62.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
115.43
IV
53.9%
B/E move
0.8%
Puts
Pseudo strike
118.13
IV
61.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
114.72
IV
56.8%
B/E move
0.6%
Puts
Pseudo strike
118.64
IV
59.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
112.27
IV
84.7%
B/E move
0.5%
Puts
Pseudo strike
119.16
IV
58.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
109.82
IV
112.6%
B/E move
0.5%
Puts
Pseudo strike
119.67
IV
57.1%
B/E move
0.4%