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Domino's Pizza Inc Common Stock DPZ

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-07T01:15:26.507Z

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 · 2026-11-06T21:00:02.099100686Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:15:25.431421+00:00

Share price$333.91
1D+0.1%
AH$329$331$333$335$3375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDPZ
Sold putSold callAH

Domino's Pizza Inc Common Stock options

Live interpolated DPZ call and put midpoint premiums by absolute delta.Domino's Pizza Inc Common Stock$2.20$7.85$13.51$19.16$24.82$300.29$316.36$332.43$348.50$364.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DPZ spot · $333.91DPZ PRICE$2.81$3.57$4.53$5.72$6.90$8.24$9.77$11.30$12.82$14.32$15.82$17.32$23.19$3.01$4.04$4.63$4.86$5.30$6.71$8.12$9.53$10.94$12.90$14.87$16.85$20.52
PutsCheap0.91×
CallsFair1.00×
SkewBullish-6.47 pp
Implied moveBullish±$17.89
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ358.4839.9%8.2%315.6036.3%6.4%
25Δ352.9438.0%6.8%318.6538.6%5.8%
30Δ348.4437.2%5.7%322.3436.7%4.9%
35Δ345.1337.7%5.1%326.5431.5%3.7%
40Δ341.8238.1%4.4%330.4227.3%2.6%
45Δ338.5638.4%3.9%332.8127.9%2.3%
50Δ335.3838.5%3.4%335.2028.5%2.0%
55Δ332.2038.5%2.9%337.5929.2%1.8%
60Δ329.1138.1%2.4%339.9829.8%1.5%
65Δ326.2536.7%2.0%342.7929.7%1.2%
70Δ323.3935.2%1.6%345.6129.5%1.0%
75Δ320.5333.8%1.2%348.4229.4%0.7%
80Δ314.0839.0%1.0%352.7930.7%0.5%

20Δ

Calls
Pseudo strike
358.48
IV
39.9%
B/E move
8.2%
Puts
Pseudo strike
315.60
IV
36.3%
B/E move
6.4%

25Δ

Calls
Pseudo strike
352.94
IV
38.0%
B/E move
6.8%
Puts
Pseudo strike
318.65
IV
38.6%
B/E move
5.8%

30Δ

Calls
Pseudo strike
348.44
IV
37.2%
B/E move
5.7%
Puts
Pseudo strike
322.34
IV
36.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
345.13
IV
37.7%
B/E move
5.1%
Puts
Pseudo strike
326.54
IV
31.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
341.82
IV
38.1%
B/E move
4.4%
Puts
Pseudo strike
330.42
IV
27.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
338.56
IV
38.4%
B/E move
3.9%
Puts
Pseudo strike
332.81
IV
27.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
335.38
IV
38.5%
B/E move
3.4%
Puts
Pseudo strike
335.20
IV
28.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
332.20
IV
38.5%
B/E move
2.9%
Puts
Pseudo strike
337.59
IV
29.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
329.11
IV
38.1%
B/E move
2.4%
Puts
Pseudo strike
339.98
IV
29.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
326.25
IV
36.7%
B/E move
2.0%
Puts
Pseudo strike
342.79
IV
29.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
323.39
IV
35.2%
B/E move
1.6%
Puts
Pseudo strike
345.61
IV
29.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
320.53
IV
33.8%
B/E move
1.2%
Puts
Pseudo strike
348.42
IV
29.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
314.08
IV
39.0%
B/E move
1.0%
Puts
Pseudo strike
352.79
IV
30.7%
B/E move
0.5%

Options history

IV · four-Friday blend33.89%
Daily close
DPZ30.3%39.1%47.8%2026-08-10: 36.76%2026-08-11: 34.17%2026-08-12: 34.27%2026-08-13: 33.62%2026-08-14: 33.61%2026-08-17: 36.47%2026-08-18: 34.75%2026-08-19: 35.58%2026-08-20: 41.32%2026-08-21: 33.61%2026-08-24: 35.64%2026-08-25: 34.27%2026-08-26: 35.07%2026-08-27: 34.92%2026-08-28: 35.14%2026-08-31: 35.38%2026-09-01: 35.92%2026-09-02: 34.93%2026-09-03: 35.49%2026-09-04: 35.72%2026-09-08: 35.28%2026-09-09: 37.45%2026-09-10: 37.45%2026-09-11: 34.86%2026-09-14: 38.23%2026-09-15: 42.74%2026-09-16: 37.28%2026-09-18: 37.24%2026-09-21: 39.31%2026-09-22: 37.41%2026-09-23: 38.71%2026-09-24: 38.96%2026-09-25: 38.64%2026-09-28: 41.47%2026-09-29: 39.86%2026-09-30: 39.91%2026-10-01: 39.81%2026-10-02: 40.15%2026-10-05: 41.32%2026-10-06: 41.36%2026-10-07: 43.47%2026-10-08: 43.41%2026-10-09: 43.80%2026-10-12: 46.58%2026-10-14: 34.37%2026-10-16: 31.53%2026-10-19: 33.01%2026-10-20: 32.80%2026-10-21: 33.15%2026-10-22: 33.82%2026-10-23: 33.87%2026-10-26: 32.62%2026-10-27: 33.67%2026-10-28: 33.99%2026-10-29: 33.06%2026-10-30: 33.89%Aug 10Sep 18Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
36.76%
34.17%
34.27%
33.62%
33.61%
36.47%
34.75%
35.58%
41.32%
33.61%
35.64%
34.27%
35.07%
34.92%
35.14%
35.38%
35.92%
34.93%
35.49%
35.72%
35.28%
37.45%
37.45%
34.86%
38.23%
42.74%
37.28%
37.24%
39.31%
37.41%
38.71%
38.96%
38.64%
41.47%
39.86%
39.91%
39.81%
40.15%
41.32%
41.36%
43.47%
43.41%
43.80%
46.58%
34.37%
31.53%
33.01%
32.80%
33.15%
33.82%
33.87%
32.62%
33.67%
33.99%
33.06%
33.89%