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Domino's Pizza Inc Common Stock DPZ

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-16T00:15:47.647Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:29:26.741457387Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T00:15:46.936323+00:00

Share price$303.80
1D+2.0%
AH$296$299$301$304$3075:30 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$1.63$11.38$21.13$30.88$40.62$249.37$276.50$303.62$330.75$357.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DPZ spot · $303.80DPZ PRICE$2.68$3.53$4.57$6.09$7.60$9.12$10.58$12.04$13.72$16.45$19.18$22.37$25.83$3.68$4.92$6.22$7.89$9.55$11.35$13.22$15.18$17.93$20.68$24.49$28.73$37.81
PutsCheap0.71×
CallsCheap0.62×
SkewBearish+4.58 pp
Implied moveBearish±$23.81
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ328.0326.0%8.9%281.1032.7%8.7%
25Δ323.3825.6%7.6%285.9532.4%7.5%
30Δ319.1625.7%6.6%290.6632.3%6.4%
35Δ316.0927.1%6.0%294.6732.6%5.6%
40Δ313.0228.4%5.5%298.6832.8%4.8%
45Δ309.9429.8%5.0%302.6132.7%4.1%
50Δ306.4329.2%4.3%306.5032.3%3.5%
55Δ302.9128.6%3.7%310.4331.9%2.8%
60Δ299.3228.2%3.0%314.6232.1%2.3%
65Δ295.3929.0%2.6%318.8232.2%1.9%
70Δ291.4729.9%2.3%323.8832.8%1.5%
75Δ287.1130.2%1.9%329.2833.5%1.1%
80Δ282.5030.3%1.5%339.1537.4%0.8%

20Δ

Calls
Pseudo strike
328.03
IV
26.0%
B/E move
8.9%
Puts
Pseudo strike
281.10
IV
32.7%
B/E move
8.7%

25Δ

Calls
Pseudo strike
323.38
IV
25.6%
B/E move
7.6%
Puts
Pseudo strike
285.95
IV
32.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
319.16
IV
25.7%
B/E move
6.6%
Puts
Pseudo strike
290.66
IV
32.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
316.09
IV
27.1%
B/E move
6.0%
Puts
Pseudo strike
294.67
IV
32.6%
B/E move
5.6%

40Δ

Calls
Pseudo strike
313.02
IV
28.4%
B/E move
5.5%
Puts
Pseudo strike
298.68
IV
32.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
309.94
IV
29.8%
B/E move
5.0%
Puts
Pseudo strike
302.61
IV
32.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
306.43
IV
29.2%
B/E move
4.3%
Puts
Pseudo strike
306.50
IV
32.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
302.91
IV
28.6%
B/E move
3.7%
Puts
Pseudo strike
310.43
IV
31.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
299.32
IV
28.2%
B/E move
3.0%
Puts
Pseudo strike
314.62
IV
32.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
295.39
IV
29.0%
B/E move
2.6%
Puts
Pseudo strike
318.82
IV
32.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
291.47
IV
29.9%
B/E move
2.3%
Puts
Pseudo strike
323.88
IV
32.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
287.11
IV
30.2%
B/E move
1.9%
Puts
Pseudo strike
329.28
IV
33.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
282.50
IV
30.3%
B/E move
1.5%
Puts
Pseudo strike
339.15
IV
37.4%
B/E move
0.8%