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El Pollo Loco Holdings, Inc. Common Stock LOCO

i

Market dataready · fetched 2026-11-11T15:56:57.359Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:55:27.308597998Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:56:56.623142+00:00

Share price$15.30
1D-0.8%
$15.24$15.30$15.36$15.42$15.485:30 AM6:30 AM9:00 AM1:00 PMLOCO
Sold putSold call

El Pollo Loco Holdings, Inc. Common Stock options

Live interpolated LOCO call and put midpoint premiums by absolute delta.El Pollo Loco Holdings, Inc. Common Stock$0.27$0.68$1.08$1.48$1.89$11.46$13.54$15.61$17.69$19.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LOCO spot · $15.29LOCO PRICE$0.72$0.88$1.05$1.20$1.29$1.39$1.49$0.32$0.39$0.46$0.54$0.72$0.90$1.08$1.25$1.38$1.51$1.64$1.77
Puts——
Calls——
Skew——
Implied moveBalanced±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.1640.6%9.5%
30Δ14.4539.0%8.1%
35Δ14.7437.3%6.7%
40Δ15.0236.0%5.3%
45Δ15.7946.0%8.0%15.2838.0%4.8%
50Δ15.5148.0%7.2%15.5440.1%4.3%
55Δ15.2250.0%6.4%15.8042.1%3.8%
60Δ14.9550.8%5.5%16.0543.3%3.3%
65Δ14.7147.5%4.6%16.2741.1%2.6%
70Δ14.4644.2%3.6%16.5038.9%2.0%
75Δ14.2240.9%2.7%16.7236.7%1.4%
80Δ16.9534.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.16
IV
40.6%
B/E move
9.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.45
IV
39.0%
B/E move
8.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.74
IV
37.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.02
IV
36.0%
B/E move
5.3%

45Δ

Calls
Pseudo strike
15.79
IV
46.0%
B/E move
8.0%
Puts
Pseudo strike
15.28
IV
38.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
15.51
IV
48.0%
B/E move
7.2%
Puts
Pseudo strike
15.54
IV
40.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
15.22
IV
50.0%
B/E move
6.4%
Puts
Pseudo strike
15.80
IV
42.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
14.95
IV
50.8%
B/E move
5.5%
Puts
Pseudo strike
16.05
IV
43.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
14.71
IV
47.5%
B/E move
4.6%
Puts
Pseudo strike
16.27
IV
41.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
14.46
IV
44.2%
B/E move
3.6%
Puts
Pseudo strike
16.50
IV
38.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
14.22
IV
40.9%
B/E move
2.7%
Puts
Pseudo strike
16.72
IV
36.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.95
IV
34.5%
B/E move
0.8%

Options history

IV · four-Friday blend43.76%
Daily close
LOCO28.3%58.7%89.2%2026-08-13: 41.03%2026-08-14: 42.57%2026-08-17: 56.70%2026-08-19: 67.72%2026-08-20: 67.31%2026-08-21: 33.66%2026-08-24: 41.94%2026-08-25: 38.24%2026-08-26: 42.00%2026-08-27: 37.12%2026-08-28: 35.05%2026-08-31: 39.46%2026-09-01: 37.74%2026-09-02: 42.15%2026-09-03: 37.43%2026-09-04: 46.17%2026-09-08: 41.05%2026-09-10: 42.99%2026-09-11: 39.89%2026-09-14: 57.04%2026-09-16: 76.34%2026-09-17: 85.01%2026-09-18: 38.25%2026-09-21: 40.96%2026-09-22: 36.98%2026-09-23: 33.91%2026-09-24: 34.53%2026-09-25: 37.80%2026-09-28: 36.73%2026-09-29: 40.27%2026-09-30: 39.33%2026-10-02: 40.13%2026-10-05: 40.97%2026-10-06: 40.50%2026-10-07: 41.58%2026-10-08: 39.08%2026-10-09: 38.83%2026-10-12: 47.99%2026-10-14: 52.16%2026-10-15: 66.54%2026-10-16: 32.48%2026-10-19: 35.54%2026-10-20: 39.34%2026-10-21: 36.67%2026-10-22: 36.77%2026-10-23: 39.05%2026-10-26: 39.38%2026-10-27: 39.65%2026-10-28: 38.93%2026-10-29: 41.83%2026-10-30: 43.76%Aug 13Sep 23Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
41.03%
42.57%
56.70%
67.72%
67.31%
33.66%
41.94%
38.24%
42.00%
37.12%
35.05%
39.46%
37.74%
42.15%
37.43%
46.17%
41.05%
42.99%
39.89%
57.04%
76.34%
85.01%
38.25%
40.96%
36.98%
33.91%
34.53%
37.80%
36.73%
40.27%
39.33%
40.13%
40.97%
40.50%
41.58%
39.08%
38.83%
47.99%
52.16%
66.54%
32.48%
35.54%
39.34%
36.67%
36.77%
39.05%
39.38%
39.65%
38.93%
41.83%
43.76%