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El Pollo Loco Holdings, Inc. Common Stock LOCO

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Market datapartial · fetched 2026-10-22T21:57:12.611Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.659925523Z

FundamentalsAlpha Vantage · unavailable

Share price$15.04
1D-0.4%
AH$14.85$14.93$15.01$15.09$15.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOCO
Sold putSold callAH

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$0.24$1.32$2.40$3.47$4.55$11.92$13.52$15.12$16.73$18.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOCO spot · $15.04LOCO PRICE$0.54$0.36$0.61$0.50$0.55$0.65$0.74$0.85$1.06$1.26$1.46$1.90$2.44$0.38$0.54$0.71$0.77$0.70$0.63$0.78$0.95$1.13$1.31$2.02$2.78$4.24
PutsExpensive1.94×
CallsExpensive1.76×
SkewBullish-4.01 pp
Implied moveBearish±$1.52
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.00130.9%49.8%12.9971.8%16.1%
25Δ17.2661.8%17.1%13.4074.3%14.5%
30Δ18.4594.4%26.8%13.7976.9%13.0%
35Δ16.4457.3%12.6%14.1871.1%10.8%
40Δ15.7948.5%8.6%14.5656.4%7.8%
45Δ15.5147.7%7.4%14.9541.7%4.8%
50Δ15.2447.0%6.3%15.2240.8%4.0%
55Δ14.9646.6%5.1%15.4742.3%3.5%
60Δ14.6748.9%4.6%15.7243.7%3.0%
65Δ14.3851.1%4.0%15.9845.1%2.5%
70Δ14.0953.3%3.4%16.7254.7%2.2%
75Δ13.5961.0%3.0%17.5165.1%2.1%
80Δ13.0170.9%2.7%18.9983.3%1.9%

20Δ

Calls
Pseudo strike
22.00
IV
130.9%
B/E move
49.8%
Puts
Pseudo strike
12.99
IV
71.8%
B/E move
16.1%

25Δ

Calls
Pseudo strike
17.26
IV
61.8%
B/E move
17.1%
Puts
Pseudo strike
13.40
IV
74.3%
B/E move
14.5%

30Δ

Calls
Pseudo strike
18.45
IV
94.4%
B/E move
26.8%
Puts
Pseudo strike
13.79
IV
76.9%
B/E move
13.0%

35Δ

Calls
Pseudo strike
16.44
IV
57.3%
B/E move
12.6%
Puts
Pseudo strike
14.18
IV
71.1%
B/E move
10.8%

40Δ

Calls
Pseudo strike
15.79
IV
48.5%
B/E move
8.6%
Puts
Pseudo strike
14.56
IV
56.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
15.51
IV
47.7%
B/E move
7.4%
Puts
Pseudo strike
14.95
IV
41.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
15.24
IV
47.0%
B/E move
6.3%
Puts
Pseudo strike
15.22
IV
40.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
14.96
IV
46.6%
B/E move
5.1%
Puts
Pseudo strike
15.47
IV
42.3%
B/E move
3.5%

60Δ

Calls
Pseudo strike
14.67
IV
48.9%
B/E move
4.6%
Puts
Pseudo strike
15.72
IV
43.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
14.38
IV
51.1%
B/E move
4.0%
Puts
Pseudo strike
15.98
IV
45.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
14.09
IV
53.3%
B/E move
3.4%
Puts
Pseudo strike
16.72
IV
54.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
13.59
IV
61.0%
B/E move
3.0%
Puts
Pseudo strike
17.51
IV
65.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.01
IV
70.9%
B/E move
2.7%
Puts
Pseudo strike
18.99
IV
83.3%
B/E move
1.9%

Options history

No recorded observations