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The Marzetti Company Common Stock MZTI

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Market datapartial · fetched 2026-10-23T15:57:30.755Z

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 · 2026-10-23T15:52:58.185907641Z

FundamentalsAlpha Vantage · unavailable

Share price$110.02
1D-2.1%
$109.59$110.34$111.10$111.85$112.615:30 AM6:30 AM9:00 AM1:00 PMMZTI
Sold putSold call

The Marzetti Company Common Stock options

Live interpolated MZTI call and put midpoint premiums by absolute delta.The Marzetti Company Common Stock$1.27$3.91$6.56$9.21$11.85$94.59$102.33$110.06$117.79$125.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MZTI spot · $110.02MZTI PRICE$1.55$1.72$2.19$2.66$3.28$4.01$4.75$5.51$6.32$7.14$8.04$9.57$11.09$1.68$2.10$2.53$3.05$3.61$4.16$4.94$5.84$6.73$7.66$8.66$9.65$10.65
PutsExpensive1.48×
CallsExpensive1.38×
SkewBullish-2.37 pp
Implied moveBalanced±$9.69
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.8248.5%14.9%99.8946.3%10.7%
25Δ119.7039.7%10.4%102.2543.7%9.0%
30Δ117.7539.4%9.0%104.5841.0%7.2%
35Δ115.8139.0%7.7%106.3039.7%6.2%
40Δ114.1039.4%6.7%107.8838.7%5.2%
45Δ112.5740.3%6.0%109.4637.6%4.3%
50Δ111.0441.2%5.2%110.9837.4%3.6%
55Δ109.5041.6%4.5%112.4837.5%3.1%
60Δ107.9441.0%3.9%113.9737.6%2.5%
65Δ106.3740.3%3.2%115.4637.3%2.0%
70Δ104.7539.8%2.5%116.9536.1%1.6%
75Δ102.7440.7%2.1%118.4435.0%1.1%
80Δ100.7341.5%1.6%119.9333.8%0.7%

20Δ

Calls
Pseudo strike
124.82
IV
48.5%
B/E move
14.9%
Puts
Pseudo strike
99.89
IV
46.3%
B/E move
10.7%

25Δ

Calls
Pseudo strike
119.70
IV
39.7%
B/E move
10.4%
Puts
Pseudo strike
102.25
IV
43.7%
B/E move
9.0%

30Δ

Calls
Pseudo strike
117.75
IV
39.4%
B/E move
9.0%
Puts
Pseudo strike
104.58
IV
41.0%
B/E move
7.2%

35Δ

Calls
Pseudo strike
115.81
IV
39.0%
B/E move
7.7%
Puts
Pseudo strike
106.30
IV
39.7%
B/E move
6.2%

40Δ

Calls
Pseudo strike
114.10
IV
39.4%
B/E move
6.7%
Puts
Pseudo strike
107.88
IV
38.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
112.57
IV
40.3%
B/E move
6.0%
Puts
Pseudo strike
109.46
IV
37.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
111.04
IV
41.2%
B/E move
5.2%
Puts
Pseudo strike
110.98
IV
37.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
109.50
IV
41.6%
B/E move
4.5%
Puts
Pseudo strike
112.48
IV
37.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
107.94
IV
41.0%
B/E move
3.9%
Puts
Pseudo strike
113.97
IV
37.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
106.37
IV
40.3%
B/E move
3.2%
Puts
Pseudo strike
115.46
IV
37.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
104.75
IV
39.8%
B/E move
2.5%
Puts
Pseudo strike
116.95
IV
36.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
102.74
IV
40.7%
B/E move
2.1%
Puts
Pseudo strike
118.44
IV
35.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
100.73
IV
41.5%
B/E move
1.6%
Puts
Pseudo strike
119.93
IV
33.8%
B/E move
0.7%

Options history

No recorded observations