IntraAlpha
Create free account Start free

The Marzetti Company Common Stock MZTI

i

Market datapartial · fetched 2026-10-23T01:38:46.079Z

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 · 2026-10-22T20:00:01.859270757Z

FundamentalsAlpha Vantage · unavailable

Share price$112.33
1D+5.2%
AH$106$108$110$111$1135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMZTI
Sold putSold callAH

The Marzetti Company Common Stock options

Live interpolated MZTI call and put midpoint premiums by absolute delta.The Marzetti Company Common Stock$2.23$4.70$7.17$9.64$12.10$94.19$102.96$111.73$120.50$129.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MZTI spot · $112.33MZTI PRICE$2.50$2.50$2.50$2.83$3.30$3.79$4.42$5.04$5.66$6.74$8.01$9.28$11.39$2.50$2.53$2.82$3.27$3.77$4.53$5.28$6.04$6.73$7.42$8.11$8.91$11.19
PutsExpensive1.55×
CallsExpensive1.46×
SkewBullish-2.42 pp
Implied moveBearish±$9.70
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.1578.6%26.1%97.5167.3%15.4%
25Δ127.5957.8%15.8%103.2550.7%10.3%
30Δ121.5644.8%10.4%106.2344.0%7.9%
35Δ118.6640.3%8.2%108.2841.3%6.5%
40Δ116.7338.9%6.9%110.2439.0%5.2%
45Δ114.8437.5%5.6%111.7938.7%4.5%
50Δ113.3836.8%4.9%113.3338.4%3.8%
55Δ111.9136.1%4.1%114.8738.1%3.1%
60Δ110.4435.4%3.4%116.1936.5%2.6%
65Δ108.7836.0%2.8%117.4934.8%2.0%
70Δ107.0437.2%2.4%118.7933.1%1.5%
75Δ105.3038.5%2.0%120.1931.7%0.9%
80Δ102.7740.7%1.6%122.7733.4%0.7%

20Δ

Calls
Pseudo strike
139.15
IV
78.6%
B/E move
26.1%
Puts
Pseudo strike
97.51
IV
67.3%
B/E move
15.4%

25Δ

Calls
Pseudo strike
127.59
IV
57.8%
B/E move
15.8%
Puts
Pseudo strike
103.25
IV
50.7%
B/E move
10.3%

30Δ

Calls
Pseudo strike
121.56
IV
44.8%
B/E move
10.4%
Puts
Pseudo strike
106.23
IV
44.0%
B/E move
7.9%

35Δ

Calls
Pseudo strike
118.66
IV
40.3%
B/E move
8.2%
Puts
Pseudo strike
108.28
IV
41.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
116.73
IV
38.9%
B/E move
6.9%
Puts
Pseudo strike
110.24
IV
39.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
114.84
IV
37.5%
B/E move
5.6%
Puts
Pseudo strike
111.79
IV
38.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
113.38
IV
36.8%
B/E move
4.9%
Puts
Pseudo strike
113.33
IV
38.4%
B/E move
3.8%

55Δ

Calls
Pseudo strike
111.91
IV
36.1%
B/E move
4.1%
Puts
Pseudo strike
114.87
IV
38.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
110.44
IV
35.4%
B/E move
3.4%
Puts
Pseudo strike
116.19
IV
36.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
108.78
IV
36.0%
B/E move
2.8%
Puts
Pseudo strike
117.49
IV
34.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
107.04
IV
37.2%
B/E move
2.4%
Puts
Pseudo strike
118.79
IV
33.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
105.30
IV
38.5%
B/E move
2.0%
Puts
Pseudo strike
120.19
IV
31.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
102.77
IV
40.7%
B/E move
1.6%
Puts
Pseudo strike
122.77
IV
33.4%
B/E move
0.7%

Options history

No recorded observations