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The Marzetti Company Common Stock MZTI

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-13T02:14:12.164Z

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: 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 · 2026-11-12T21:27:08.630031898Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:14:11.504369+00:00

Share price$110.53
1D-1.3%
AH$110.38$110.92$111.47$112.01$112.555:30 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$1.07$2.33$3.58$4.83$6.08$100.96$105.25$109.55$113.84$118.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MZTI spot · $110.53MZTI PRICE$2.50$1.21$1.55$1.89$2.22$2.56$2.90$3.46$4.03$4.59$5.16$5.72$2.50$2.50$2.50$2.79$3.24$3.69$4.13$4.58$5.03
Puts——
Calls——
Skew——
Implied moveBearish±$5.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.20154.1%26.4%94.79135.6%16.5%
25Δ101.3198.1%10.6%
30Δ114.0236.4%4.3%104.9876.6%7.3%
35Δ113.2237.0%3.8%
40Δ112.4237.7%3.4%
45Δ111.6138.3%3.0%
50Δ110.8138.9%2.6%110.7939.9%2.3%
55Δ110.0039.6%2.1%111.5939.0%2.0%
60Δ109.1339.1%1.9%112.3938.1%1.7%
65Δ108.2638.6%1.6%113.1937.2%1.3%
70Δ107.3938.1%1.3%113.9936.3%1.0%
75Δ106.5337.6%1.0%114.7935.5%0.7%
80Δ105.6637.2%0.8%

20Δ

Calls
Pseudo strike
137.20
IV
154.1%
B/E move
26.4%
Puts
Pseudo strike
94.79
IV
135.6%
B/E move
16.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.31
IV
98.1%
B/E move
10.6%

30Δ

Calls
Pseudo strike
114.02
IV
36.4%
B/E move
4.3%
Puts
Pseudo strike
104.98
IV
76.6%
B/E move
7.3%

35Δ

Calls
Pseudo strike
113.22
IV
37.0%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
112.42
IV
37.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
111.61
IV
38.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
110.81
IV
38.9%
B/E move
2.6%
Puts
Pseudo strike
110.79
IV
39.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
110.00
IV
39.6%
B/E move
2.1%
Puts
Pseudo strike
111.59
IV
39.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
109.13
IV
39.1%
B/E move
1.9%
Puts
Pseudo strike
112.39
IV
38.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
108.26
IV
38.6%
B/E move
1.6%
Puts
Pseudo strike
113.19
IV
37.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
107.39
IV
38.1%
B/E move
1.3%
Puts
Pseudo strike
113.99
IV
36.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
106.53
IV
37.6%
B/E move
1.0%
Puts
Pseudo strike
114.79
IV
35.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
105.66
IV
37.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.41%
Daily EOD
MZTI32.3%34.0%35.6%2026-10-19: 33.44%2026-10-20: 32.66%2026-10-21: 32.67%2026-10-22: 32.51%2026-10-23: 33.39%2026-10-26: 33.82%2026-10-27: 33.82%2026-10-28: 33.13%2026-10-29: 33.85%2026-10-30: 35.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.44%
32.66%
32.67%
32.51%
33.39%
33.82%
33.82%
33.13%
33.85%
35.41%