IntraAlpha
Create free account Start free

PJT Partners Inc. PJT

i

Market datapartial · fetched 2026-10-22T14:07:44.691Z

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 · 2026-10-22T14:07:24.274511027Z

FundamentalsAlpha Vantage · unavailable

Share price$138.32
1D+1.5%
$136.14$136.85$137.56$138.27$138.985:30 AM6:30 AM9:00 AM1:00 PMPJT
Sold putSold call

PJT Partners Inc. options

Live interpolated PJT call and put midpoint premiums by absolute delta.PJT Partners Inc.$1.77$6.01$10.26$14.50$18.74$115.80$126.95$138.10$149.25$160.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PJT spot · $138.32PJT PRICE$2.23$2.60$2.99$3.68$4.47$5.40$6.33$7.28$8.23$9.80$11.62$13.92$16.43$2.41$3.25$4.17$4.89$5.65$6.65$7.65$8.90$10.17$11.76$13.50$15.46$17.52
PutsExpensive1.11×
CallsExpensive1.36×
SkewBearish+1.11 pp
Implied moveBearish±$13.98
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.5655.4%17.7%123.9551.7%12.1%
25Δ154.1948.5%13.3%127.1351.2%10.4%
30Δ148.9342.6%9.8%129.8951.8%9.1%
35Δ146.4342.5%8.5%132.6649.3%7.6%
40Δ144.0942.7%7.4%135.3446.9%6.2%
45Δ141.9643.3%6.5%137.6146.1%5.3%
50Δ139.8243.8%5.7%139.8845.3%4.4%
55Δ137.7143.1%4.8%142.1144.7%3.7%
60Δ135.6042.3%4.0%144.3344.2%3.0%
65Δ133.2243.5%3.4%146.7343.9%2.4%
70Δ130.7245.5%2.9%149.2243.8%1.9%
75Δ127.7647.5%2.4%151.8543.2%1.4%
80Δ124.5849.3%1.9%154.5742.4%0.9%

20Δ

Calls
Pseudo strike
160.56
IV
55.4%
B/E move
17.7%
Puts
Pseudo strike
123.95
IV
51.7%
B/E move
12.1%

25Δ

Calls
Pseudo strike
154.19
IV
48.5%
B/E move
13.3%
Puts
Pseudo strike
127.13
IV
51.2%
B/E move
10.4%

30Δ

Calls
Pseudo strike
148.93
IV
42.6%
B/E move
9.8%
Puts
Pseudo strike
129.89
IV
51.8%
B/E move
9.1%

35Δ

Calls
Pseudo strike
146.43
IV
42.5%
B/E move
8.5%
Puts
Pseudo strike
132.66
IV
49.3%
B/E move
7.6%

40Δ

Calls
Pseudo strike
144.09
IV
42.7%
B/E move
7.4%
Puts
Pseudo strike
135.34
IV
46.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
141.96
IV
43.3%
B/E move
6.5%
Puts
Pseudo strike
137.61
IV
46.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
139.82
IV
43.8%
B/E move
5.7%
Puts
Pseudo strike
139.88
IV
45.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
137.71
IV
43.1%
B/E move
4.8%
Puts
Pseudo strike
142.11
IV
44.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
135.60
IV
42.3%
B/E move
4.0%
Puts
Pseudo strike
144.33
IV
44.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
133.22
IV
43.5%
B/E move
3.4%
Puts
Pseudo strike
146.73
IV
43.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
130.72
IV
45.5%
B/E move
2.9%
Puts
Pseudo strike
149.22
IV
43.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
127.76
IV
47.5%
B/E move
2.4%
Puts
Pseudo strike
151.85
IV
43.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
124.58
IV
49.3%
B/E move
1.9%
Puts
Pseudo strike
154.57
IV
42.4%
B/E move
0.9%

Options history

No recorded observations