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PJT Partners Inc. PJT

i

Market dataready · fetched 2026-11-11T15:57:25.085Z

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 · 2026-11-11T15:57:17.024541826Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:57:24.617767+00:00

Share price$153.86
1D-0.3%
$153.39$153.96$154.53$155.10$155.675:30 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.$1.61$3.84$6.08$8.31$10.54$134.74$144.95$155.16$165.37$175.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PJT spot · $153.85PJT PRICE$2.01$1.85$2.26$2.65$3.03$3.41$4.07$5.00$5.92$6.84$7.86$8.88$9.90$2.13$2.29$2.54$3.04$3.54$4.03$4.66$5.46$6.26$7.07$7.98$9.01
Puts——
CallsCheap0.68×
Skew——
Implied moveBalanced±$8.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ172.0676.7%13.1%
25Δ163.7753.1%7.6%145.4956.4%6.8%
30Δ161.3151.0%6.3%148.1148.6%5.2%
35Δ159.2148.7%5.2%150.3642.8%3.9%
40Δ157.5246.1%4.4%151.6641.8%3.4%
45Δ155.8243.5%3.5%152.9540.9%2.9%
50Δ154.2743.1%2.9%154.2439.9%2.4%
55Δ152.8544.7%2.6%155.5239.3%1.9%
60Δ151.4346.4%2.3%156.7939.0%1.6%
65Δ150.0148.1%1.9%158.0538.8%1.3%
70Δ148.4747.2%1.6%159.3238.5%1.0%
75Δ146.9346.2%1.3%160.6337.6%0.8%
80Δ145.3945.3%0.9%161.9835.9%0.6%

20Δ

Calls
Pseudo strike
172.06
IV
76.7%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
163.77
IV
53.1%
B/E move
7.6%
Puts
Pseudo strike
145.49
IV
56.4%
B/E move
6.8%

30Δ

Calls
Pseudo strike
161.31
IV
51.0%
B/E move
6.3%
Puts
Pseudo strike
148.11
IV
48.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
159.21
IV
48.7%
B/E move
5.2%
Puts
Pseudo strike
150.36
IV
42.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
157.52
IV
46.1%
B/E move
4.4%
Puts
Pseudo strike
151.66
IV
41.8%
B/E move
3.4%

45Δ

Calls
Pseudo strike
155.82
IV
43.5%
B/E move
3.5%
Puts
Pseudo strike
152.95
IV
40.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
154.27
IV
43.1%
B/E move
2.9%
Puts
Pseudo strike
154.24
IV
39.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
152.85
IV
44.7%
B/E move
2.6%
Puts
Pseudo strike
155.52
IV
39.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
151.43
IV
46.4%
B/E move
2.3%
Puts
Pseudo strike
156.79
IV
39.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
150.01
IV
48.1%
B/E move
1.9%
Puts
Pseudo strike
158.05
IV
38.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
148.47
IV
47.2%
B/E move
1.6%
Puts
Pseudo strike
159.32
IV
38.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
146.93
IV
46.2%
B/E move
1.3%
Puts
Pseudo strike
160.63
IV
37.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
145.39
IV
45.3%
B/E move
0.9%
Puts
Pseudo strike
161.98
IV
35.9%
B/E move
0.6%

Options history

IV · four-Friday blend38.63%
Daily EOD
PJT36.9%38.2%39.4%2026-10-19: 37.62%2026-10-20: 37.90%2026-10-21: 37.89%2026-10-22: 38.17%2026-10-23: 39.21%2026-10-26: 38.77%2026-10-27: 38.53%2026-10-28: 37.98%2026-10-29: 37.11%2026-10-30: 38.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.62%
37.90%
37.89%
38.17%
39.21%
38.77%
38.53%
37.98%
37.11%
38.63%