IntraAlpha
Create free account Start free

PJT Partners Inc. PJT

i

Market datapartial · fetched 2026-10-22T21:57:23.995Z

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 · 2026-10-22T20:10:00.002370784Z

FundamentalsAlpha Vantage · unavailable

Share price$142.85
1D+4.8%
AH$136$138$140$142$1445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPJT
Sold putSold callAH

PJT Partners Inc. options

Live interpolated PJT call and put midpoint premiums by absolute delta.PJT Partners Inc.$1.77$5.94$10.11$14.27$18.44$121.18$132.23$143.29$154.34$165.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PJT spot · $142.85PJT PRICE$2.27$2.46$3.09$3.83$4.68$5.66$6.67$7.75$8.86$10.45$12.05$14.20$16.61$2.23$2.92$3.71$4.65$5.60$6.66$7.72$8.83$9.96$11.23$12.73$14.43$17.24
PutsFair1.03×
CallsExpensive1.35×
SkewBullish-2.17 pp
Implied moveBearish±$14.39
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ165.5554.9%17.5%129.3846.6%11.0%
25Δ156.9843.5%11.6%132.4945.1%9.3%
30Δ153.7642.5%9.8%135.1445.1%8.0%
35Δ151.2642.8%8.6%137.5145.1%7.0%
40Δ148.9043.3%7.5%139.8745.2%6.0%
45Δ146.6844.1%6.6%142.1444.7%5.2%
50Δ144.4444.7%5.8%144.4044.2%4.3%
55Δ142.1844.5%5.0%146.5643.2%3.6%
60Δ139.9144.4%4.1%148.6942.1%2.9%
65Δ137.4645.2%3.5%150.8641.0%2.3%
70Δ135.0046.0%2.9%153.1040.2%1.7%
75Δ132.1046.9%2.4%155.5139.6%1.2%
80Δ128.9548.0%1.9%158.8640.4%0.9%

20Δ

Calls
Pseudo strike
165.55
IV
54.9%
B/E move
17.5%
Puts
Pseudo strike
129.38
IV
46.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
156.98
IV
43.5%
B/E move
11.6%
Puts
Pseudo strike
132.49
IV
45.1%
B/E move
9.3%

30Δ

Calls
Pseudo strike
153.76
IV
42.5%
B/E move
9.8%
Puts
Pseudo strike
135.14
IV
45.1%
B/E move
8.0%

35Δ

Calls
Pseudo strike
151.26
IV
42.8%
B/E move
8.6%
Puts
Pseudo strike
137.51
IV
45.1%
B/E move
7.0%

40Δ

Calls
Pseudo strike
148.90
IV
43.3%
B/E move
7.5%
Puts
Pseudo strike
139.87
IV
45.2%
B/E move
6.0%

45Δ

Calls
Pseudo strike
146.68
IV
44.1%
B/E move
6.6%
Puts
Pseudo strike
142.14
IV
44.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
144.44
IV
44.7%
B/E move
5.8%
Puts
Pseudo strike
144.40
IV
44.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
142.18
IV
44.5%
B/E move
5.0%
Puts
Pseudo strike
146.56
IV
43.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
139.91
IV
44.4%
B/E move
4.1%
Puts
Pseudo strike
148.69
IV
42.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
137.46
IV
45.2%
B/E move
3.5%
Puts
Pseudo strike
150.86
IV
41.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
135.00
IV
46.0%
B/E move
2.9%
Puts
Pseudo strike
153.10
IV
40.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
132.10
IV
46.9%
B/E move
2.4%
Puts
Pseudo strike
155.51
IV
39.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
128.95
IV
48.0%
B/E move
1.9%
Puts
Pseudo strike
158.86
IV
40.4%
B/E move
0.9%

Options history

No recorded observations