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Portillo's Inc. Class A Common Stock PTLO

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Market dataready · fetched 2026-11-12T02:52:32.836Z

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 · 2026-11-12T00:30:04.296354347Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-12T02:52:32.460534+00:00

Share price$7.01
1D-0.1%
AH$6.90$6.95$7.01$7.06$7.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTLO
Sold putSold callAH

Portillo's Inc. Class A Common Stock options

Live interpolated PTLO call and put midpoint premiums by absolute delta.Portillo's Inc. Class A Common Stock$0.06$0.30$0.54$0.78$1.02$4.57$5.69$6.81$7.93$9.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTLO spot · $7.01PTLO PRICE$0.09$0.12$0.15$0.17$0.20$0.23$0.26$0.33$0.45$0.58$0.70$0.83$0.95$0.14$0.16$0.18$0.20$0.22$0.24$0.30$0.38$0.46$0.54$0.62$0.70$0.79
PutsCheap0.83×
CallsCheap0.46×
SkewBearish+12.26 pp
Implied moveBearish±$0.56
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.7460.2%11.7%5.56150.3%22.7%
25Δ7.6360.3%10.5%5.83133.5%19.2%
30Δ7.5260.4%9.3%6.09116.6%15.7%
35Δ7.4060.5%8.1%6.3699.8%12.2%
40Δ7.2960.6%6.9%6.6282.9%8.7%
45Δ7.1860.6%5.7%6.8966.1%5.2%
50Δ7.0760.7%4.5%7.0658.7%3.5%
55Δ6.9463.2%3.6%7.1758.2%3.1%
60Δ6.7969.1%3.2%7.2857.8%2.7%
65Δ6.6375.0%2.9%7.3957.3%2.3%
70Δ6.4880.9%2.5%7.5056.8%1.9%
75Δ6.3386.7%2.1%7.6156.4%1.5%
80Δ6.1892.6%1.7%7.7255.9%1.2%

20Δ

Calls
Pseudo strike
7.74
IV
60.2%
B/E move
11.7%
Puts
Pseudo strike
5.56
IV
150.3%
B/E move
22.7%

25Δ

Calls
Pseudo strike
7.63
IV
60.3%
B/E move
10.5%
Puts
Pseudo strike
5.83
IV
133.5%
B/E move
19.2%

30Δ

Calls
Pseudo strike
7.52
IV
60.4%
B/E move
9.3%
Puts
Pseudo strike
6.09
IV
116.6%
B/E move
15.7%

35Δ

Calls
Pseudo strike
7.40
IV
60.5%
B/E move
8.1%
Puts
Pseudo strike
6.36
IV
99.8%
B/E move
12.2%

40Δ

Calls
Pseudo strike
7.29
IV
60.6%
B/E move
6.9%
Puts
Pseudo strike
6.62
IV
82.9%
B/E move
8.7%

45Δ

Calls
Pseudo strike
7.18
IV
60.6%
B/E move
5.7%
Puts
Pseudo strike
6.89
IV
66.1%
B/E move
5.2%

50Δ

Calls
Pseudo strike
7.07
IV
60.7%
B/E move
4.5%
Puts
Pseudo strike
7.06
IV
58.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
6.94
IV
63.2%
B/E move
3.6%
Puts
Pseudo strike
7.17
IV
58.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
6.79
IV
69.1%
B/E move
3.2%
Puts
Pseudo strike
7.28
IV
57.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
6.63
IV
75.0%
B/E move
2.9%
Puts
Pseudo strike
7.39
IV
57.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
6.48
IV
80.9%
B/E move
2.5%
Puts
Pseudo strike
7.50
IV
56.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
6.33
IV
86.7%
B/E move
2.1%
Puts
Pseudo strike
7.61
IV
56.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
6.18
IV
92.6%
B/E move
1.7%
Puts
Pseudo strike
7.72
IV
55.9%
B/E move
1.2%

Options history

IV · four-Friday blend68.10%
Daily EOD
PTLO60.8%65.5%70.3%2026-10-19: 63.27%2026-10-20: 61.44%2026-10-21: 62.36%2026-10-22: 69.12%2026-10-23: 67.22%2026-10-26: 67.07%2026-10-27: 69.62%2026-10-28: 69.11%2026-10-29: 66.04%2026-10-30: 68.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.27%
61.44%
62.36%
69.12%
67.22%
67.07%
69.62%
69.11%
66.04%
68.10%