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Portillo's Inc PTLO

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-22T22:16:07.212Z

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 · 2026-10-22T22:00:13.024324955Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:07:53.769329+00:00

Share price$4.49
1D+2.7%
AH$4.34$4.38$4.43$4.48$4.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTLO
Sold putSold callAH

Portillo's Inc options

Live interpolated PTLO call and put midpoint premiums by absolute delta.Portillo's Inc$0.09$0.47$0.86$1.24$1.62$3.04$3.73$4.43$5.12$5.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTLO spot · $4.49PTLO PRICE$0.15$0.17$0.20$0.22$0.26$0.30$0.35$0.39$0.43$0.48$0.52$0.57$0.13$0.15$0.22$0.29$0.36$0.43$0.50$0.57$0.64$0.72$0.98$1.24$1.51
PutsExpensive1.26×
CallsExpensive1.18×
SkewBullish-4.69 pp
Implied moveBearish±$0.84
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.25139.5%64.8%3.6793.1%21.2%
25Δ6.57121.6%50.1%4.0172.5%14.2%
30Δ5.88103.6%35.3%4.1373.0%12.9%
35Δ5.2085.6%20.6%4.2673.5%11.7%
40Δ4.9278.7%15.2%4.3874.0%10.4%
45Δ4.8076.1%13.6%4.5174.5%9.2%
50Δ4.6873.6%11.9%4.6375.0%7.9%
55Δ4.5671.0%10.3%4.7675.4%6.7%
60Δ4.4468.5%8.6%4.8875.9%5.4%
65Δ4.3365.9%7.0%5.0276.8%4.2%
70Δ4.2163.3%5.3%5.3183.0%3.5%
75Δ4.0960.8%3.7%5.6089.2%2.9%
80Δ5.9095.4%2.2%

20Δ

Calls
Pseudo strike
7.25
IV
139.5%
B/E move
64.8%
Puts
Pseudo strike
3.67
IV
93.1%
B/E move
21.2%

25Δ

Calls
Pseudo strike
6.57
IV
121.6%
B/E move
50.1%
Puts
Pseudo strike
4.01
IV
72.5%
B/E move
14.2%

30Δ

Calls
Pseudo strike
5.88
IV
103.6%
B/E move
35.3%
Puts
Pseudo strike
4.13
IV
73.0%
B/E move
12.9%

35Δ

Calls
Pseudo strike
5.20
IV
85.6%
B/E move
20.6%
Puts
Pseudo strike
4.26
IV
73.5%
B/E move
11.7%

40Δ

Calls
Pseudo strike
4.92
IV
78.7%
B/E move
15.2%
Puts
Pseudo strike
4.38
IV
74.0%
B/E move
10.4%

45Δ

Calls
Pseudo strike
4.80
IV
76.1%
B/E move
13.6%
Puts
Pseudo strike
4.51
IV
74.5%
B/E move
9.2%

50Δ

Calls
Pseudo strike
4.68
IV
73.6%
B/E move
11.9%
Puts
Pseudo strike
4.63
IV
75.0%
B/E move
7.9%

55Δ

Calls
Pseudo strike
4.56
IV
71.0%
B/E move
10.3%
Puts
Pseudo strike
4.76
IV
75.4%
B/E move
6.7%

60Δ

Calls
Pseudo strike
4.44
IV
68.5%
B/E move
8.6%
Puts
Pseudo strike
4.88
IV
75.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
4.33
IV
65.9%
B/E move
7.0%
Puts
Pseudo strike
5.02
IV
76.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
4.21
IV
63.3%
B/E move
5.3%
Puts
Pseudo strike
5.31
IV
83.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
4.09
IV
60.8%
B/E move
3.7%
Puts
Pseudo strike
5.60
IV
89.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.90
IV
95.4%
B/E move
2.2%

Options history

No recorded observations