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Papa John's International, Inc. Common Stock PZZA

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Market datapartial · fetched 2026-10-22T18:25:28.596Z

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 · 2026-10-22T18:24:36.239581128Z

FundamentalsAlpha Vantage · unavailable

Share price$18.54
1D+2.5%
$18.01$18.29$18.57$18.85$19.135:30 AM6:30 AM9:00 AM1:00 PMPZZA
Sold putSold call

Papa John's International, Inc. Common Stock options

Live interpolated PZZA call and put midpoint premiums by absolute delta.Papa John's International, Inc. Common Stock$0.29$1.20$2.12$3.03$3.94$14.17$16.43$18.69$20.95$23.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PZZA spot · $18.54PZZA PRICE$0.39$0.52$0.66$0.80$0.95$1.15$1.36$1.57$1.78$1.99$2.47$3.00$3.54$0.48$0.63$0.78$0.95$1.20$1.46$1.71$1.97$2.22$2.56$2.94$3.31$3.68
PutsExpensive1.46×
CallsExpensive1.62×
SkewBullish-5.79 pp
Implied moveBearish±$3.08
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.6373.3%24.2%15.9867.5%16.3%
25Δ21.9172.4%21.0%16.5367.8%14.2%
30Δ21.2571.8%18.2%17.0768.1%12.1%
35Δ20.5971.1%15.4%17.5968.3%10.2%
40Δ19.9570.5%12.7%18.0568.2%9.1%
45Δ19.4870.4%11.3%18.5168.2%8.0%
50Δ19.0070.3%9.9%18.9868.2%6.9%
55Δ18.5370.1%8.4%19.4468.2%5.8%
60Δ18.0570.0%7.0%19.9068.2%4.6%
65Δ17.5869.9%5.5%20.4066.7%3.8%
70Δ16.9473.5%4.7%20.9064.8%3.1%
75Δ16.2677.9%3.9%21.4162.9%2.3%
80Δ15.5882.2%3.1%21.9261.0%1.6%

20Δ

Calls
Pseudo strike
22.63
IV
73.3%
B/E move
24.2%
Puts
Pseudo strike
15.98
IV
67.5%
B/E move
16.3%

25Δ

Calls
Pseudo strike
21.91
IV
72.4%
B/E move
21.0%
Puts
Pseudo strike
16.53
IV
67.8%
B/E move
14.2%

30Δ

Calls
Pseudo strike
21.25
IV
71.8%
B/E move
18.2%
Puts
Pseudo strike
17.07
IV
68.1%
B/E move
12.1%

35Δ

Calls
Pseudo strike
20.59
IV
71.1%
B/E move
15.4%
Puts
Pseudo strike
17.59
IV
68.3%
B/E move
10.2%

40Δ

Calls
Pseudo strike
19.95
IV
70.5%
B/E move
12.7%
Puts
Pseudo strike
18.05
IV
68.2%
B/E move
9.1%

45Δ

Calls
Pseudo strike
19.48
IV
70.4%
B/E move
11.3%
Puts
Pseudo strike
18.51
IV
68.2%
B/E move
8.0%

50Δ

Calls
Pseudo strike
19.00
IV
70.3%
B/E move
9.9%
Puts
Pseudo strike
18.98
IV
68.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
18.53
IV
70.1%
B/E move
8.4%
Puts
Pseudo strike
19.44
IV
68.2%
B/E move
5.8%

60Δ

Calls
Pseudo strike
18.05
IV
70.0%
B/E move
7.0%
Puts
Pseudo strike
19.90
IV
68.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
17.58
IV
69.9%
B/E move
5.5%
Puts
Pseudo strike
20.40
IV
66.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
16.94
IV
73.5%
B/E move
4.7%
Puts
Pseudo strike
20.90
IV
64.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
16.26
IV
77.9%
B/E move
3.9%
Puts
Pseudo strike
21.41
IV
62.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
15.58
IV
82.2%
B/E move
3.1%
Puts
Pseudo strike
21.92
IV
61.0%
B/E move
1.6%

Options history

No recorded observations