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Papa John's International Inc PZZA

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-25T16:37:25.013Z

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 · 2026-10-23T23:15:10.325309651Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T16:37:25.203345+00:00

Share price$18.04
1D-1.8%
AH$17.64$17.85$18.06$18.27$18.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPZZA
Sold putSold callAH

Papa John's International Inc options

Live interpolated PZZA call and put midpoint premiums by absolute delta.Papa John's International Inc$0.26$1.28$2.30$3.32$4.34$14.00$16.08$18.15$20.23$22.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PZZA spot · $18.04PZZA PRICE$0.37$0.48$0.60$0.74$0.90$1.06$1.22$1.38$1.55$1.94$2.38$2.82$3.26$0.43$0.56$0.69$0.82$0.98$1.26$1.54$1.81$2.09$2.37$2.79$3.42$4.04
PutsExpensive1.43×
CallsExpensive1.67×
SkewBullish-4.59 pp
Implied moveBearish±$2.76
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.8271.9%23.0%15.5970.0%16.0%
25Δ21.1371.5%19.8%16.0968.2%13.9%
30Δ20.4471.1%16.6%16.6066.5%11.8%
35Δ19.8370.6%14.0%17.1064.8%9.8%
40Δ19.3869.8%12.4%17.5963.6%7.9%
45Δ18.9369.1%10.8%18.0264.3%7.1%
50Δ18.4868.3%9.2%18.4565.1%6.2%
55Δ18.0367.6%7.6%18.8965.8%5.4%
60Δ17.5866.8%6.0%19.3266.6%4.5%
65Δ17.0370.0%5.1%19.7567.3%3.6%
70Δ16.4674.1%4.4%20.3168.4%2.9%
75Δ15.8978.1%3.7%21.0569.8%2.3%
80Δ15.3182.1%3.0%21.7971.2%1.6%

20Δ

Calls
Pseudo strike
21.82
IV
71.9%
B/E move
23.0%
Puts
Pseudo strike
15.59
IV
70.0%
B/E move
16.0%

25Δ

Calls
Pseudo strike
21.13
IV
71.5%
B/E move
19.8%
Puts
Pseudo strike
16.09
IV
68.2%
B/E move
13.9%

30Δ

Calls
Pseudo strike
20.44
IV
71.1%
B/E move
16.6%
Puts
Pseudo strike
16.60
IV
66.5%
B/E move
11.8%

35Δ

Calls
Pseudo strike
19.83
IV
70.6%
B/E move
14.0%
Puts
Pseudo strike
17.10
IV
64.8%
B/E move
9.8%

40Δ

Calls
Pseudo strike
19.38
IV
69.8%
B/E move
12.4%
Puts
Pseudo strike
17.59
IV
63.6%
B/E move
7.9%

45Δ

Calls
Pseudo strike
18.93
IV
69.1%
B/E move
10.8%
Puts
Pseudo strike
18.02
IV
64.3%
B/E move
7.1%

50Δ

Calls
Pseudo strike
18.48
IV
68.3%
B/E move
9.2%
Puts
Pseudo strike
18.45
IV
65.1%
B/E move
6.2%

55Δ

Calls
Pseudo strike
18.03
IV
67.6%
B/E move
7.6%
Puts
Pseudo strike
18.89
IV
65.8%
B/E move
5.4%

60Δ

Calls
Pseudo strike
17.58
IV
66.8%
B/E move
6.0%
Puts
Pseudo strike
19.32
IV
66.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
17.03
IV
70.0%
B/E move
5.1%
Puts
Pseudo strike
19.75
IV
67.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
16.46
IV
74.1%
B/E move
4.4%
Puts
Pseudo strike
20.31
IV
68.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
15.89
IV
78.1%
B/E move
3.7%
Puts
Pseudo strike
21.05
IV
69.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
15.31
IV
82.1%
B/E move
3.0%
Puts
Pseudo strike
21.79
IV
71.2%
B/E move
1.6%

Options history

PZZA62.9863.0463.102026-10-23: 63.04%Oct 23Oct 23
Table
DateIV
63.04%