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Papa John's International, Inc. Common Stock PZZA

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Market datapartial · fetched 2026-10-22T23:10:25.372Z

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 · 2026-10-22T20:00:00.986700486Z

FundamentalsAlpha Vantage · unavailable

Share price$18.66
1D+3.2%
AH$18.01$18.29$18.57$18.85$19.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPZZA
Sold putSold callAH

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$0.19$1.85$3.51$5.17$6.83$13.95$16.27$18.58$20.90$23.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PZZA spot · $18.66PZZA PRICE$0.37$0.52$0.66$0.81$0.95$1.15$1.35$1.55$1.75$1.95$2.31$2.81$3.31$0.48$0.62$0.77$0.96$1.21$1.46$1.71$1.96$2.22$2.93$3.64$4.36$6.35
PutsExpensive1.59×
CallsExpensive1.55×
SkewBearish+2.95 pp
Implied moveBearish±$3.06
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.5269.7%22.7%16.0169.6%16.8%
25Δ21.9069.9%20.2%16.6068.9%14.4%
30Δ21.3070.1%17.7%17.1868.1%12.0%
35Δ20.7070.3%15.2%17.7167.8%10.3%
40Δ20.0970.6%12.8%18.1767.8%9.1%
45Δ19.6070.1%11.2%18.6367.9%8.0%
50Δ19.1369.4%9.8%19.0967.9%6.8%
55Δ18.6668.7%8.3%19.5568.0%5.7%
60Δ18.1968.0%6.9%20.0268.2%4.6%
65Δ17.7367.3%5.5%20.8573.0%4.0%
70Δ17.1768.4%4.4%21.6877.8%3.4%
75Δ16.5371.0%3.6%22.5182.7%2.7%
80Δ15.8973.7%2.9%24.5897.7%2.3%

20Δ

Calls
Pseudo strike
22.52
IV
69.7%
B/E move
22.7%
Puts
Pseudo strike
16.01
IV
69.6%
B/E move
16.8%

25Δ

Calls
Pseudo strike
21.90
IV
69.9%
B/E move
20.2%
Puts
Pseudo strike
16.60
IV
68.9%
B/E move
14.4%

30Δ

Calls
Pseudo strike
21.30
IV
70.1%
B/E move
17.7%
Puts
Pseudo strike
17.18
IV
68.1%
B/E move
12.0%

35Δ

Calls
Pseudo strike
20.70
IV
70.3%
B/E move
15.2%
Puts
Pseudo strike
17.71
IV
67.8%
B/E move
10.3%

40Δ

Calls
Pseudo strike
20.09
IV
70.6%
B/E move
12.8%
Puts
Pseudo strike
18.17
IV
67.8%
B/E move
9.1%

45Δ

Calls
Pseudo strike
19.60
IV
70.1%
B/E move
11.2%
Puts
Pseudo strike
18.63
IV
67.9%
B/E move
8.0%

50Δ

Calls
Pseudo strike
19.13
IV
69.4%
B/E move
9.8%
Puts
Pseudo strike
19.09
IV
67.9%
B/E move
6.8%

55Δ

Calls
Pseudo strike
18.66
IV
68.7%
B/E move
8.3%
Puts
Pseudo strike
19.55
IV
68.0%
B/E move
5.7%

60Δ

Calls
Pseudo strike
18.19
IV
68.0%
B/E move
6.9%
Puts
Pseudo strike
20.02
IV
68.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
17.73
IV
67.3%
B/E move
5.5%
Puts
Pseudo strike
20.85
IV
73.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
17.17
IV
68.4%
B/E move
4.4%
Puts
Pseudo strike
21.68
IV
77.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
16.53
IV
71.0%
B/E move
3.6%
Puts
Pseudo strike
22.51
IV
82.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.89
IV
73.7%
B/E move
2.9%
Puts
Pseudo strike
24.58
IV
97.7%
B/E move
2.3%

Options history

No recorded observations