IntraAlpha
Create free account Start free

Restaurant Brands International Inc. QSR

i

Market dataready · fetched 2026-11-12T17:08:39.990Z

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 · 2026-11-12T17:08:30.547098138Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:08:39.457987+00:00

Share price$76.20
1D-0.9%
$75.99$76.28$76.57$76.85$77.145:30 AM6:30 AM9:00 AM1:00 PMQSR
Sold putSold call

Restaurant Brands International Inc. options

Live interpolated QSR call and put midpoint premiums by absolute delta.Restaurant Brands International Inc.$0.24$1.16$2.08$2.99$3.91$71.21$73.68$76.14$78.60$81.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QSR spot · $76.20QSR PRICE$0.39$0.52$0.65$0.78$0.98$1.21$1.45$1.68$1.92$2.16$2.65$3.15$3.65$0.34$0.43$0.53$0.70$0.88$1.07$1.26$1.45$1.63$1.82
Puts——
CallsCheap0.90×
Skew——
Implied moveBullish±$2.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.3329.2%4.6%73.6825.7%3.7%
25Δ78.7829.3%4.1%74.2824.9%3.1%
30Δ78.2329.5%3.5%74.8824.1%2.4%
35Δ77.6929.6%3.0%75.2824.1%2.1%
40Δ77.2129.9%2.6%75.6424.3%1.9%
45Δ76.7730.3%2.3%76.0024.4%1.7%
50Δ76.3230.7%2.1%76.3624.6%1.4%
55Δ75.8831.1%1.8%76.7224.8%1.2%
60Δ75.4431.4%1.5%77.0824.9%1.0%
65Δ74.9931.8%1.2%77.4425.1%0.8%
70Δ74.3532.5%1.1%
75Δ73.7233.2%0.9%
80Δ73.0834.0%0.7%

20Δ

Calls
Pseudo strike
79.33
IV
29.2%
B/E move
4.6%
Puts
Pseudo strike
73.68
IV
25.7%
B/E move
3.7%

25Δ

Calls
Pseudo strike
78.78
IV
29.3%
B/E move
4.1%
Puts
Pseudo strike
74.28
IV
24.9%
B/E move
3.1%

30Δ

Calls
Pseudo strike
78.23
IV
29.5%
B/E move
3.5%
Puts
Pseudo strike
74.88
IV
24.1%
B/E move
2.4%

35Δ

Calls
Pseudo strike
77.69
IV
29.6%
B/E move
3.0%
Puts
Pseudo strike
75.28
IV
24.1%
B/E move
2.1%

40Δ

Calls
Pseudo strike
77.21
IV
29.9%
B/E move
2.6%
Puts
Pseudo strike
75.64
IV
24.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
76.77
IV
30.3%
B/E move
2.3%
Puts
Pseudo strike
76.00
IV
24.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
76.32
IV
30.7%
B/E move
2.1%
Puts
Pseudo strike
76.36
IV
24.6%
B/E move
1.4%

55Δ

Calls
Pseudo strike
75.88
IV
31.1%
B/E move
1.8%
Puts
Pseudo strike
76.72
IV
24.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
75.44
IV
31.4%
B/E move
1.5%
Puts
Pseudo strike
77.08
IV
24.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
74.99
IV
31.8%
B/E move
1.2%
Puts
Pseudo strike
77.44
IV
25.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
74.35
IV
32.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
73.72
IV
33.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
73.08
IV
34.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.12%
Daily EOD
QSR23.6%25.7%27.8%2026-10-19: 25.19%2026-10-20: 25.22%2026-10-21: 25.47%2026-10-22: 25.66%2026-10-23: 26.68%2026-10-26: 26.61%2026-10-27: 26.37%2026-10-28: 27.47%2026-10-29: 23.87%2026-10-30: 25.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.19%
25.22%
25.47%
25.66%
26.68%
26.61%
26.37%
27.47%
23.87%
25.12%