Restaurant Brands International Inc QSR
CONSUMER CYCLICAL · RESTAURANTSi
Market dataready · fetched 2026-10-23T03:00:25.932Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.003610083Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:25.344743+00:00
Share price$76.41
1D+1.7%
Sold putSold callAH
Restaurant Brands International Inc options
PutsExpensive1.19×
CallsCheap0.89×
SkewBearish+4.56 pp
Implied moveBearish±$4.86
TiltBearish17.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 81.92 | 26.5% | 8.0% | 71.80 | 28.4% | 7.0% |
| 25Δ | 80.95 | 26.6% | 7.0% | 72.79 | 28.7% | 6.0% |
| 30Δ | 79.98 | 26.8% | 6.1% | 73.64 | 28.9% | 5.3% |
| 35Δ | 79.19 | 26.9% | 5.4% | 74.49 | 29.1% | 4.6% |
| 40Δ | 78.41 | 27.1% | 4.7% | 75.31 | 29.2% | 3.9% |
| 45Δ | 77.62 | 27.2% | 4.1% | 76.10 | 29.0% | 3.4% |
| 50Δ | 76.90 | 26.8% | 3.5% | 76.89 | 28.8% | 2.8% |
| 55Δ | 76.19 | 26.2% | 3.0% | 77.71 | 28.8% | 2.3% |
| 60Δ | 75.47 | 25.7% | 2.5% | 78.61 | 29.4% | 2.0% |
| 65Δ | 74.73 | 25.4% | 2.1% | 79.51 | 29.9% | 1.6% |
| 70Δ | 73.95 | 25.4% | 1.8% | 80.80 | 32.1% | 1.3% |
| 75Δ | 73.16 | 25.4% | 1.4% | 82.59 | 36.4% | 1.1% |
| 80Δ | 72.31 | 25.4% | 1.1% | 85.28 | 41.8% | 0.9% |
20Δ
- Pseudo strike
- 81.92
- IV
- 26.5%
- B/E move
- 8.0%
- Pseudo strike
- 71.80
- IV
- 28.4%
- B/E move
- 7.0%
25Δ
- Pseudo strike
- 80.95
- IV
- 26.6%
- B/E move
- 7.0%
- Pseudo strike
- 72.79
- IV
- 28.7%
- B/E move
- 6.0%
30Δ
- Pseudo strike
- 79.98
- IV
- 26.8%
- B/E move
- 6.1%
- Pseudo strike
- 73.64
- IV
- 28.9%
- B/E move
- 5.3%
35Δ
- Pseudo strike
- 79.19
- IV
- 26.9%
- B/E move
- 5.4%
- Pseudo strike
- 74.49
- IV
- 29.1%
- B/E move
- 4.6%
40Δ
- Pseudo strike
- 78.41
- IV
- 27.1%
- B/E move
- 4.7%
- Pseudo strike
- 75.31
- IV
- 29.2%
- B/E move
- 3.9%
45Δ
- Pseudo strike
- 77.62
- IV
- 27.2%
- B/E move
- 4.1%
- Pseudo strike
- 76.10
- IV
- 29.0%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 76.90
- IV
- 26.8%
- B/E move
- 3.5%
- Pseudo strike
- 76.89
- IV
- 28.8%
- B/E move
- 2.8%
55Δ
- Pseudo strike
- 76.19
- IV
- 26.2%
- B/E move
- 3.0%
- Pseudo strike
- 77.71
- IV
- 28.8%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 75.47
- IV
- 25.7%
- B/E move
- 2.5%
- Pseudo strike
- 78.61
- IV
- 29.4%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 74.73
- IV
- 25.4%
- B/E move
- 2.1%
- Pseudo strike
- 79.51
- IV
- 29.9%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 73.95
- IV
- 25.4%
- B/E move
- 1.8%
- Pseudo strike
- 80.80
- IV
- 32.1%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 73.16
- IV
- 25.4%
- B/E move
- 1.4%
- Pseudo strike
- 82.59
- IV
- 36.4%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 72.31
- IV
- 25.4%
- B/E move
- 1.1%
- Pseudo strike
- 85.28
- IV
- 41.8%
- B/E move
- 0.9%
Options history
No recorded observations