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BJs Wholesale Club Holdings, Inc. Common Stock BJ

i

Market dataready · fetched 2026-11-04T09:25:36.207Z

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 · 2026-11-04T00:00:00.002555015Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-04T09:25:36.141924+00:00

Share price$109.46
1D+0.2%
AH$108.81$109.21$109.62$110.02$110.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBJ
Sold putSold callAH

BJs Wholesale Club Holdings, Inc. Common Stock options

Live interpolated BJ call and put midpoint premiums by absolute delta.BJs Wholesale Club Holdings, Inc. Common Stock$1.01$3.89$6.78$9.66$12.55$95.54$102.57$109.61$116.64$123.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BJ spot · $109.46BJ PRICE$1.32$1.71$2.04$2.45$3.00$3.56$4.12$4.91$5.74$6.57$7.62$9.04$10.46$1.34$1.83$2.31$2.84$3.40$3.96$4.57$5.50$6.44$7.37$8.69$10.16$11.71
PutsExpensive1.53×
CallsExpensive1.62×
SkewBullish-1.27 pp
Implied moveBearish±$8.69
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.1752.6%11.9%101.0848.4%8.9%
25Δ119.0352.9%10.3%102.7248.9%7.8%
30Δ116.5949.4%8.4%104.3549.4%6.8%
35Δ114.5047.2%6.8%105.8749.1%5.9%
40Δ113.0747.4%6.0%107.3148.3%5.1%
45Δ111.6447.6%5.2%108.7547.4%4.3%
50Δ110.2047.8%4.4%110.1946.7%3.5%
55Δ108.7748.1%3.9%111.6547.1%3.0%
60Δ107.3448.5%3.3%113.1147.4%2.6%
65Δ105.9148.9%2.8%114.5747.8%2.1%
70Δ104.3149.6%2.3%116.3348.1%1.7%
75Δ102.4450.7%1.9%118.2248.5%1.3%
80Δ100.5851.8%1.4%120.1848.9%0.9%

20Δ

Calls
Pseudo strike
121.17
IV
52.6%
B/E move
11.9%
Puts
Pseudo strike
101.08
IV
48.4%
B/E move
8.9%

25Δ

Calls
Pseudo strike
119.03
IV
52.9%
B/E move
10.3%
Puts
Pseudo strike
102.72
IV
48.9%
B/E move
7.8%

30Δ

Calls
Pseudo strike
116.59
IV
49.4%
B/E move
8.4%
Puts
Pseudo strike
104.35
IV
49.4%
B/E move
6.8%

35Δ

Calls
Pseudo strike
114.50
IV
47.2%
B/E move
6.8%
Puts
Pseudo strike
105.87
IV
49.1%
B/E move
5.9%

40Δ

Calls
Pseudo strike
113.07
IV
47.4%
B/E move
6.0%
Puts
Pseudo strike
107.31
IV
48.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
111.64
IV
47.6%
B/E move
5.2%
Puts
Pseudo strike
108.75
IV
47.4%
B/E move
4.3%

50Δ

Calls
Pseudo strike
110.20
IV
47.8%
B/E move
4.4%
Puts
Pseudo strike
110.19
IV
46.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
108.77
IV
48.1%
B/E move
3.9%
Puts
Pseudo strike
111.65
IV
47.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
107.34
IV
48.5%
B/E move
3.3%
Puts
Pseudo strike
113.11
IV
47.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
105.91
IV
48.9%
B/E move
2.8%
Puts
Pseudo strike
114.57
IV
47.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
104.31
IV
49.6%
B/E move
2.3%
Puts
Pseudo strike
116.33
IV
48.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
102.44
IV
50.7%
B/E move
1.9%
Puts
Pseudo strike
118.22
IV
48.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
100.58
IV
51.8%
B/E move
1.4%
Puts
Pseudo strike
120.18
IV
48.9%
B/E move
0.9%

Options history

IV · four-Friday blend34.45%
Daily EOD
BJ31.3%33.1%34.9%2026-10-19: 31.56%2026-10-20: 33.35%2026-10-21: 32.51%2026-10-22: 34.27%2026-10-23: 32.51%2026-10-26: 34.64%2026-10-27: 33.01%2026-10-28: 34.08%2026-10-29: 33.63%2026-10-30: 34.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.56%
33.35%
32.51%
34.27%
32.51%
34.64%
33.01%
34.08%
33.63%
34.45%