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BJs Wholesale Club Holdings, Inc. Common Stock BJ

i

Market dataready · fetched 2026-11-07T05:35:21.514Z

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 · 2026-11-07T00:00:00.002627834Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-07T05:35:21.070352+00:00

Share price$109.40
1D+0.7%
AH$108.08$108.57$109.07$109.56$110.055:30 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$0.98$3.47$5.97$8.46$10.95$96.67$103.15$109.63$116.11$122.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BJ spot · $109.40BJ PRICE$1.25$1.53$1.79$2.23$2.71$3.18$3.66$4.55$5.43$6.31$7.38$8.80$10.23$1.48$1.68$1.90$2.47$3.04$3.61$4.17$4.97$5.76$6.56$7.41$8.61$9.82
PutsExpensive1.45×
CallsExpensive1.54×
SkewBullish-2.19 pp
Implied moveBearish±$7.84
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.8455.9%11.6%100.0960.9%9.9%
25Δ117.9951.8%9.2%102.6153.3%7.7%
30Δ115.3947.6%7.1%105.0646.1%5.7%
35Δ113.8947.0%6.1%106.3046.5%5.1%
40Δ112.5947.0%5.4%107.5347.0%4.5%
45Δ111.2846.9%4.6%108.7647.4%3.9%
50Δ109.9846.9%3.9%110.0047.8%3.3%
55Δ108.6248.5%3.4%111.2947.6%2.8%
60Δ107.2650.1%3.0%112.5847.3%2.4%
65Δ105.9051.6%2.6%113.8847.0%1.9%
70Δ104.3853.2%2.2%115.2046.7%1.5%
75Δ102.5354.6%1.8%116.7745.9%1.1%
80Δ100.6856.0%1.4%118.3345.1%0.8%

20Δ

Calls
Pseudo strike
120.84
IV
55.9%
B/E move
11.6%
Puts
Pseudo strike
100.09
IV
60.9%
B/E move
9.9%

25Δ

Calls
Pseudo strike
117.99
IV
51.8%
B/E move
9.2%
Puts
Pseudo strike
102.61
IV
53.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
115.39
IV
47.6%
B/E move
7.1%
Puts
Pseudo strike
105.06
IV
46.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
113.89
IV
47.0%
B/E move
6.1%
Puts
Pseudo strike
106.30
IV
46.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
112.59
IV
47.0%
B/E move
5.4%
Puts
Pseudo strike
107.53
IV
47.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
111.28
IV
46.9%
B/E move
4.6%
Puts
Pseudo strike
108.76
IV
47.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
109.98
IV
46.9%
B/E move
3.9%
Puts
Pseudo strike
110.00
IV
47.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
108.62
IV
48.5%
B/E move
3.4%
Puts
Pseudo strike
111.29
IV
47.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
107.26
IV
50.1%
B/E move
3.0%
Puts
Pseudo strike
112.58
IV
47.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
105.90
IV
51.6%
B/E move
2.6%
Puts
Pseudo strike
113.88
IV
47.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
104.38
IV
53.2%
B/E move
2.2%
Puts
Pseudo strike
115.20
IV
46.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
102.53
IV
54.6%
B/E move
1.8%
Puts
Pseudo strike
116.77
IV
45.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
100.68
IV
56.0%
B/E move
1.4%
Puts
Pseudo strike
118.33
IV
45.1%
B/E move
0.8%

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%