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BJ's Restaurants, Inc. Common Stock BJRI

i

Market dataready · fetched 2026-11-06T14:06:09.851Z

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 · 2026-11-06T13:32:07.413978267Z

FundamentalsSEC EDGAR · ready · as of 2026-09-29 · fetched 2026-11-06T14:06:09.329587+00:00

Share price$55.00
1D+0.0%
$54.97$54.99$55.00$55.01$55.035:30 AM6:30 AM9:00 AM1:00 PMBJRI
Sold putSold call

BJ's Restaurants, Inc. Common Stock options

Live interpolated BJRI call and put midpoint premiums by absolute delta.BJ's Restaurants, Inc. Common Stock$0.69$5.41$10.13$14.85$19.57$37.14$47.04$56.93$66.82$76.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BJRI spot · $55.00BJRI PRICE$1.55$1.84$2.45$3.09$3.70$4.36$5.23$6.53$7.89$9.55$11.41$14.29$18.21$1.20$1.55$1.91$2.28$2.82$3.37$3.69$3.93$4.16$4.86$5.67$6.35$6.91
PutsCheap0.59×
CallsExpensive1.66×
SkewBullish-88.81 pp
Implied moveBullish±$8.92
TiltBullish29.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.35145.8%36.2%48.1091.3%14.7%
25Δ67.40128.7%25.9%49.7588.0%12.4%
30Δ65.59135.6%23.7%51.1285.0%10.5%
35Δ63.58140.0%21.2%52.4482.1%8.8%
40Δ61.32139.6%18.2%53.5782.5%7.7%
45Δ59.14138.7%15.5%54.6983.0%6.7%
50Δ57.26143.1%13.6%55.6278.5%5.6%
55Δ55.50156.5%12.8%56.4872.1%4.4%
60Δ53.45166.9%11.5%57.3465.7%3.3%
65Δ51.12179.5%10.3%58.3965.1%2.7%
70Δ48.52191.4%9.0%59.4865.9%2.2%
75Δ45.22216.6%8.2%60.4364.1%1.7%
80Δ40.89255.4%7.5%61.2659.9%1.2%

20Δ

Calls
Pseudo strike
73.35
IV
145.8%
B/E move
36.2%
Puts
Pseudo strike
48.10
IV
91.3%
B/E move
14.7%

25Δ

Calls
Pseudo strike
67.40
IV
128.7%
B/E move
25.9%
Puts
Pseudo strike
49.75
IV
88.0%
B/E move
12.4%

30Δ

Calls
Pseudo strike
65.59
IV
135.6%
B/E move
23.7%
Puts
Pseudo strike
51.12
IV
85.0%
B/E move
10.5%

35Δ

Calls
Pseudo strike
63.58
IV
140.0%
B/E move
21.2%
Puts
Pseudo strike
52.44
IV
82.1%
B/E move
8.8%

40Δ

Calls
Pseudo strike
61.32
IV
139.6%
B/E move
18.2%
Puts
Pseudo strike
53.57
IV
82.5%
B/E move
7.7%

45Δ

Calls
Pseudo strike
59.14
IV
138.7%
B/E move
15.5%
Puts
Pseudo strike
54.69
IV
83.0%
B/E move
6.7%

50Δ

Calls
Pseudo strike
57.26
IV
143.1%
B/E move
13.6%
Puts
Pseudo strike
55.62
IV
78.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
55.50
IV
156.5%
B/E move
12.8%
Puts
Pseudo strike
56.48
IV
72.1%
B/E move
4.4%

60Δ

Calls
Pseudo strike
53.45
IV
166.9%
B/E move
11.5%
Puts
Pseudo strike
57.34
IV
65.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
51.12
IV
179.5%
B/E move
10.3%
Puts
Pseudo strike
58.39
IV
65.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
48.52
IV
191.4%
B/E move
9.0%
Puts
Pseudo strike
59.48
IV
65.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
45.22
IV
216.6%
B/E move
8.2%
Puts
Pseudo strike
60.43
IV
64.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
40.89
IV
255.4%
B/E move
7.5%
Puts
Pseudo strike
61.26
IV
59.9%
B/E move
1.2%

Options history

IV · four-Friday blend55.63%
Daily close
BJRI42.1%54.7%67.3%2026-08-10: 47.58%2026-08-11: 47.15%2026-08-12: 45.49%2026-08-13: 43.84%2026-08-14: 45.50%2026-08-17: 49.41%2026-08-18: 51.22%2026-08-19: 54.25%2026-08-20: 58.06%2026-08-21: 45.53%2026-08-24: 47.50%2026-08-25: 47.17%2026-08-26: 47.30%2026-08-27: 47.00%2026-08-28: 47.54%2026-08-31: 46.64%2026-09-01: 47.44%2026-09-02: 48.05%2026-09-03: 48.26%2026-09-04: 47.48%2026-09-08: 52.84%2026-09-09: 51.25%2026-09-10: 50.03%2026-09-11: 50.97%2026-09-14: 49.18%2026-09-15: 57.16%2026-09-16: 58.78%2026-09-17: 63.93%2026-09-18: 49.30%2026-09-21: 50.12%2026-09-22: 50.11%2026-09-23: 50.30%2026-09-24: 49.09%2026-09-25: 48.62%2026-09-28: 50.73%2026-09-29: 50.06%2026-09-30: 50.73%2026-10-01: 51.38%2026-10-02: 50.66%2026-10-05: 55.05%2026-10-06: 49.26%2026-10-07: 49.77%2026-10-08: 53.49%2026-10-09: 51.00%2026-10-12: 55.97%2026-10-13: 56.55%2026-10-14: 59.11%2026-10-15: 65.54%2026-10-16: 51.02%2026-10-19: 50.46%2026-10-20: 51.56%2026-10-21: 50.36%2026-10-22: 51.32%2026-10-23: 53.13%2026-10-26: 52.99%2026-10-27: 52.77%2026-10-28: 55.85%2026-10-29: 54.55%2026-10-30: 55.63%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
47.58%
47.15%
45.49%
43.84%
45.50%
49.41%
51.22%
54.25%
58.06%
45.53%
47.50%
47.17%
47.30%
47.00%
47.54%
46.64%
47.44%
48.05%
48.26%
47.48%
52.84%
51.25%
50.03%
50.97%
49.18%
57.16%
58.78%
63.93%
49.30%
50.12%
50.11%
50.30%
49.09%
48.62%
50.73%
50.06%
50.73%
51.38%
50.66%
55.05%
49.26%
49.77%
53.49%
51.00%
55.97%
56.55%
59.11%
65.54%
51.02%
50.46%
51.56%
50.36%
51.32%
53.13%
52.99%
52.77%
55.85%
54.55%
55.63%