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BJ's Restaurants, Inc. Common Stock BJRI

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-07T06:51:10.004Z

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 · 2026-11-06T21:00:02.100920378Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T06:51:08.235088+00:00

Share price$55.67
1D+1.2%
AH$55$56$57$59$605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBJRI
Sold putSold callAH

BJ's Restaurants, Inc. Common Stock options

Live interpolated BJRI call and put midpoint premiums by absolute delta.BJ's Restaurants, Inc. Common Stock$0.72$2.68$4.63$6.59$8.55$38.49$46.40$54.30$62.21$70.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BJRI spot · $55.67BJRI PRICE$1.03$1.24$1.48$1.77$2.10$2.42$2.64$2.86$3.44$4.24$5.10$6.28$7.98$0.93$1.13$1.34$1.62$1.89$2.19$2.53$2.87$3.20$3.73$4.26$4.80$5.94
PutsCheap0.44×
CallsCheap0.72×
SkewBullish-18.71 pp
Implied moveBullish±$5.17
TiltBullish7.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.0593.6%20.5%50.0474.1%11.8%
25Δ63.1184.3%15.6%51.4568.0%9.6%
30Δ61.1279.2%12.5%52.7262.9%7.7%
35Δ59.6076.8%10.2%53.6060.9%6.6%
40Δ58.4475.6%8.8%54.4859.0%5.5%
45Δ57.3273.7%7.3%55.3057.2%4.6%
50Δ56.3568.6%6.0%56.0255.7%3.9%
55Δ55.3763.5%4.6%56.7454.2%3.2%
60Δ54.3764.6%3.8%57.4552.8%2.5%
65Δ53.3569.7%3.4%58.2352.1%2.1%
70Δ52.2574.9%3.0%59.0051.5%1.7%
75Δ50.8280.5%2.6%59.7850.9%1.2%
80Δ48.9090.8%2.2%61.1053.3%0.9%

20Δ

Calls
Pseudo strike
66.05
IV
93.6%
B/E move
20.5%
Puts
Pseudo strike
50.04
IV
74.1%
B/E move
11.8%

25Δ

Calls
Pseudo strike
63.11
IV
84.3%
B/E move
15.6%
Puts
Pseudo strike
51.45
IV
68.0%
B/E move
9.6%

30Δ

Calls
Pseudo strike
61.12
IV
79.2%
B/E move
12.5%
Puts
Pseudo strike
52.72
IV
62.9%
B/E move
7.7%

35Δ

Calls
Pseudo strike
59.60
IV
76.8%
B/E move
10.2%
Puts
Pseudo strike
53.60
IV
60.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
58.44
IV
75.6%
B/E move
8.8%
Puts
Pseudo strike
54.48
IV
59.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
57.32
IV
73.7%
B/E move
7.3%
Puts
Pseudo strike
55.30
IV
57.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
56.35
IV
68.6%
B/E move
6.0%
Puts
Pseudo strike
56.02
IV
55.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
55.37
IV
63.5%
B/E move
4.6%
Puts
Pseudo strike
56.74
IV
54.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
54.37
IV
64.6%
B/E move
3.8%
Puts
Pseudo strike
57.45
IV
52.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
53.35
IV
69.7%
B/E move
3.4%
Puts
Pseudo strike
58.23
IV
52.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
52.25
IV
74.9%
B/E move
3.0%
Puts
Pseudo strike
59.00
IV
51.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
50.82
IV
80.5%
B/E move
2.6%
Puts
Pseudo strike
59.78
IV
50.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
48.90
IV
90.8%
B/E move
2.2%
Puts
Pseudo strike
61.10
IV
53.3%
B/E move
0.9%

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%