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The Marzetti Company Common Stock MZTI

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-07T01:12:38.811Z

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 · 2026-11-06T21:27:03.054577558Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:12:38.397386+00:00

Share price$104.93
1D-1.0%
AH$104.66$105.29$105.93$106.56$107.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMZTI
Sold putSold callAH

The Marzetti Company Common Stock options

Live interpolated MZTI call and put midpoint premiums by absolute delta.The Marzetti Company Common Stock$1.09$2.64$4.19$5.74$7.28$84.58$94.74$104.89$115.04$125.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MZTI spot · $104.93MZTI PRICE$2.16$2.50$2.02$2.24$2.45$2.67$3.12$3.70$4.28$4.86$5.43$6.23$1.78$1.26$1.53$1.79$2.06$2.33$2.70$3.27$3.85$4.42$5.00$5.57$6.84
PutsCheap0.45×
Calls——
Skew——
Implied moveBalanced±$5.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.13103.2%23.2%94.4770.7%11.7%
25Δ119.9889.3%16.7%100.0439.8%5.9%
30Δ101.1137.9%5.1%
35Δ109.3144.5%6.1%102.1836.0%4.3%
40Δ108.0341.1%5.1%103.2434.1%3.6%
45Δ106.7437.7%4.1%104.3132.3%2.8%
50Δ105.4634.3%3.1%105.3131.0%2.2%
55Δ104.4133.0%2.5%106.1931.0%1.9%
60Δ103.4932.9%2.2%107.0731.0%1.6%
65Δ102.5832.9%1.8%107.9630.9%1.3%
70Δ101.6632.8%1.5%108.8430.9%1.0%
75Δ100.7432.7%1.2%109.7230.9%0.7%
80Δ99.6333.0%0.9%111.2231.7%0.5%

20Δ

Calls
Pseudo strike
127.13
IV
103.2%
B/E move
23.2%
Puts
Pseudo strike
94.47
IV
70.7%
B/E move
11.7%

25Δ

Calls
Pseudo strike
119.98
IV
89.3%
B/E move
16.7%
Puts
Pseudo strike
100.04
IV
39.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.11
IV
37.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
109.31
IV
44.5%
B/E move
6.1%
Puts
Pseudo strike
102.18
IV
36.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
108.03
IV
41.1%
B/E move
5.1%
Puts
Pseudo strike
103.24
IV
34.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
106.74
IV
37.7%
B/E move
4.1%
Puts
Pseudo strike
104.31
IV
32.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
105.46
IV
34.3%
B/E move
3.1%
Puts
Pseudo strike
105.31
IV
31.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
104.41
IV
33.0%
B/E move
2.5%
Puts
Pseudo strike
106.19
IV
31.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
103.49
IV
32.9%
B/E move
2.2%
Puts
Pseudo strike
107.07
IV
31.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
102.58
IV
32.9%
B/E move
1.8%
Puts
Pseudo strike
107.96
IV
30.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
101.66
IV
32.8%
B/E move
1.5%
Puts
Pseudo strike
108.84
IV
30.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
100.74
IV
32.7%
B/E move
1.2%
Puts
Pseudo strike
109.72
IV
30.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
99.63
IV
33.0%
B/E move
0.9%
Puts
Pseudo strike
111.22
IV
31.7%
B/E move
0.5%

Options history

IV · four-Friday blend35.41%
Daily EOD
MZTI32.3%34.0%35.6%2026-10-19: 33.44%2026-10-20: 32.66%2026-10-21: 32.67%2026-10-22: 32.51%2026-10-23: 33.39%2026-10-26: 33.82%2026-10-27: 33.82%2026-10-28: 33.13%2026-10-29: 33.85%2026-10-30: 35.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.44%
32.66%
32.67%
32.51%
33.39%
33.82%
33.82%
33.13%
33.85%
35.41%