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The Marzetti Company Common Stock MZTI

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-07T07:31:24.648Z

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 2026-11-07T07:31:23.092080+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$2.63$4.16$5.69$7.22$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$2.46$2.67$3.13$3.71$4.29$4.87$5.45$6.28$1.78$1.26$1.53$1.79$2.06$2.32$2.69$3.26$3.84$4.41$4.98$5.55$6.78
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
20Δ127.13104.2%23.2%94.4671.4%11.7%
25Δ119.9890.2%16.7%100.0440.2%5.9%
30Δ101.1038.5%5.1%
35Δ109.3045.1%6.1%102.1736.7%4.3%
40Δ108.0241.9%5.1%103.2335.0%3.6%
45Δ106.7338.7%4.1%104.2933.3%2.8%
50Δ105.4435.5%3.0%105.3032.1%2.2%
55Δ104.4034.3%2.5%106.1732.1%1.9%
60Δ103.4834.3%2.2%107.0532.0%1.6%
65Δ102.5634.2%1.8%107.9332.0%1.3%
70Δ101.6434.1%1.5%108.8132.0%1.0%
75Δ100.7234.1%1.2%109.6931.9%0.8%
80Δ99.5834.5%0.9%111.1532.6%0.5%

20Δ

Calls
Pseudo strike
127.13
IV
104.2%
B/E move
23.2%
Puts
Pseudo strike
94.46
IV
71.4%
B/E move
11.7%

25Δ

Calls
Pseudo strike
119.98
IV
90.2%
B/E move
16.7%
Puts
Pseudo strike
100.04
IV
40.2%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.10
IV
38.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
109.30
IV
45.1%
B/E move
6.1%
Puts
Pseudo strike
102.17
IV
36.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
108.02
IV
41.9%
B/E move
5.1%
Puts
Pseudo strike
103.23
IV
35.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
106.73
IV
38.7%
B/E move
4.1%
Puts
Pseudo strike
104.29
IV
33.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
105.44
IV
35.5%
B/E move
3.0%
Puts
Pseudo strike
105.30
IV
32.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
104.40
IV
34.3%
B/E move
2.5%
Puts
Pseudo strike
106.17
IV
32.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
103.48
IV
34.3%
B/E move
2.2%
Puts
Pseudo strike
107.05
IV
32.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
102.56
IV
34.2%
B/E move
1.8%
Puts
Pseudo strike
107.93
IV
32.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
101.64
IV
34.1%
B/E move
1.5%
Puts
Pseudo strike
108.81
IV
32.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
100.72
IV
34.1%
B/E move
1.2%
Puts
Pseudo strike
109.69
IV
31.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
99.58
IV
34.5%
B/E move
0.9%
Puts
Pseudo strike
111.15
IV
32.6%
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%