Restaurant Brands International Inc. QSR
i
Market dataready · fetched 2026-11-04T00:49:32.077Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-04T00:00:00.003726471Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:49:31.571733+00:00
Restaurant Brands International Inc. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.31 | 26.0% | 6.0% | 70.52 | 30.3% | 5.9% |
| 25Δ | 77.41 | 25.7% | 5.0% | 71.31 | 29.8% | 5.0% |
| 30Δ | 76.83 | 25.5% | 4.4% | 72.10 | 29.3% | 4.2% |
| 35Δ | 76.24 | 25.4% | 3.9% | 72.79 | 28.9% | 3.6% |
| 40Δ | 75.66 | 25.3% | 3.4% | 73.38 | 28.6% | 3.1% |
| 45Δ | 75.07 | 25.1% | 2.8% | 73.97 | 28.3% | 2.7% |
| 50Δ | 74.54 | 25.2% | 2.5% | 74.56 | 28.0% | 2.2% |
| 55Δ | 74.01 | 25.3% | 2.2% | 75.18 | 28.0% | 1.8% |
| 60Δ | 73.48 | 25.5% | 1.9% | 75.88 | 28.9% | 1.5% |
| 65Δ | 72.96 | 25.6% | 1.6% | 76.58 | 29.8% | 1.3% |
| 70Δ | 72.43 | 25.5% | 1.3% | 77.28 | 30.7% | 1.0% |
| 75Δ | 71.88 | 24.4% | 1.1% | 78.30 | 32.0% | 0.8% |
| 80Δ | 71.34 | 23.2% | 0.8% | 79.44 | 33.6% | 0.6% |
20Δ
- Pseudo strike
- 78.31
- IV
- 26.0%
- B/E move
- 6.0%
- Pseudo strike
- 70.52
- IV
- 30.3%
- B/E move
- 5.9%
25Δ
- Pseudo strike
- 77.41
- IV
- 25.7%
- B/E move
- 5.0%
- Pseudo strike
- 71.31
- IV
- 29.8%
- B/E move
- 5.0%
30Δ
- Pseudo strike
- 76.83
- IV
- 25.5%
- B/E move
- 4.4%
- Pseudo strike
- 72.10
- IV
- 29.3%
- B/E move
- 4.2%
35Δ
- Pseudo strike
- 76.24
- IV
- 25.4%
- B/E move
- 3.9%
- Pseudo strike
- 72.79
- IV
- 28.9%
- B/E move
- 3.6%
40Δ
- Pseudo strike
- 75.66
- IV
- 25.3%
- B/E move
- 3.4%
- Pseudo strike
- 73.38
- IV
- 28.6%
- B/E move
- 3.1%
45Δ
- Pseudo strike
- 75.07
- IV
- 25.1%
- B/E move
- 2.8%
- Pseudo strike
- 73.97
- IV
- 28.3%
- B/E move
- 2.7%
50Δ
- Pseudo strike
- 74.54
- IV
- 25.2%
- B/E move
- 2.5%
- Pseudo strike
- 74.56
- IV
- 28.0%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 74.01
- IV
- 25.3%
- B/E move
- 2.2%
- Pseudo strike
- 75.18
- IV
- 28.0%
- B/E move
- 1.8%
60Δ
- Pseudo strike
- 73.48
- IV
- 25.5%
- B/E move
- 1.9%
- Pseudo strike
- 75.88
- IV
- 28.9%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 72.96
- IV
- 25.6%
- B/E move
- 1.6%
- Pseudo strike
- 76.58
- IV
- 29.8%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 72.43
- IV
- 25.5%
- B/E move
- 1.3%
- Pseudo strike
- 77.28
- IV
- 30.7%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 71.88
- IV
- 24.4%
- B/E move
- 1.1%
- Pseudo strike
- 78.30
- IV
- 32.0%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 71.34
- IV
- 23.2%
- B/E move
- 0.8%
- Pseudo strike
- 79.44
- IV
- 33.6%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 25.19% | |
| 25.22% | |
| 25.47% | |
| 25.66% | |
| 26.68% | |
| 26.61% | |
| 26.37% | |
| 27.47% | |
| 23.87% | |
| 25.12% |
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