IntraAlpha
Create free account Start free

JFrog Ltd. Ordinary Shares FROG

i

Market datapartial · fetched 2026-10-22T22:00:57.063Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:15:33.43676513Z

FundamentalsAlpha Vantage · unavailable

Share price$93.23
1D-3.0%
AH$92$93$95$96$975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFROG
Sold putSold callAH

JFrog Ltd. Ordinary Shares options

Live interpolated FROG call and put midpoint premiums by absolute delta.JFrog Ltd. Ordinary Shares$1.54$7.69$13.85$20.00$26.15$65.51$79.62$93.72$107.83$121.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FROG spot · $93.23FROG PRICE$2.21$2.99$3.89$4.78$5.82$6.91$7.96$9.13$10.80$12.13$14.53$16.19$19.32$2.93$3.93$4.94$6.14$7.50$9.11$10.51$12.59$14.36$15.97$18.53$21.28$24.38
PutsExpensive1.15×
CallsExpensive1.20×
SkewBullish-3.77 pp
Implied moveBearish±$18.47
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.4283.8%28.3%78.1887.9%19.3%
25Δ112.9784.3%24.4%81.6087.7%16.7%
30Δ109.8488.0%22.0%84.7986.3%14.4%
35Δ106.1287.7%19.0%87.7186.2%12.5%
40Δ102.8088.5%16.5%90.5886.2%10.9%
45Δ99.6589.4%14.3%93.4587.3%9.5%
50Δ96.4587.9%12.0%96.2785.4%8.0%
55Δ93.4586.9%10.0%99.4086.8%6.9%
60Δ90.5589.7%8.7%102.2785.1%5.7%
65Δ87.6687.9%7.0%105.0282.1%4.5%
70Δ84.3693.1%6.1%108.4481.7%3.6%
75Δ81.3690.3%4.6%112.0080.8%2.7%
80Δ77.3194.6%3.6%115.8679.5%1.9%

20Δ

Calls
Pseudo strike
117.42
IV
83.8%
B/E move
28.3%
Puts
Pseudo strike
78.18
IV
87.9%
B/E move
19.3%

25Δ

Calls
Pseudo strike
112.97
IV
84.3%
B/E move
24.4%
Puts
Pseudo strike
81.60
IV
87.7%
B/E move
16.7%

30Δ

Calls
Pseudo strike
109.84
IV
88.0%
B/E move
22.0%
Puts
Pseudo strike
84.79
IV
86.3%
B/E move
14.4%

35Δ

Calls
Pseudo strike
106.12
IV
87.7%
B/E move
19.0%
Puts
Pseudo strike
87.71
IV
86.2%
B/E move
12.5%

40Δ

Calls
Pseudo strike
102.80
IV
88.5%
B/E move
16.5%
Puts
Pseudo strike
90.58
IV
86.2%
B/E move
10.9%

45Δ

Calls
Pseudo strike
99.65
IV
89.4%
B/E move
14.3%
Puts
Pseudo strike
93.45
IV
87.3%
B/E move
9.5%

50Δ

Calls
Pseudo strike
96.45
IV
87.9%
B/E move
12.0%
Puts
Pseudo strike
96.27
IV
85.4%
B/E move
8.0%

55Δ

Calls
Pseudo strike
93.45
IV
86.9%
B/E move
10.0%
Puts
Pseudo strike
99.40
IV
86.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
90.55
IV
89.7%
B/E move
8.7%
Puts
Pseudo strike
102.27
IV
85.1%
B/E move
5.7%

65Δ

Calls
Pseudo strike
87.66
IV
87.9%
B/E move
7.0%
Puts
Pseudo strike
105.02
IV
82.1%
B/E move
4.5%

70Δ

Calls
Pseudo strike
84.36
IV
93.1%
B/E move
6.1%
Puts
Pseudo strike
108.44
IV
81.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
81.36
IV
90.3%
B/E move
4.6%
Puts
Pseudo strike
112.00
IV
80.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
77.31
IV
94.6%
B/E move
3.6%
Puts
Pseudo strike
115.86
IV
79.5%
B/E move
1.9%

Options history

No recorded observations