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JFrog Ltd. Ordinary Shares FROG

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Market datapartial · fetched 2026-10-22T19:24:09.920Z

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 · 2026-10-22T19:24:05.734622387Z

FundamentalsAlpha Vantage · unavailable

Share price$94.01
1D-3.0%
$92$93$95$96$975:30 AM6:30 AM9:00 AM1:00 PMFROG
Sold putSold call

JFrog Ltd. Ordinary Shares options

Live interpolated FROG call and put midpoint premiums by absolute delta.JFrog Ltd. Ordinary Shares$1.44$8.89$16.35$23.81$31.27$64.86$79.08$93.30$107.52$121.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FROG spot · $94.01FROG PRICE$2.24$2.99$3.74$4.67$5.62$6.58$7.67$8.92$10.31$11.76$13.71$15.28$17.14$3.09$4.07$5.20$6.42$7.79$9.27$11.02$12.95$15.13$17.60$20.58$24.68$29.12
PutsExpensive1.20×
CallsExpensive1.13×
SkewBearish+5.36 pp
Implied moveBearish±$18.69
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.5284.1%28.5%78.4291.2%19.9%
25Δ114.0384.6%24.5%82.0590.1%17.1%
30Δ109.6783.3%20.6%85.2789.6%14.8%
35Δ106.3684.4%18.1%88.3588.9%12.9%
40Δ103.1184.4%15.7%91.3288.5%11.1%
45Δ99.9083.8%13.3%94.2788.0%9.6%
50Δ96.9483.3%11.3%97.2888.3%8.2%
55Δ94.1583.8%9.6%100.3888.3%7.0%
60Δ91.3184.1%8.1%103.6388.2%5.9%
65Δ88.5683.8%6.7%107.1088.1%4.8%
70Δ85.5185.8%5.5%110.9888.7%3.8%
75Δ82.7383.5%4.3%115.8790.8%3.0%
80Δ79.8281.3%3.1%121.1091.2%2.2%

20Δ

Calls
Pseudo strike
118.52
IV
84.1%
B/E move
28.5%
Puts
Pseudo strike
78.42
IV
91.2%
B/E move
19.9%

25Δ

Calls
Pseudo strike
114.03
IV
84.6%
B/E move
24.5%
Puts
Pseudo strike
82.05
IV
90.1%
B/E move
17.1%

30Δ

Calls
Pseudo strike
109.67
IV
83.3%
B/E move
20.6%
Puts
Pseudo strike
85.27
IV
89.6%
B/E move
14.8%

35Δ

Calls
Pseudo strike
106.36
IV
84.4%
B/E move
18.1%
Puts
Pseudo strike
88.35
IV
88.9%
B/E move
12.9%

40Δ

Calls
Pseudo strike
103.11
IV
84.4%
B/E move
15.7%
Puts
Pseudo strike
91.32
IV
88.5%
B/E move
11.1%

45Δ

Calls
Pseudo strike
99.90
IV
83.8%
B/E move
13.3%
Puts
Pseudo strike
94.27
IV
88.0%
B/E move
9.6%

50Δ

Calls
Pseudo strike
96.94
IV
83.3%
B/E move
11.3%
Puts
Pseudo strike
97.28
IV
88.3%
B/E move
8.2%

55Δ

Calls
Pseudo strike
94.15
IV
83.8%
B/E move
9.6%
Puts
Pseudo strike
100.38
IV
88.3%
B/E move
7.0%

60Δ

Calls
Pseudo strike
91.31
IV
84.1%
B/E move
8.1%
Puts
Pseudo strike
103.63
IV
88.2%
B/E move
5.9%

65Δ

Calls
Pseudo strike
88.56
IV
83.8%
B/E move
6.7%
Puts
Pseudo strike
107.10
IV
88.1%
B/E move
4.8%

70Δ

Calls
Pseudo strike
85.51
IV
85.8%
B/E move
5.5%
Puts
Pseudo strike
110.98
IV
88.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
82.73
IV
83.5%
B/E move
4.3%
Puts
Pseudo strike
115.87
IV
90.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
79.82
IV
81.3%
B/E move
3.1%
Puts
Pseudo strike
121.10
IV
91.2%
B/E move
2.2%

Options history

No recorded observations