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JFrog Ltd. Ordinary Shares FROG

i

Market dataready · fetched 2026-11-12T01:02:40.496Z

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 · 2026-11-12T00:33:51.695537091Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:02:39.939905+00:00

Share price$109.18
1D+2.1%
AH$107$109$110$112$1135:30 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$0.89$3.81$6.74$9.66$12.59$66.05$87.26$108.48$129.69$150.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FROG spot · $109.18FROG PRICE$1.20$1.74$2.28$2.82$3.27$3.71$4.22$5.38$6.54$7.70$8.88$10.06$11.74$1.41$2.00$2.59$3.18$3.79$4.40$5.01$5.95$6.91$7.87$9.00$10.20$11.40
PutsCheap0.56×
CallsCheap0.37×
SkewBullish-3.24 pp
Implied moveBearish±$9.24
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.5163.7%10.6%100.3269.0%9.4%
25Δ118.0367.2%9.7%101.9570.7%8.5%
30Δ116.5670.7%8.8%103.5872.4%7.5%
35Δ115.0874.2%8.0%105.2073.6%6.6%
40Δ113.3471.2%6.8%106.7771.9%5.7%
45Δ111.5867.9%5.6%108.3470.1%4.8%
50Δ109.8365.3%4.5%109.9168.4%3.9%
55Δ108.2269.9%4.0%111.4668.2%3.4%
60Δ106.6174.4%3.6%113.0068.0%2.8%
65Δ104.9978.9%3.2%114.5567.9%2.3%
70Δ103.1878.0%2.6%116.1866.7%1.8%
75Δ101.3777.1%2.1%117.8465.1%1.4%
80Δ99.1479.2%1.6%119.5163.5%1.0%

20Δ

Calls
Pseudo strike
119.51
IV
63.7%
B/E move
10.6%
Puts
Pseudo strike
100.32
IV
69.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
118.03
IV
67.2%
B/E move
9.7%
Puts
Pseudo strike
101.95
IV
70.7%
B/E move
8.5%

30Δ

Calls
Pseudo strike
116.56
IV
70.7%
B/E move
8.8%
Puts
Pseudo strike
103.58
IV
72.4%
B/E move
7.5%

35Δ

Calls
Pseudo strike
115.08
IV
74.2%
B/E move
8.0%
Puts
Pseudo strike
105.20
IV
73.6%
B/E move
6.6%

40Δ

Calls
Pseudo strike
113.34
IV
71.2%
B/E move
6.8%
Puts
Pseudo strike
106.77
IV
71.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
111.58
IV
67.9%
B/E move
5.6%
Puts
Pseudo strike
108.34
IV
70.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
109.83
IV
65.3%
B/E move
4.5%
Puts
Pseudo strike
109.91
IV
68.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
108.22
IV
69.9%
B/E move
4.0%
Puts
Pseudo strike
111.46
IV
68.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
106.61
IV
74.4%
B/E move
3.6%
Puts
Pseudo strike
113.00
IV
68.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
104.99
IV
78.9%
B/E move
3.2%
Puts
Pseudo strike
114.55
IV
67.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
103.18
IV
78.0%
B/E move
2.6%
Puts
Pseudo strike
116.18
IV
66.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
101.37
IV
77.1%
B/E move
2.1%
Puts
Pseudo strike
117.84
IV
65.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
99.14
IV
79.2%
B/E move
1.6%
Puts
Pseudo strike
119.51
IV
63.5%
B/E move
1.0%

Options history

IV · four-Friday blend81.67%
Daily EOD
FROG75.1%78.6%82.2%2026-10-19: 75.94%2026-10-20: 75.63%2026-10-21: 75.57%2026-10-22: 75.86%2026-10-23: 76.09%2026-10-26: 78.17%2026-10-27: 78.89%2026-10-28: 78.43%2026-10-29: 79.39%2026-10-30: 81.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.94%
75.63%
75.57%
75.86%
76.09%
78.17%
78.89%
78.43%
79.39%
81.67%