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Jacobs Solutions Inc. J

i

Market dataready · fetched 2026-11-11T13:59:09.831Z

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 · 2026-11-11T00:00:00.002486035Z

FundamentalsSEC EDGAR · ready · as of 2026-06-26 · fetched 2026-11-11T13:59:09.199807+00:00

Share price$157.11
1D+0.5%
AH$155.18$155.91$156.64$157.36$158.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJ
Sold putSold callAH

Jacobs Solutions Inc. options

Live interpolated J call and put midpoint premiums by absolute delta.Jacobs Solutions Inc.$0.91$2.79$4.67$6.55$8.43$135.49$146.62$157.75$168.88$180.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive J spot · $157.11J PRICE$1.11$1.40$1.75$2.10$2.49$3.02$3.55$4.09$4.62$5.31$6.06$6.81$7.56$1.37$1.67$1.91$2.15$2.50$3.07$3.64$4.21$4.77$5.50$6.30$7.09$7.89
PutsCheap0.52×
CallsCheap0.49×
SkewNeutral-0.12 pp
Implied moveBalanced±$7.19
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.8641.3%6.9%147.7447.9%6.8%
25Δ164.3438.4%5.5%150.3444.2%5.4%
30Δ162.8137.7%4.7%152.1040.3%4.4%
35Δ161.2836.9%4.0%153.8636.4%3.4%
40Δ159.8236.3%3.3%155.3833.9%2.7%
45Δ158.6836.2%2.9%156.4534.0%2.4%
50Δ157.5536.1%2.5%157.5234.1%2.1%
55Δ156.4136.0%2.2%158.6034.2%1.7%
60Δ155.2835.9%1.8%159.6734.3%1.4%
65Δ154.1335.3%1.5%160.8033.8%1.2%
70Δ152.9834.5%1.2%161.9533.0%0.9%
75Δ151.8333.7%1.0%163.1032.3%0.7%
80Δ150.6832.9%0.7%164.2631.5%0.5%

20Δ

Calls
Pseudo strike
166.86
IV
41.3%
B/E move
6.9%
Puts
Pseudo strike
147.74
IV
47.9%
B/E move
6.8%

25Δ

Calls
Pseudo strike
164.34
IV
38.4%
B/E move
5.5%
Puts
Pseudo strike
150.34
IV
44.2%
B/E move
5.4%

30Δ

Calls
Pseudo strike
162.81
IV
37.7%
B/E move
4.7%
Puts
Pseudo strike
152.10
IV
40.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
161.28
IV
36.9%
B/E move
4.0%
Puts
Pseudo strike
153.86
IV
36.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
159.82
IV
36.3%
B/E move
3.3%
Puts
Pseudo strike
155.38
IV
33.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
158.68
IV
36.2%
B/E move
2.9%
Puts
Pseudo strike
156.45
IV
34.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
157.55
IV
36.1%
B/E move
2.5%
Puts
Pseudo strike
157.52
IV
34.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
156.41
IV
36.0%
B/E move
2.2%
Puts
Pseudo strike
158.60
IV
34.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
155.28
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
159.67
IV
34.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
154.13
IV
35.3%
B/E move
1.5%
Puts
Pseudo strike
160.80
IV
33.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
152.98
IV
34.5%
B/E move
1.2%
Puts
Pseudo strike
161.95
IV
33.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
151.83
IV
33.7%
B/E move
1.0%
Puts
Pseudo strike
163.10
IV
32.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
150.68
IV
32.9%
B/E move
0.7%
Puts
Pseudo strike
164.26
IV
31.5%
B/E move
0.5%

Options history

IV · four-Friday blend29.17%
Daily close
J26.7%30.4%34.0%2026-08-13: 29.80%2026-08-14: 29.75%2026-08-17: 28.59%2026-08-18: 28.00%2026-08-21: 28.64%2026-08-24: 28.62%2026-08-25: 27.78%2026-08-26: 28.63%2026-08-27: 28.54%2026-08-28: 27.67%2026-08-31: 27.22%2026-09-01: 27.42%2026-09-02: 27.41%2026-09-03: 27.78%2026-09-04: 27.60%2026-09-08: 29.90%2026-09-09: 29.83%2026-09-10: 29.61%2026-09-11: 29.69%2026-09-14: 29.95%2026-09-15: 30.08%2026-09-16: 33.44%2026-09-18: 27.48%2026-09-21: 27.43%2026-09-22: 28.06%2026-09-23: 28.81%2026-09-24: 28.60%2026-09-25: 28.20%2026-09-28: 29.23%2026-09-29: 30.16%2026-09-30: 30.15%2026-10-01: 29.47%2026-10-02: 28.69%2026-10-05: 29.01%2026-10-06: 28.31%2026-10-07: 29.37%2026-10-08: 29.99%2026-10-09: 29.63%2026-10-12: 29.83%2026-10-13: 32.06%2026-10-14: 33.49%2026-10-16: 29.50%2026-10-19: 30.68%2026-10-20: 30.44%2026-10-21: 30.07%2026-10-22: 30.90%2026-10-23: 30.52%2026-10-26: 30.54%2026-10-27: 29.87%2026-10-28: 28.86%2026-10-29: 29.47%2026-10-30: 29.17%Aug 13Sep 23Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
29.80%
29.75%
28.59%
28.00%
28.64%
28.62%
27.78%
28.63%
28.54%
27.67%
27.22%
27.42%
27.41%
27.78%
27.60%
29.90%
29.83%
29.61%
29.69%
29.95%
30.08%
33.44%
27.48%
27.43%
28.06%
28.81%
28.60%
28.20%
29.23%
30.16%
30.15%
29.47%
28.69%
29.01%
28.31%
29.37%
29.99%
29.63%
29.83%
32.06%
33.49%
29.50%
30.68%
30.44%
30.07%
30.90%
30.52%
30.54%
29.87%
28.86%
29.47%
29.17%