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Jack In The Box Inc. Common Stock JACK

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-11T14:03:22.904Z

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 · 2026-11-10T21:00:30.507301726Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:03:22.155402+00:00

Share price$14.68
1D+0.2%
AH$14.41$14.51$14.60$14.70$14.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJACK
Sold putSold callAH

Jack In The Box Inc. Common Stock options

Live interpolated JACK call and put midpoint premiums by absolute delta.Jack In The Box Inc. Common Stock$0.12$0.83$1.53$2.23$2.93$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEJACK PRICE$0.20$0.26$0.31$0.37$0.43$0.26$0.34$0.42$0.50$0.58$0.66$0.74$0.82$1.20$1.58$1.96$2.35$2.73
PutsExpensive1.39×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7375.7%15.3%13.0581.2%12.9%
25Δ16.3773.8%13.3%13.3379.8%11.5%
30Δ16.0171.8%11.2%13.6078.3%10.2%
35Δ15.6669.9%9.2%13.8876.9%8.8%
40Δ15.3067.9%7.1%14.1675.5%7.5%
45Δ14.4474.1%6.2%
50Δ14.7272.6%4.8%
55Δ14.9971.2%3.5%
60Δ15.4377.0%3.1%
65Δ15.8783.0%2.7%
70Δ16.3189.0%2.3%
75Δ16.7595.0%1.9%
80Δ17.19101.0%1.5%

20Δ

Calls
Pseudo strike
16.73
IV
75.7%
B/E move
15.3%
Puts
Pseudo strike
13.05
IV
81.2%
B/E move
12.9%

25Δ

Calls
Pseudo strike
16.37
IV
73.8%
B/E move
13.3%
Puts
Pseudo strike
13.33
IV
79.8%
B/E move
11.5%

30Δ

Calls
Pseudo strike
16.01
IV
71.8%
B/E move
11.2%
Puts
Pseudo strike
13.60
IV
78.3%
B/E move
10.2%

35Δ

Calls
Pseudo strike
15.66
IV
69.9%
B/E move
9.2%
Puts
Pseudo strike
13.88
IV
76.9%
B/E move
8.8%

40Δ

Calls
Pseudo strike
15.30
IV
67.9%
B/E move
7.1%
Puts
Pseudo strike
14.16
IV
75.5%
B/E move
7.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.44
IV
74.1%
B/E move
6.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.72
IV
72.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.99
IV
71.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.43
IV
77.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.87
IV
83.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.31
IV
89.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.75
IV
95.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.19
IV
101.0%
B/E move
1.5%

Options history

IV · four-Friday blend82.11%
Daily EOD
JACK68.3%75.7%83.1%2026-10-19: 71.81%2026-10-20: 69.37%2026-10-21: 69.49%2026-10-22: 71.51%2026-10-23: 72.72%2026-10-26: 71.25%2026-10-27: 73.25%2026-10-29: 72.05%2026-10-30: 82.11%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
71.81%
69.37%
69.49%
71.51%
72.72%
71.25%
73.25%
72.05%
82.11%