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Jack In The Box Inc. Common Stock JACK

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Market datapartial · fetched 2026-10-22T21:10:06.016Z

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 · 2026-10-22T21:04:59.916200847Z

FundamentalsAlpha Vantage · unavailable

Share price$11.42
1D+4.3%
AH$10.91$11.05$11.19$11.32$11.465:30 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$0.11$1.53$2.94$4.35$5.76$8.16$9.79$11.42$13.05$14.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JACK spot · $11.42JACK PRICE$0.27$0.33$0.39$0.45$0.59$0.73$0.86$1.00$1.14$1.28$1.42$1.56$1.70$0.27$0.43$0.60$0.78$0.95$1.12$1.30$1.47$1.65$2.22$2.86$3.51$5.36
PutsExpensive1.32×
CallsExpensive1.06×
SkewBearish+14.28 pp
Implied moveBearish±$2.16
TiltBearish31.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.5583.7%29.7%9.8968.2%15.7%
25Δ13.8777.6%24.3%10.2768.2%13.8%
30Δ13.1971.4%18.9%10.5869.9%12.6%
35Δ12.5165.3%13.5%10.8971.6%11.4%
40Δ12.2365.0%12.2%11.2173.3%10.2%
45Δ11.9564.9%11.0%11.5275.0%9.0%
50Δ11.6764.7%9.8%11.8376.7%7.8%
55Δ11.3964.6%8.6%12.1478.4%6.6%
60Δ11.1264.4%7.3%12.4580.1%5.4%
65Δ10.8464.3%6.1%13.1286.1%4.6%
70Δ10.5664.1%4.9%13.8492.9%3.9%
75Δ10.2864.0%3.7%14.5699.6%3.2%
80Δ10.0163.8%2.5%16.46123.8%2.8%

20Δ

Calls
Pseudo strike
14.55
IV
83.7%
B/E move
29.7%
Puts
Pseudo strike
9.89
IV
68.2%
B/E move
15.7%

25Δ

Calls
Pseudo strike
13.87
IV
77.6%
B/E move
24.3%
Puts
Pseudo strike
10.27
IV
68.2%
B/E move
13.8%

30Δ

Calls
Pseudo strike
13.19
IV
71.4%
B/E move
18.9%
Puts
Pseudo strike
10.58
IV
69.9%
B/E move
12.6%

35Δ

Calls
Pseudo strike
12.51
IV
65.3%
B/E move
13.5%
Puts
Pseudo strike
10.89
IV
71.6%
B/E move
11.4%

40Δ

Calls
Pseudo strike
12.23
IV
65.0%
B/E move
12.2%
Puts
Pseudo strike
11.21
IV
73.3%
B/E move
10.2%

45Δ

Calls
Pseudo strike
11.95
IV
64.9%
B/E move
11.0%
Puts
Pseudo strike
11.52
IV
75.0%
B/E move
9.0%

50Δ

Calls
Pseudo strike
11.67
IV
64.7%
B/E move
9.8%
Puts
Pseudo strike
11.83
IV
76.7%
B/E move
7.8%

55Δ

Calls
Pseudo strike
11.39
IV
64.6%
B/E move
8.6%
Puts
Pseudo strike
12.14
IV
78.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
11.12
IV
64.4%
B/E move
7.3%
Puts
Pseudo strike
12.45
IV
80.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
10.84
IV
64.3%
B/E move
6.1%
Puts
Pseudo strike
13.12
IV
86.1%
B/E move
4.6%

70Δ

Calls
Pseudo strike
10.56
IV
64.1%
B/E move
4.9%
Puts
Pseudo strike
13.84
IV
92.9%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.28
IV
64.0%
B/E move
3.7%
Puts
Pseudo strike
14.56
IV
99.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
10.01
IV
63.8%
B/E move
2.5%
Puts
Pseudo strike
16.46
IV
123.8%
B/E move
2.8%

Options history

No recorded observations