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JAKKS Pacific, Inc. Common Stock JAKK

i

Market dataready · fetched 2026-11-13T09:12:39.915Z

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 · 2026-11-12T21:00:09.115838464Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T09:12:39.960632+00:00

Share price$36.12
1D-0.1%
AH$35.77$36.00$36.24$36.47$36.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJAKK
Sold putSold callAH

JAKKS Pacific, Inc. Common Stock options

Live interpolated JAKK call and put midpoint premiums by absolute delta.JAKKS Pacific, Inc. Common Stock$0.21$1.33$2.46$3.59$4.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEJAKK PRICE$0.41$0.54$0.67$0.80$0.93$1.06$1.19$1.32$1.44$1.57$1.95$3.17$4.39$0.33$0.41$0.49
Puts——
CallsCheap0.72×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.9649.2%9.0%32.9861.1%9.6%
25Δ38.5549.4%8.2%33.9355.5%7.2%
30Δ38.1549.5%7.5%34.8849.9%4.8%
35Δ37.7449.7%6.7%
40Δ37.3449.9%5.9%
45Δ36.9350.1%5.2%
50Δ36.5350.2%4.4%
55Δ36.1250.4%3.7%
60Δ35.7250.6%2.9%
65Δ35.3150.8%2.1%
70Δ34.7254.8%1.5%
75Δ33.4572.3%1.4%
80Δ32.1889.8%1.3%

20Δ

Calls
Pseudo strike
38.96
IV
49.2%
B/E move
9.0%
Puts
Pseudo strike
32.98
IV
61.1%
B/E move
9.6%

25Δ

Calls
Pseudo strike
38.55
IV
49.4%
B/E move
8.2%
Puts
Pseudo strike
33.93
IV
55.5%
B/E move
7.2%

30Δ

Calls
Pseudo strike
38.15
IV
49.5%
B/E move
7.5%
Puts
Pseudo strike
34.88
IV
49.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
37.74
IV
49.7%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
37.34
IV
49.9%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.93
IV
50.1%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.53
IV
50.2%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
36.12
IV
50.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
35.72
IV
50.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.31
IV
50.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.72
IV
54.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.45
IV
72.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.18
IV
89.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.14%
Daily close
JAKK41.3%68.5%95.8%2026-08-21: 45.01%2026-08-26: 46.23%2026-08-27: 53.21%2026-08-28: 49.19%2026-09-01: 49.34%2026-09-02: 52.52%2026-09-03: 52.75%2026-09-04: 47.21%2026-09-08: 55.83%2026-09-09: 53.85%2026-09-11: 53.56%2026-09-14: 65.55%2026-09-15: 68.48%2026-09-16: 92.01%2026-09-17: 76.74%2026-09-18: 47.47%2026-09-21: 48.56%2026-09-22: 45.96%2026-09-23: 46.18%2026-09-24: 51.44%2026-09-25: 50.86%2026-09-30: 53.92%2026-10-16: 54.74%2026-10-19: 51.03%2026-10-20: 50.77%2026-10-21: 52.50%2026-10-22: 53.71%2026-10-23: 47.02%2026-10-28: 46.14%Aug 21Sep 17Oct 28
29 observations2026-08-21 — 2026-10-28
Table
DateIV (%)
45.01%
46.23%
53.21%
49.19%
49.34%
52.52%
52.75%
47.21%
55.83%
53.85%
53.56%
65.55%
68.48%
92.01%
76.74%
47.47%
48.56%
45.96%
46.18%
51.44%
50.86%
53.92%
54.74%
51.03%
50.77%
52.50%
53.71%
47.02%
46.14%