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Janus Living, Inc. JAN

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Market datapartial · fetched 2026-10-22T23:57:22.456Z

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 · 2026-10-22T23:00:00.00189931Z

FundamentalsAlpha Vantage · unavailable

Share price$28.64
1D+0.4%
AH$28.49$28.60$28.71$28.82$28.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJAN
Sold putSold callAH

Janus Living, Inc. options

Live interpolated JAN call and put midpoint premiums by absolute delta.Janus Living, Inc.$0.26$2.02$3.79$5.55$7.31$23.99$26.35$28.71$31.06$33.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAN spot · $28.64JAN PRICE$0.45$0.53$0.61$0.68$1.00$1.38$1.75$2.13$2.51$2.89$3.26$3.64$4.02$0.50$0.65$0.80$0.94$1.09$1.24$1.38$1.53$1.68$1.82$3.28$5.04$6.80
PutsExpensive1.59×
CallsExpensive1.49×
SkewBullish-1.64 pp
Implied moveBullish±$3.14
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8757.2%19.8%25.4351.4%13.0%
25Δ32.6651.1%15.9%25.9349.4%11.7%
30Δ31.4644.9%11.9%26.4347.5%10.5%
35Δ30.2538.7%8.0%26.9245.5%9.3%
40Δ29.5739.2%6.7%27.4243.6%8.1%
45Δ29.0341.4%6.2%27.9241.7%6.8%
50Δ28.4943.7%5.6%28.4239.7%5.6%
55Δ27.9545.9%5.0%28.9137.8%4.4%
60Δ27.4148.1%4.5%29.4135.8%3.2%
65Δ26.8850.4%3.9%29.9133.9%1.9%
70Δ26.3452.6%3.4%31.4345.0%1.7%
75Δ25.8054.9%2.8%33.1959.2%1.7%
80Δ25.2657.1%2.2%34.9573.3%1.7%

20Δ

Calls
Pseudo strike
33.87
IV
57.2%
B/E move
19.8%
Puts
Pseudo strike
25.43
IV
51.4%
B/E move
13.0%

25Δ

Calls
Pseudo strike
32.66
IV
51.1%
B/E move
15.9%
Puts
Pseudo strike
25.93
IV
49.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
31.46
IV
44.9%
B/E move
11.9%
Puts
Pseudo strike
26.43
IV
47.5%
B/E move
10.5%

35Δ

Calls
Pseudo strike
30.25
IV
38.7%
B/E move
8.0%
Puts
Pseudo strike
26.92
IV
45.5%
B/E move
9.3%

40Δ

Calls
Pseudo strike
29.57
IV
39.2%
B/E move
6.7%
Puts
Pseudo strike
27.42
IV
43.6%
B/E move
8.1%

45Δ

Calls
Pseudo strike
29.03
IV
41.4%
B/E move
6.2%
Puts
Pseudo strike
27.92
IV
41.7%
B/E move
6.8%

50Δ

Calls
Pseudo strike
28.49
IV
43.7%
B/E move
5.6%
Puts
Pseudo strike
28.42
IV
39.7%
B/E move
5.6%

55Δ

Calls
Pseudo strike
27.95
IV
45.9%
B/E move
5.0%
Puts
Pseudo strike
28.91
IV
37.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
27.41
IV
48.1%
B/E move
4.5%
Puts
Pseudo strike
29.41
IV
35.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
26.88
IV
50.4%
B/E move
3.9%
Puts
Pseudo strike
29.91
IV
33.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
26.34
IV
52.6%
B/E move
3.4%
Puts
Pseudo strike
31.43
IV
45.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
25.80
IV
54.9%
B/E move
2.8%
Puts
Pseudo strike
33.19
IV
59.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
25.26
IV
57.1%
B/E move
2.2%
Puts
Pseudo strike
34.95
IV
73.3%
B/E move
1.7%

Options history

No recorded observations