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Janux Therapeutics Inc JANX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T15:54:26.459Z

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 · 2026-10-22T15:52:10.971521324Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:54:25.221396+00:00

Share price$16.81
1D-0.7%
$16.62$16.76$16.91$17.05$17.195:30 AM6:30 AM9:00 AM1:00 PMJANX
Sold putSold call

Janux Therapeutics Inc options

Live interpolated JANX call and put midpoint premiums by absolute delta.Janux Therapeutics Inc$0.55$1.57$2.59$3.62$4.64$12.17$14.55$16.93$19.31$21.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JANX spot · $16.81JANX PRICE$0.69$0.67$0.84$1.01$1.18$1.37$1.60$1.83$2.05$2.28$2.56$3.26$0.66$0.67$0.82$1.00$1.19$1.38$1.57$1.83$2.26$2.70$3.13$3.56$4.34
PutsExpensive1.26×
CallsExpensive1.31×
SkewBullish-5.08 pp
Implied moveBearish±$2.94
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.44112.8%24.0%
25Δ22.54116.4%38.2%14.6886.2%16.7%
30Δ19.5380.1%20.2%15.3478.2%13.6%
35Δ18.9881.0%17.9%15.8076.6%12.0%
40Δ18.4381.8%15.6%16.2675.0%10.4%
45Δ17.8782.6%13.4%16.7273.4%8.7%
50Δ17.3482.7%11.3%17.1871.8%7.1%
55Δ16.8681.3%9.8%17.6771.0%5.8%
60Δ16.3879.8%8.3%18.2472.2%4.9%
65Δ15.9078.4%6.8%18.8173.4%4.1%
70Δ15.4277.0%5.3%19.3874.7%3.3%
75Δ14.9076.5%3.9%19.9575.9%2.5%
80Δ14.0782.7%3.1%20.8476.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.44
IV
112.8%
B/E move
24.0%

25Δ

Calls
Pseudo strike
22.54
IV
116.4%
B/E move
38.2%
Puts
Pseudo strike
14.68
IV
86.2%
B/E move
16.7%

30Δ

Calls
Pseudo strike
19.53
IV
80.1%
B/E move
20.2%
Puts
Pseudo strike
15.34
IV
78.2%
B/E move
13.6%

35Δ

Calls
Pseudo strike
18.98
IV
81.0%
B/E move
17.9%
Puts
Pseudo strike
15.80
IV
76.6%
B/E move
12.0%

40Δ

Calls
Pseudo strike
18.43
IV
81.8%
B/E move
15.6%
Puts
Pseudo strike
16.26
IV
75.0%
B/E move
10.4%

45Δ

Calls
Pseudo strike
17.87
IV
82.6%
B/E move
13.4%
Puts
Pseudo strike
16.72
IV
73.4%
B/E move
8.7%

50Δ

Calls
Pseudo strike
17.34
IV
82.7%
B/E move
11.3%
Puts
Pseudo strike
17.18
IV
71.8%
B/E move
7.1%

55Δ

Calls
Pseudo strike
16.86
IV
81.3%
B/E move
9.8%
Puts
Pseudo strike
17.67
IV
71.0%
B/E move
5.8%

60Δ

Calls
Pseudo strike
16.38
IV
79.8%
B/E move
8.3%
Puts
Pseudo strike
18.24
IV
72.2%
B/E move
4.9%

65Δ

Calls
Pseudo strike
15.90
IV
78.4%
B/E move
6.8%
Puts
Pseudo strike
18.81
IV
73.4%
B/E move
4.1%

70Δ

Calls
Pseudo strike
15.42
IV
77.0%
B/E move
5.3%
Puts
Pseudo strike
19.38
IV
74.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
14.90
IV
76.5%
B/E move
3.9%
Puts
Pseudo strike
19.95
IV
75.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
14.07
IV
82.7%
B/E move
3.1%
Puts
Pseudo strike
20.84
IV
76.3%
B/E move
1.8%

Options history

No recorded observations