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Janux Therapeutics, Inc. Common Stock JANX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-14T01:47:26.919Z

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 · 2026-11-13T21:00:01.654654045Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T01:47:25.747505+00:00

Share price$11.37
1D-2.0%
AH$11.16$11.28$11.40$11.51$11.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJANX
Sold putSold callAH

Janux Therapeutics, Inc. Common Stock options

Live interpolated JANX call and put midpoint premiums by absolute delta.Janux Therapeutics, Inc. Common Stock$0.42$0.93$1.45$1.96$2.47$5.27$8.79$12.32$15.84$19.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JANX spot · $11.37JANX PRICE$0.48$0.66$0.84$1.02$1.21$1.39$1.53$1.66$1.79$1.93$1.07$1.10$1.21$1.32$1.44$1.55$1.66$1.77$1.88$1.99$2.10$2.21$2.32
PutsCheap0.90×
Calls——
Skew——
Implied moveBearish±$2.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.84450.8%40.5%
25Δ9.09370.1%29.8%
30Δ9.44350.0%27.6%
35Δ12.35132.9%12.8%9.79329.8%25.5%
40Δ12.08145.7%12.1%10.15309.7%23.4%
45Δ11.82158.6%11.3%10.50289.5%21.3%
50Δ11.55171.4%10.6%10.85269.4%19.1%
55Δ11.28184.3%9.8%11.20249.2%17.0%
60Δ11.02197.1%9.1%11.56229.1%14.9%
65Δ10.69187.6%7.4%11.91208.9%12.8%
70Δ10.36176.8%5.7%12.26188.8%10.6%
75Δ10.02165.9%3.9%12.61168.6%8.5%
80Δ9.78150.3%3.0%12.97148.5%6.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.84
IV
450.8%
B/E move
40.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.09
IV
370.1%
B/E move
29.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.44
IV
350.0%
B/E move
27.6%

35Δ

Calls
Pseudo strike
12.35
IV
132.9%
B/E move
12.8%
Puts
Pseudo strike
9.79
IV
329.8%
B/E move
25.5%

40Δ

Calls
Pseudo strike
12.08
IV
145.7%
B/E move
12.1%
Puts
Pseudo strike
10.15
IV
309.7%
B/E move
23.4%

45Δ

Calls
Pseudo strike
11.82
IV
158.6%
B/E move
11.3%
Puts
Pseudo strike
10.50
IV
289.5%
B/E move
21.3%

50Δ

Calls
Pseudo strike
11.55
IV
171.4%
B/E move
10.6%
Puts
Pseudo strike
10.85
IV
269.4%
B/E move
19.1%

55Δ

Calls
Pseudo strike
11.28
IV
184.3%
B/E move
9.8%
Puts
Pseudo strike
11.20
IV
249.2%
B/E move
17.0%

60Δ

Calls
Pseudo strike
11.02
IV
197.1%
B/E move
9.1%
Puts
Pseudo strike
11.56
IV
229.1%
B/E move
14.9%

65Δ

Calls
Pseudo strike
10.69
IV
187.6%
B/E move
7.4%
Puts
Pseudo strike
11.91
IV
208.9%
B/E move
12.8%

70Δ

Calls
Pseudo strike
10.36
IV
176.8%
B/E move
5.7%
Puts
Pseudo strike
12.26
IV
188.8%
B/E move
10.6%

75Δ

Calls
Pseudo strike
10.02
IV
165.9%
B/E move
3.9%
Puts
Pseudo strike
12.61
IV
168.6%
B/E move
8.5%

80Δ

Calls
Pseudo strike
9.78
IV
150.3%
B/E move
3.0%
Puts
Pseudo strike
12.97
IV
148.5%
B/E move
6.4%

Options history

IV · four-Friday blend89.70%
Daily EOD
JANX73.9%82.4%90.9%2026-10-19: 75.12%2026-10-20: 81.01%2026-10-21: 75.82%2026-10-22: 83.54%2026-10-23: 83.26%2026-10-26: 85.92%2026-10-27: 77.26%2026-10-28: 85.82%2026-10-29: 82.77%2026-10-30: 89.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.12%
81.01%
75.82%
83.54%
83.26%
85.92%
77.26%
85.82%
82.77%
89.70%