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Janux Therapeutics Inc JANX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T15:13:35.643Z

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 · 2026-10-23T20:00:07.117257447Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:13:35.730373+00:00

Share price$16.66
1D-1.0%
AH$16.22$16.39$16.56$16.73$16.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJANX
Sold putSold callAH

Janux Therapeutics Inc options

Live interpolated JANX call and put midpoint premiums by absolute delta.Janux Therapeutics Inc$0.43$1.50$2.57$3.63$4.70$11.33$14.15$16.97$19.80$22.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JANX spot · $16.66JANX PRICE$0.55$1.13$1.20$1.27$1.34$1.48$1.72$1.97$2.21$2.46$2.93$3.49$1.17$0.95$0.87$1.08$1.29$1.51$1.72$1.97$2.41$2.86$3.30$3.74$4.39
PutsExpensive1.50×
CallsExpensive1.71×
SkewBullish-13.82 pp
Implied moveBearish±$3.20
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.48179.2%32.1%
25Δ20.4791.7%26.2%13.98124.7%21.8%
30Δ24.17167.9%51.8%15.1687.3%14.2%
35Δ22.31147.4%41.1%15.6485.7%12.6%
40Δ20.45126.9%30.3%16.1384.1%11.0%
45Δ18.59106.4%19.6%16.6182.6%9.4%
50Δ17.2893.9%12.6%17.0981.0%7.7%
55Δ16.7592.8%10.9%17.6079.8%6.2%
60Δ16.2291.7%9.1%18.1980.6%5.3%
65Δ15.6890.6%7.4%18.7881.3%4.4%
70Δ15.1589.5%5.7%19.3782.0%3.6%
75Δ14.4891.2%4.5%19.9682.8%2.7%
80Δ13.7694.2%3.6%20.7380.5%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.48
IV
179.2%
B/E move
32.1%

25Δ

Calls
Pseudo strike
20.47
IV
91.7%
B/E move
26.2%
Puts
Pseudo strike
13.98
IV
124.7%
B/E move
21.8%

30Δ

Calls
Pseudo strike
24.17
IV
167.9%
B/E move
51.8%
Puts
Pseudo strike
15.16
IV
87.3%
B/E move
14.2%

35Δ

Calls
Pseudo strike
22.31
IV
147.4%
B/E move
41.1%
Puts
Pseudo strike
15.64
IV
85.7%
B/E move
12.6%

40Δ

Calls
Pseudo strike
20.45
IV
126.9%
B/E move
30.3%
Puts
Pseudo strike
16.13
IV
84.1%
B/E move
11.0%

45Δ

Calls
Pseudo strike
18.59
IV
106.4%
B/E move
19.6%
Puts
Pseudo strike
16.61
IV
82.6%
B/E move
9.4%

50Δ

Calls
Pseudo strike
17.28
IV
93.9%
B/E move
12.6%
Puts
Pseudo strike
17.09
IV
81.0%
B/E move
7.7%

55Δ

Calls
Pseudo strike
16.75
IV
92.8%
B/E move
10.9%
Puts
Pseudo strike
17.60
IV
79.8%
B/E move
6.2%

60Δ

Calls
Pseudo strike
16.22
IV
91.7%
B/E move
9.1%
Puts
Pseudo strike
18.19
IV
80.6%
B/E move
5.3%

65Δ

Calls
Pseudo strike
15.68
IV
90.6%
B/E move
7.4%
Puts
Pseudo strike
18.78
IV
81.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
15.15
IV
89.5%
B/E move
5.7%
Puts
Pseudo strike
19.37
IV
82.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
14.48
IV
91.2%
B/E move
4.5%
Puts
Pseudo strike
19.96
IV
82.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
13.76
IV
94.2%
B/E move
3.6%
Puts
Pseudo strike
20.73
IV
80.5%
B/E move
2.0%

Options history

No recorded observations