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Jazz Pharmaceuticals plc Common Stock (Ireland) JAZZ

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Market datapartial · fetched 2026-10-22T18:25:45.770Z

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 · 2026-10-22T18:24:37.659137779Z

FundamentalsAlpha Vantage · unavailable

Share price$214.05
1D+1.7%
$210$211$212$213$2145:30 AM6:30 AM9:00 AM1:00 PMJAZZ
Sold putSold call

Jazz Pharmaceuticals plc Common Stock (Ireland) options

Live interpolated JAZZ call and put midpoint premiums by absolute delta.Jazz Pharmaceuticals plc Common Stock (Ireland)$1.51$7.81$14.12$20.42$26.72$183.82$199.24$214.65$230.06$245.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAZZ spot · $214.05JAZZ PRICE$2.19$2.86$3.72$4.58$5.44$6.62$7.96$9.29$10.62$12.79$15.12$17.46$20.76$3.18$4.23$5.29$6.34$7.39$8.78$10.18$11.57$13.46$15.65$17.85$20.96$24.91
PutsFair1.00×
CallsExpensive1.10×
SkewBearish+5.24 pp
Implied moveBearish±$18.13
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ234.0433.5%10.4%194.7144.5%10.5%
25Δ229.7233.1%8.7%198.9644.0%9.0%
30Δ226.7833.1%7.7%202.7242.9%7.8%
35Δ223.8433.1%6.7%206.3541.6%6.6%
40Δ220.9033.1%5.7%209.9840.2%5.4%
45Δ218.2033.4%5.0%212.9439.5%4.6%
50Δ215.6233.9%4.4%215.9138.8%3.9%
55Δ213.0334.3%3.9%218.8738.2%3.2%
60Δ210.4434.8%3.3%222.0037.9%2.6%
65Δ207.3135.7%2.8%225.2337.8%2.1%
70Δ204.0736.8%2.4%228.4637.7%1.6%
75Δ200.8237.8%2.0%232.4738.0%1.2%
80Δ196.7039.3%1.6%237.1938.7%0.8%

20Δ

Calls
Pseudo strike
234.04
IV
33.5%
B/E move
10.4%
Puts
Pseudo strike
194.71
IV
44.5%
B/E move
10.5%

25Δ

Calls
Pseudo strike
229.72
IV
33.1%
B/E move
8.7%
Puts
Pseudo strike
198.96
IV
44.0%
B/E move
9.0%

30Δ

Calls
Pseudo strike
226.78
IV
33.1%
B/E move
7.7%
Puts
Pseudo strike
202.72
IV
42.9%
B/E move
7.8%

35Δ

Calls
Pseudo strike
223.84
IV
33.1%
B/E move
6.7%
Puts
Pseudo strike
206.35
IV
41.6%
B/E move
6.6%

40Δ

Calls
Pseudo strike
220.90
IV
33.1%
B/E move
5.7%
Puts
Pseudo strike
209.98
IV
40.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
218.20
IV
33.4%
B/E move
5.0%
Puts
Pseudo strike
212.94
IV
39.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
215.62
IV
33.9%
B/E move
4.4%
Puts
Pseudo strike
215.91
IV
38.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
213.03
IV
34.3%
B/E move
3.9%
Puts
Pseudo strike
218.87
IV
38.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
210.44
IV
34.8%
B/E move
3.3%
Puts
Pseudo strike
222.00
IV
37.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
207.31
IV
35.7%
B/E move
2.8%
Puts
Pseudo strike
225.23
IV
37.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
204.07
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
228.46
IV
37.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
200.82
IV
37.8%
B/E move
2.0%
Puts
Pseudo strike
232.47
IV
38.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
196.70
IV
39.3%
B/E move
1.6%
Puts
Pseudo strike
237.19
IV
38.7%
B/E move
0.8%

Options history

No recorded observations