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Jazz Pharmaceuticals plc Common Stock (Ireland) JAZZ

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T02:46:05.682Z

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 · 2026-11-12T21:00:08.508643415Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:46:05.669060+00:00

Share price$240.37
1D-3.5%
AH$240$242$245$247$2505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJAZZ
Sold putSold callAH

Jazz Pharmaceuticals plc Common Stock (Ireland) options

Live interpolated JAZZ call and put midpoint premiums by absolute delta.Jazz Pharmaceuticals plc Common Stock (Ireland)$1.00$3.75$6.51$9.27$12.03$222.77$231.11$239.45$247.79$256.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAZZ spot · $240.37JAZZ PRICE$1.60$2.06$2.58$3.12$3.66$4.20$4.73$5.53$6.67$7.81$8.95$10.10$11.24$1.29$1.70$2.10$2.50$2.91$3.31$4.02$4.89$5.77$6.64$7.51$8.39$9.26
PutsCheap0.90×
CallsExpensive1.06×
SkewBullish-8.65 pp
Implied moveBullish±$8.75
TiltBullish9.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ254.3340.8%6.5%231.2031.1%4.4%
25Δ251.0039.8%5.3%232.8430.2%3.8%
30Δ248.6838.7%4.5%234.4929.3%3.3%
35Δ246.7937.6%4.0%236.1328.4%2.8%
40Δ244.8936.5%3.4%237.7827.5%2.3%
45Δ243.0035.3%2.8%239.4226.6%1.8%
50Δ241.1134.2%2.3%240.8526.2%1.5%
55Δ239.2933.6%1.8%242.1726.0%1.3%
60Δ237.5933.6%1.6%243.4825.8%1.1%
65Δ235.8833.6%1.4%244.8025.6%0.9%
70Δ234.1733.7%1.1%246.1125.4%0.7%
75Δ232.4733.7%0.9%247.4325.2%0.6%
80Δ230.7633.8%0.7%248.7425.0%0.4%

20Δ

Calls
Pseudo strike
254.33
IV
40.8%
B/E move
6.5%
Puts
Pseudo strike
231.20
IV
31.1%
B/E move
4.4%

25Δ

Calls
Pseudo strike
251.00
IV
39.8%
B/E move
5.3%
Puts
Pseudo strike
232.84
IV
30.2%
B/E move
3.8%

30Δ

Calls
Pseudo strike
248.68
IV
38.7%
B/E move
4.5%
Puts
Pseudo strike
234.49
IV
29.3%
B/E move
3.3%

35Δ

Calls
Pseudo strike
246.79
IV
37.6%
B/E move
4.0%
Puts
Pseudo strike
236.13
IV
28.4%
B/E move
2.8%

40Δ

Calls
Pseudo strike
244.89
IV
36.5%
B/E move
3.4%
Puts
Pseudo strike
237.78
IV
27.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
243.00
IV
35.3%
B/E move
2.8%
Puts
Pseudo strike
239.42
IV
26.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
241.11
IV
34.2%
B/E move
2.3%
Puts
Pseudo strike
240.85
IV
26.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
239.29
IV
33.6%
B/E move
1.8%
Puts
Pseudo strike
242.17
IV
26.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
237.59
IV
33.6%
B/E move
1.6%
Puts
Pseudo strike
243.48
IV
25.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
235.88
IV
33.6%
B/E move
1.4%
Puts
Pseudo strike
244.80
IV
25.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
234.17
IV
33.7%
B/E move
1.1%
Puts
Pseudo strike
246.11
IV
25.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
232.47
IV
33.7%
B/E move
0.9%
Puts
Pseudo strike
247.43
IV
25.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
230.76
IV
33.8%
B/E move
0.7%
Puts
Pseudo strike
248.74
IV
25.0%
B/E move
0.4%

Options history

IV · four-Friday blend38.91%
Daily close
JAZZ26.4%36.1%45.9%2026-08-14: 35.67%2026-08-17: 36.64%2026-08-18: 37.53%2026-08-19: 38.13%2026-08-20: 44.54%2026-08-21: 37.88%2026-08-24: 39.18%2026-08-25: 32.28%2026-08-26: 30.90%2026-08-27: 30.29%2026-08-28: 30.44%2026-08-31: 27.76%2026-09-01: 28.24%2026-09-02: 27.90%2026-09-03: 27.83%2026-09-04: 28.04%2026-09-08: 29.41%2026-09-09: 29.88%2026-09-10: 28.59%2026-09-11: 28.96%2026-09-14: 30.64%2026-09-18: 28.47%2026-09-21: 29.06%2026-09-22: 28.57%2026-09-23: 28.57%2026-09-24: 29.09%2026-09-25: 28.38%2026-09-28: 28.77%2026-09-29: 28.53%2026-09-30: 29.91%2026-10-01: 29.16%2026-10-02: 28.79%2026-10-05: 28.16%2026-10-06: 29.58%2026-10-07: 29.87%2026-10-08: 30.30%2026-10-09: 29.84%2026-10-12: 32.13%2026-10-13: 33.06%2026-10-14: 32.67%2026-10-16: 32.73%2026-10-19: 33.28%2026-10-20: 33.37%2026-10-21: 33.25%2026-10-22: 34.57%2026-10-23: 34.96%2026-10-26: 35.53%2026-10-27: 36.27%2026-10-28: 36.48%2026-10-29: 36.65%2026-10-30: 38.91%Aug 14Sep 24Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
35.67%
36.64%
37.53%
38.13%
44.54%
37.88%
39.18%
32.28%
30.90%
30.29%
30.44%
27.76%
28.24%
27.90%
27.83%
28.04%
29.41%
29.88%
28.59%
28.96%
30.64%
28.47%
29.06%
28.57%
28.57%
29.09%
28.38%
28.77%
28.53%
29.91%
29.16%
28.79%
28.16%
29.58%
29.87%
30.30%
29.84%
32.13%
33.06%
32.67%
32.73%
33.28%
33.37%
33.25%
34.57%
34.96%
35.53%
36.27%
36.48%
36.65%
38.91%