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Jazz Pharmaceuticals plc Common Stock (Ireland) JAZZ

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Market datapartial · fetched 2026-10-23T18:44:47.406Z

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 · 2026-10-23T18:44:34.954446521Z

FundamentalsAlpha Vantage · unavailable

Share price$213.80
1D-0.5%
$211.26$212.23$213.20$214.17$215.155:30 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)$1.82$8.30$14.77$21.25$27.73$183.10$198.71$214.33$229.94$245.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAZZ spot · $213.80JAZZ PRICE$2.52$3.35$4.20$5.09$5.97$7.14$8.51$9.89$11.27$13.61$15.95$18.31$21.94$3.15$4.01$5.11$6.25$7.40$9.04$10.74$12.43$14.51$16.76$19.01$22.26$25.86
PutsFair1.02×
CallsExpensive1.23×
SkewBearish+2.66 pp
Implied moveBearish±$19.25
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ236.8939.4%12.0%194.2044.9%10.6%
25Δ232.5839.6%10.4%199.2942.7%8.7%
30Δ228.5939.3%8.9%202.9242.0%7.5%
35Δ225.0538.3%7.6%206.3141.4%6.4%
40Δ221.5137.4%6.4%209.6940.9%5.4%
45Δ218.3937.1%5.5%212.8341.1%4.7%
50Δ215.5937.4%4.8%215.9441.3%4.0%
55Δ212.7837.6%4.1%219.0541.5%3.4%
60Δ209.9737.9%3.5%222.3541.4%2.8%
65Δ206.6338.9%3.0%225.7341.1%2.3%
70Δ203.2939.9%2.5%229.1240.9%1.7%
75Δ199.9340.9%2.1%233.3140.9%1.3%
80Δ195.4442.7%1.7%237.7741.0%0.9%

20Δ

Calls
Pseudo strike
236.89
IV
39.4%
B/E move
12.0%
Puts
Pseudo strike
194.20
IV
44.9%
B/E move
10.6%

25Δ

Calls
Pseudo strike
232.58
IV
39.6%
B/E move
10.4%
Puts
Pseudo strike
199.29
IV
42.7%
B/E move
8.7%

30Δ

Calls
Pseudo strike
228.59
IV
39.3%
B/E move
8.9%
Puts
Pseudo strike
202.92
IV
42.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
225.05
IV
38.3%
B/E move
7.6%
Puts
Pseudo strike
206.31
IV
41.4%
B/E move
6.4%

40Δ

Calls
Pseudo strike
221.51
IV
37.4%
B/E move
6.4%
Puts
Pseudo strike
209.69
IV
40.9%
B/E move
5.4%

45Δ

Calls
Pseudo strike
218.39
IV
37.1%
B/E move
5.5%
Puts
Pseudo strike
212.83
IV
41.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
215.59
IV
37.4%
B/E move
4.8%
Puts
Pseudo strike
215.94
IV
41.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
212.78
IV
37.6%
B/E move
4.1%
Puts
Pseudo strike
219.05
IV
41.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
209.97
IV
37.9%
B/E move
3.5%
Puts
Pseudo strike
222.35
IV
41.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
206.63
IV
38.9%
B/E move
3.0%
Puts
Pseudo strike
225.73
IV
41.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
203.29
IV
39.9%
B/E move
2.5%
Puts
Pseudo strike
229.12
IV
40.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
199.93
IV
40.9%
B/E move
2.1%
Puts
Pseudo strike
233.31
IV
40.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
195.44
IV
42.7%
B/E move
1.7%
Puts
Pseudo strike
237.77
IV
41.0%
B/E move
0.9%

Options history

No recorded observations