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Jazz Pharmaceuticals plc Common Stock (Ireland) JAZZ

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Market datapartial · fetched 2026-10-23T04:24:46.701Z

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 · 2026-10-22T20:34:59.702506027Z

FundamentalsAlpha Vantage · unavailable

Share price$214.65
1D+2.0%
AH$210$211$213$214$2165:30 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)$1.71$7.82$13.92$20.03$26.14$184.67$199.85$215.03$230.21$245.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAZZ spot · $214.65JAZZ PRICE$2.37$3.18$4.07$5.09$6.11$7.25$8.79$10.33$11.87$14.05$16.40$18.75$22.19$3.03$3.96$4.98$6.01$7.12$8.49$9.86$11.23$13.06$15.04$17.02$20.05$24.37
PutsFair0.97×
CallsExpensive1.23×
SkewNeutral+0.03 pp
Implied moveBearish±$18.65
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ235.2735.3%10.7%196.0843.0%10.1%
25Δ231.9436.6%9.5%200.3642.0%8.5%
30Δ228.7037.5%8.4%203.8441.0%7.4%
35Δ225.5637.6%7.5%207.3240.0%6.2%
40Δ222.4337.7%6.5%210.6639.2%5.2%
45Δ219.3437.9%5.6%213.5538.7%4.5%
50Δ216.4438.5%4.9%216.4438.2%3.8%
55Δ213.5339.1%4.3%219.3237.7%3.1%
60Δ210.6239.7%3.7%222.3137.3%2.5%
65Δ207.3040.4%3.1%225.3337.0%2.0%
70Δ203.8741.0%2.6%228.3536.6%1.5%
75Δ200.4441.7%2.1%232.2737.1%1.1%
80Δ196.0843.0%1.7%237.3038.6%0.8%

20Δ

Calls
Pseudo strike
235.27
IV
35.3%
B/E move
10.7%
Puts
Pseudo strike
196.08
IV
43.0%
B/E move
10.1%

25Δ

Calls
Pseudo strike
231.94
IV
36.6%
B/E move
9.5%
Puts
Pseudo strike
200.36
IV
42.0%
B/E move
8.5%

30Δ

Calls
Pseudo strike
228.70
IV
37.5%
B/E move
8.4%
Puts
Pseudo strike
203.84
IV
41.0%
B/E move
7.4%

35Δ

Calls
Pseudo strike
225.56
IV
37.6%
B/E move
7.5%
Puts
Pseudo strike
207.32
IV
40.0%
B/E move
6.2%

40Δ

Calls
Pseudo strike
222.43
IV
37.7%
B/E move
6.5%
Puts
Pseudo strike
210.66
IV
39.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
219.34
IV
37.9%
B/E move
5.6%
Puts
Pseudo strike
213.55
IV
38.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
216.44
IV
38.5%
B/E move
4.9%
Puts
Pseudo strike
216.44
IV
38.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
213.53
IV
39.1%
B/E move
4.3%
Puts
Pseudo strike
219.32
IV
37.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
210.62
IV
39.7%
B/E move
3.7%
Puts
Pseudo strike
222.31
IV
37.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
207.30
IV
40.4%
B/E move
3.1%
Puts
Pseudo strike
225.33
IV
37.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
203.87
IV
41.0%
B/E move
2.6%
Puts
Pseudo strike
228.35
IV
36.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
200.44
IV
41.7%
B/E move
2.1%
Puts
Pseudo strike
232.27
IV
37.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
196.08
IV
43.0%
B/E move
1.7%
Puts
Pseudo strike
237.30
IV
38.6%
B/E move
0.8%

Options history

No recorded observations