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Janus International Group, Inc. JBI

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-11T14:55:01.178Z

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 · 2026-11-11T14:54:22.348911729Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:55:00.312828+00:00

Share price$3.83
1D-1.8%
$3.80$3.83$3.85$3.87$3.905:30 AM6:30 AM9:00 AM1:00 PMJBI
Sold putSold call

Janus International Group, Inc. options

Live interpolated JBI call and put midpoint premiums by absolute delta.Janus International Group, Inc.$0.22$0.45$0.67$0.90$1.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEJBI PRICE$0.35$0.35$0.25$0.31$0.38$0.45$0.52$0.58$0.65$0.72$0.79$0.86$0.92$0.99$1.06
PutsCheap0.64×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.73285.3%35.1%
25Δ2.89273.5%32.7%
30Δ7.94443.2%116.8%3.05261.8%30.2%
35Δ5.69326.6%57.9%3.21250.0%27.8%
40Δ3.37238.3%25.3%
45Δ3.53226.5%22.9%
50Δ3.70214.8%20.4%
55Δ3.86203.0%18.0%
60Δ4.02191.3%15.5%
65Δ4.18179.5%13.1%
70Δ4.34167.8%10.6%
75Δ4.50156.0%8.2%
80Δ4.67144.2%5.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.73
IV
285.3%
B/E move
35.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.89
IV
273.5%
B/E move
32.7%

30Δ

Calls
Pseudo strike
7.94
IV
443.2%
B/E move
116.8%
Puts
Pseudo strike
3.05
IV
261.8%
B/E move
30.2%

35Δ

Calls
Pseudo strike
5.69
IV
326.6%
B/E move
57.9%
Puts
Pseudo strike
3.21
IV
250.0%
B/E move
27.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
238.3%
B/E move
25.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.53
IV
226.5%
B/E move
22.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.70
IV
214.8%
B/E move
20.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.86
IV
203.0%
B/E move
18.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
191.3%
B/E move
15.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.18
IV
179.5%
B/E move
13.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.34
IV
167.8%
B/E move
10.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.50
IV
156.0%
B/E move
8.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.67
IV
144.2%
B/E move
5.7%

Options history

IV · four-Friday blend89.67%
Daily close
JBI64.3%93.9%123.4%2026-08-13: 88.64%2026-08-14: 99.01%2026-08-17: 119.34%2026-09-02: 76.43%2026-09-03: 68.37%2026-09-04: 89.67%Aug 13Aug 17Sep 4
6 observations2026-08-13 — 2026-09-04
Table
DateIV (%)
88.64%
99.01%
119.34%
76.43%
68.37%
89.67%