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Janus International Group Inc JBI

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
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Market dataready · fetched 2026-10-22T10:49:36.303Z

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 · 2026-10-21T23:00:00.003114465Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:49:33.833450+00:00

Share price$4.27
1D-0.2%
AH$4.22$4.25$4.28$4.31$4.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJBI
Sold putSold callAH

Janus International Group Inc options

Live interpolated JBI call and put midpoint premiums by absolute delta.Janus International Group Inc$0.17$1.43$2.68$3.93$5.19$1.69$3.12$4.55$5.98$7.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBI spot · $4.27JBI PRICE$0.31$0.40$0.50$0.53$0.54$0.55$0.67$0.83$1.00$1.16$1.33$1.49$1.66$0.35$0.45$0.55$0.65$0.76$0.86$0.96$1.06$1.36$1.98$2.59$3.21$4.82
PutsExpensive3.79×
CallsExpensive5.19×
SkewBullish-45.87 pp
Implied moveBearish±$1.63
TiltBearish28.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.91228.1%115.8%3.00181.9%37.8%
25Δ9.38267.7%129.1%3.26176.1%34.0%
30Δ9.85307.2%142.3%3.53170.3%30.3%
35Δ8.84284.2%119.6%3.79164.6%26.5%
40Δ7.15232.0%80.0%4.05158.8%22.8%
45Δ5.45179.8%40.5%4.31153.0%19.1%
50Δ4.79169.0%27.8%4.58147.2%15.3%
55Δ4.49173.3%24.7%4.84141.4%11.6%
60Δ4.20177.6%21.7%5.25143.6%8.8%
65Δ3.91181.8%18.7%5.92158.6%7.7%
70Δ3.61186.1%15.7%6.58173.6%6.7%
75Δ3.32190.4%12.7%7.24188.6%5.6%
80Δ3.03194.7%9.6%8.90217.7%4.5%

20Δ

Calls
Pseudo strike
8.91
IV
228.1%
B/E move
115.8%
Puts
Pseudo strike
3.00
IV
181.9%
B/E move
37.8%

25Δ

Calls
Pseudo strike
9.38
IV
267.7%
B/E move
129.1%
Puts
Pseudo strike
3.26
IV
176.1%
B/E move
34.0%

30Δ

Calls
Pseudo strike
9.85
IV
307.2%
B/E move
142.3%
Puts
Pseudo strike
3.53
IV
170.3%
B/E move
30.3%

35Δ

Calls
Pseudo strike
8.84
IV
284.2%
B/E move
119.6%
Puts
Pseudo strike
3.79
IV
164.6%
B/E move
26.5%

40Δ

Calls
Pseudo strike
7.15
IV
232.0%
B/E move
80.0%
Puts
Pseudo strike
4.05
IV
158.8%
B/E move
22.8%

45Δ

Calls
Pseudo strike
5.45
IV
179.8%
B/E move
40.5%
Puts
Pseudo strike
4.31
IV
153.0%
B/E move
19.1%

50Δ

Calls
Pseudo strike
4.79
IV
169.0%
B/E move
27.8%
Puts
Pseudo strike
4.58
IV
147.2%
B/E move
15.3%

55Δ

Calls
Pseudo strike
4.49
IV
173.3%
B/E move
24.7%
Puts
Pseudo strike
4.84
IV
141.4%
B/E move
11.6%

60Δ

Calls
Pseudo strike
4.20
IV
177.6%
B/E move
21.7%
Puts
Pseudo strike
5.25
IV
143.6%
B/E move
8.8%

65Δ

Calls
Pseudo strike
3.91
IV
181.8%
B/E move
18.7%
Puts
Pseudo strike
5.92
IV
158.6%
B/E move
7.7%

70Δ

Calls
Pseudo strike
3.61
IV
186.1%
B/E move
15.7%
Puts
Pseudo strike
6.58
IV
173.6%
B/E move
6.7%

75Δ

Calls
Pseudo strike
3.32
IV
190.4%
B/E move
12.7%
Puts
Pseudo strike
7.24
IV
188.6%
B/E move
5.6%

80Δ

Calls
Pseudo strike
3.03
IV
194.7%
B/E move
9.6%
Puts
Pseudo strike
8.90
IV
217.7%
B/E move
4.5%

Options history

No recorded observations