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Jade Biosciences, Inc. Common Stock JBIO

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T15:46:47.200Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:46:43.26919864Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:46:45.915009+00:00

Share price$16.95
1D+4.7%
$16.00$16.29$16.57$16.85$17.145:30 AM6:30 AM9:00 AM1:00 PMJBIO
Sold putSold call

Jade Biosciences, Inc. Common Stock options

Live interpolated JBIO call and put midpoint premiums by absolute delta.Jade Biosciences, Inc. Common Stock$2.10$3.39$4.68$5.97$7.27$11.81$14.46$17.12$19.78$22.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JBIO spot · $16.95JBIO PRICE$2.29$2.36$2.39$2.41$2.44$2.46$2.49$2.24$2.30$2.36$2.42$2.48$2.89$3.45$4.01$4.57$5.12$5.68$6.89
Puts——
Calls——
Skew——
Implied moveBearish±$5.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ13.20206.6%35.3%
30Δ14.20182.8%29.8%
35Δ15.20159.0%24.3%
40Δ16.20135.3%18.7%
45Δ21.06166.3%37.7%17.19111.5%13.2%
50Δ19.54148.1%29.2%18.05103.2%10.5%
55Δ18.72132.3%24.5%18.85101.7%9.1%
60Δ17.90116.4%19.9%19.65100.3%7.7%
65Δ17.08100.6%15.2%20.4598.8%6.3%
70Δ16.2784.7%10.5%21.2597.3%4.9%
75Δ15.4568.9%5.8%22.0595.8%3.5%
80Δ23.4598.9%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.20
IV
206.6%
B/E move
35.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.20
IV
182.8%
B/E move
29.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.20
IV
159.0%
B/E move
24.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.20
IV
135.3%
B/E move
18.7%

45Δ

Calls
Pseudo strike
21.06
IV
166.3%
B/E move
37.7%
Puts
Pseudo strike
17.19
IV
111.5%
B/E move
13.2%

50Δ

Calls
Pseudo strike
19.54
IV
148.1%
B/E move
29.2%
Puts
Pseudo strike
18.05
IV
103.2%
B/E move
10.5%

55Δ

Calls
Pseudo strike
18.72
IV
132.3%
B/E move
24.5%
Puts
Pseudo strike
18.85
IV
101.7%
B/E move
9.1%

60Δ

Calls
Pseudo strike
17.90
IV
116.4%
B/E move
19.9%
Puts
Pseudo strike
19.65
IV
100.3%
B/E move
7.7%

65Δ

Calls
Pseudo strike
17.08
IV
100.6%
B/E move
15.2%
Puts
Pseudo strike
20.45
IV
98.8%
B/E move
6.3%

70Δ

Calls
Pseudo strike
16.27
IV
84.7%
B/E move
10.5%
Puts
Pseudo strike
21.25
IV
97.3%
B/E move
4.9%

75Δ

Calls
Pseudo strike
15.45
IV
68.9%
B/E move
5.8%
Puts
Pseudo strike
22.05
IV
95.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.45
IV
98.9%
B/E move
2.3%

Options history

IV · four-Friday blend128.44%
Daily close
JBIO72.4%158.5%244.5%2026-08-13: 102.28%2026-08-14: 110.70%2026-08-17: 118.54%2026-08-18: 125.48%2026-08-19: 123.32%2026-08-20: 182.54%2026-08-21: 88.53%2026-08-24: 90.65%2026-08-25: 84.30%2026-08-26: 91.46%2026-08-27: 90.12%2026-08-28: 92.49%2026-08-31: 94.30%2026-09-01: 96.30%2026-09-02: 96.21%2026-09-03: 96.53%2026-09-04: 94.96%2026-09-08: 108.12%2026-09-09: 115.54%2026-09-10: 121.80%2026-09-11: 113.87%2026-09-14: 132.98%2026-09-15: 135.76%2026-09-17: 219.80%2026-09-18: 93.53%2026-09-21: 95.47%2026-09-22: 93.63%2026-09-23: 96.49%2026-09-24: 91.32%2026-09-25: 93.49%2026-09-28: 100.11%2026-09-29: 104.40%2026-10-02: 99.01%2026-10-05: 115.04%2026-10-06: 119.64%2026-10-07: 122.57%2026-10-08: 151.66%2026-10-09: 127.44%2026-10-12: 146.56%2026-10-13: 158.75%2026-10-14: 179.51%2026-10-15: 232.64%2026-10-16: 112.16%2026-10-19: 112.29%2026-10-20: 108.88%2026-10-21: 110.27%2026-10-22: 112.74%2026-10-23: 107.96%2026-10-26: 118.94%2026-10-27: 119.95%2026-10-28: 101.87%2026-10-29: 123.62%2026-10-30: 128.44%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
102.28%
110.70%
118.54%
125.48%
123.32%
182.54%
88.53%
90.65%
84.30%
91.46%
90.12%
92.49%
94.30%
96.30%
96.21%
96.53%
94.96%
108.12%
115.54%
121.80%
113.87%
132.98%
135.76%
219.80%
93.53%
95.47%
93.63%
96.49%
91.32%
93.49%
100.11%
104.40%
99.01%
115.04%
119.64%
122.57%
151.66%
127.44%
146.56%
158.75%
179.51%
232.64%
112.16%
112.29%
108.88%
110.27%
112.74%
107.96%
118.94%
119.95%
101.87%
123.62%
128.44%