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Jade Biosciences, Inc. Common Stock JBIO

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Market datapartial · fetched 2026-10-22T11:18:32.771Z

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 · 2026-10-21T20:00:01.662485677Z

FundamentalsAlpha Vantage · unavailable

Share price$15.13
1D+2.0%
AH$14.80$14.93$15.06$15.19$15.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJBIO
Sold putSold callAH

Jade Biosciences, Inc. Common Stock options

Live interpolated JBIO call and put midpoint premiums by absolute delta.Jade Biosciences, Inc. Common Stock$2.37$3.19$4.00$4.82$5.63$8.29$11.77$15.26$18.75$22.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBIO spot · $15.13JBIO PRICE$2.46$2.48$2.50$2.53$2.56$2.59$2.61$2.46$2.48$2.50$2.54$2.59$2.64$2.69$2.73$2.78$3.76$5.39
PutsExpensive1.68×
CallsExpensive1.74×
SkewBullish-6.25 pp
Implied moveBearish±$5.06
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ13.12216.9%29.5%
35Δ14.03186.6%23.7%
40Δ14.94156.3%17.8%
45Δ15.37142.3%15.3%
50Δ18.50203.6%38.6%15.76129.6%13.0%
55Δ16.59170.7%26.0%16.15116.9%10.7%
60Δ14.94141.1%15.3%16.54104.1%8.4%
65Δ14.60127.1%13.2%16.9491.4%6.1%
70Δ14.26113.2%11.2%17.3378.7%3.8%
75Δ13.9299.2%9.1%18.4884.4%2.7%
80Δ13.5885.3%7.0%20.16101.7%2.4%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.12
IV
216.9%
B/E move
29.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.03
IV
186.6%
B/E move
23.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.94
IV
156.3%
B/E move
17.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.37
IV
142.3%
B/E move
15.3%

50Δ

Calls
Pseudo strike
18.50
IV
203.6%
B/E move
38.6%
Puts
Pseudo strike
15.76
IV
129.6%
B/E move
13.0%

55Δ

Calls
Pseudo strike
16.59
IV
170.7%
B/E move
26.0%
Puts
Pseudo strike
16.15
IV
116.9%
B/E move
10.7%

60Δ

Calls
Pseudo strike
14.94
IV
141.1%
B/E move
15.3%
Puts
Pseudo strike
16.54
IV
104.1%
B/E move
8.4%

65Δ

Calls
Pseudo strike
14.60
IV
127.1%
B/E move
13.2%
Puts
Pseudo strike
16.94
IV
91.4%
B/E move
6.1%

70Δ

Calls
Pseudo strike
14.26
IV
113.2%
B/E move
11.2%
Puts
Pseudo strike
17.33
IV
78.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
13.92
IV
99.2%
B/E move
9.1%
Puts
Pseudo strike
18.48
IV
84.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
13.58
IV
85.3%
B/E move
7.0%
Puts
Pseudo strike
20.16
IV
101.7%
B/E move
2.4%

Options history

No recorded observations