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Jade Biosciences, Inc. Common Stock JBIO

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Market datapartial · fetched 2026-10-22T15:13:24.574Z

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 · 2026-10-22T15:11:17.640923505Z

FundamentalsAlpha Vantage · unavailable

Share price$15.01
1D-0.8%
$14.67$14.88$15.09$15.29$15.505:30 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$2.40$2.99$3.59$4.19$4.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEJBIO PRICE$2.51$2.54$2.58$2.61$2.64$2.46$2.48$2.50$2.55$2.63$2.70$2.77$2.85$2.92$3.58$4.62
PutsExpensive1.64×
CallsExpensive1.45×
SkewBearish+13.97 pp
Implied move——
TiltBearish42.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ13.03218.1%29.6%
35Δ13.90188.3%23.9%
40Δ14.78158.5%18.1%
45Δ15.30142.1%15.0%
50Δ15.71130.1%12.8%
55Δ16.12118.1%10.6%
60Δ14.88143.7%15.9%16.52106.1%8.4%
65Δ14.46128.9%13.3%16.9394.1%6.1%
70Δ14.04114.0%10.7%17.3482.1%3.9%
75Δ13.6299.1%8.2%18.1881.5%2.7%
80Δ13.2084.3%5.6%19.3188.6%2.1%

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
13.03
IV
218.1%
B/E move
29.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.90
IV
188.3%
B/E move
23.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.78
IV
158.5%
B/E move
18.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.30
IV
142.1%
B/E move
15.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.71
IV
130.1%
B/E move
12.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.12
IV
118.1%
B/E move
10.6%

60Δ

Calls
Pseudo strike
14.88
IV
143.7%
B/E move
15.9%
Puts
Pseudo strike
16.52
IV
106.1%
B/E move
8.4%

65Δ

Calls
Pseudo strike
14.46
IV
128.9%
B/E move
13.3%
Puts
Pseudo strike
16.93
IV
94.1%
B/E move
6.1%

70Δ

Calls
Pseudo strike
14.04
IV
114.0%
B/E move
10.7%
Puts
Pseudo strike
17.34
IV
82.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
13.62
IV
99.1%
B/E move
8.2%
Puts
Pseudo strike
18.18
IV
81.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
13.20
IV
84.3%
B/E move
5.6%
Puts
Pseudo strike
19.31
IV
88.6%
B/E move
2.1%

Options history

No recorded observations