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JetBlue Airways Corporation Common Stock JBLU

i

Market dataready · fetched 2026-11-10T22:36:00.155Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:26:05.45075734Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:35:59.697759+00:00

Share price$4.00
1D+2.8%
AH$3.89$3.94$3.99$4.04$4.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJBLU
Sold putSold callAH

JetBlue Airways Corporation Common Stock options

Live interpolated JBLU call and put midpoint premiums by absolute delta.JetBlue Airways Corporation Common Stock$0.03$0.25$0.47$0.69$0.90$3.57$3.78$3.99$4.20$4.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JBLU spot · $4.00JBLU PRICE$0.09$0.10$0.12$0.13$0.21$0.34$0.46$0.59$0.71$0.84$0.05$0.07$0.09$0.10$0.12$0.14$0.16
Puts——
Calls——
Skew——
Implied moveBearish±$0.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.65106.7%10.1%
25Δ3.71105.6%9.0%
30Δ3.78104.6%7.8%
35Δ4.1990.9%6.9%3.84103.6%6.6%
40Δ4.1391.4%5.9%3.90102.5%5.5%
45Δ4.0892.0%4.8%3.96101.5%4.3%
50Δ4.0292.5%3.8%4.03101.5%3.5%
55Δ3.92109.7%3.2%
60Δ3.78136.9%3.0%
65Δ3.65164.1%2.7%
70Δ3.51191.3%2.5%
75Δ3.38218.5%2.3%
80Δ3.24245.8%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.65
IV
106.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.71
IV
105.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.78
IV
104.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
4.19
IV
90.9%
B/E move
6.9%
Puts
Pseudo strike
3.84
IV
103.6%
B/E move
6.6%

40Δ

Calls
Pseudo strike
4.13
IV
91.4%
B/E move
5.9%
Puts
Pseudo strike
3.90
IV
102.5%
B/E move
5.5%

45Δ

Calls
Pseudo strike
4.08
IV
92.0%
B/E move
4.8%
Puts
Pseudo strike
3.96
IV
101.5%
B/E move
4.3%

50Δ

Calls
Pseudo strike
4.02
IV
92.5%
B/E move
3.8%
Puts
Pseudo strike
4.03
IV
101.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
3.92
IV
109.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.78
IV
136.9%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.65
IV
164.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.51
IV
191.3%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.38
IV
218.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.24
IV
245.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend353.40%
Daily close
JBLU30.5%203.9%377.3%2026-08-14: 54.41%2026-08-21: 54.77%2026-08-24: 54.63%2026-09-08: 65.74%2026-09-11: 65.44%2026-09-22: 73.45%2026-09-25: 62.22%2026-10-05: 74.32%2026-10-06: 68.45%2026-10-14: 114.53%2026-10-16: 130.55%2026-10-23: 154.40%2026-10-26: 203.08%2026-10-30: 353.40%Aug 14Sep 25Oct 30
14 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
54.41%
54.77%
54.63%
65.74%
65.44%
73.45%
62.22%
74.32%
68.45%
114.53%
130.55%
154.40%
203.08%
353.40%