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JetBlue Airways Corp JBLU

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-21T17:01:50.275Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:46.270343057Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:49.937784+00:00

Share price$3.02
1D+2.9%
$2.87$2.92$2.97$3.02$3.075:30 AM6:30 AM9:00 AM1:00 PMJBLU
Sold putSold call

JetBlue Airways Corp options

Live interpolated JBLU call and put midpoint premiums by absolute delta.JetBlue Airways Corp$0.00$0.98$1.96$2.94$3.93$1.91$2.48$3.05$3.61$4.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBLU spot · $3.02JBLU PRICE$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.11$0.32$0.52$0.72$0.92$1.12$0.08$0.08$0.08$0.08$0.07$0.07$0.53$1.05$1.57$2.09$2.60$3.12$3.64
PutsExpensive4.14×
CallsExpensive3.75×
SkewBullish-27.41 pp
Implied moveBearish±$0.62
TiltBearish55.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.63662.7%122.7%2.00563.9%36.5%
25Δ6.10579.8%105.2%2.19470.5%29.9%
30Δ5.57496.9%87.7%2.39377.1%23.3%
35Δ5.05413.9%70.2%2.59283.7%16.7%
40Δ4.52331.0%52.8%2.78190.3%10.1%
45Δ3.99248.0%35.3%2.9896.9%3.5%
50Δ3.46165.1%17.8%3.44166.6%3.5%
55Δ2.98107.1%2.6%3.94254.8%4.2%
60Δ2.81228.2%3.6%4.44343.0%5.0%
65Δ2.64349.4%4.6%4.93431.3%5.7%
70Δ2.47470.6%5.6%5.43519.5%6.4%
75Δ2.29591.8%6.6%5.92607.7%7.2%
80Δ2.12712.9%7.6%6.42695.9%7.9%

20Δ

Calls
Pseudo strike
6.63
IV
662.7%
B/E move
122.7%
Puts
Pseudo strike
2.00
IV
563.9%
B/E move
36.5%

25Δ

Calls
Pseudo strike
6.10
IV
579.8%
B/E move
105.2%
Puts
Pseudo strike
2.19
IV
470.5%
B/E move
29.9%

30Δ

Calls
Pseudo strike
5.57
IV
496.9%
B/E move
87.7%
Puts
Pseudo strike
2.39
IV
377.1%
B/E move
23.3%

35Δ

Calls
Pseudo strike
5.05
IV
413.9%
B/E move
70.2%
Puts
Pseudo strike
2.59
IV
283.7%
B/E move
16.7%

40Δ

Calls
Pseudo strike
4.52
IV
331.0%
B/E move
52.8%
Puts
Pseudo strike
2.78
IV
190.3%
B/E move
10.1%

45Δ

Calls
Pseudo strike
3.99
IV
248.0%
B/E move
35.3%
Puts
Pseudo strike
2.98
IV
96.9%
B/E move
3.5%

50Δ

Calls
Pseudo strike
3.46
IV
165.1%
B/E move
17.8%
Puts
Pseudo strike
3.44
IV
166.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
2.98
IV
107.1%
B/E move
2.6%
Puts
Pseudo strike
3.94
IV
254.8%
B/E move
4.2%

60Δ

Calls
Pseudo strike
2.81
IV
228.2%
B/E move
3.6%
Puts
Pseudo strike
4.44
IV
343.0%
B/E move
5.0%

65Δ

Calls
Pseudo strike
2.64
IV
349.4%
B/E move
4.6%
Puts
Pseudo strike
4.93
IV
431.3%
B/E move
5.7%

70Δ

Calls
Pseudo strike
2.47
IV
470.6%
B/E move
5.6%
Puts
Pseudo strike
5.43
IV
519.5%
B/E move
6.4%

75Δ

Calls
Pseudo strike
2.29
IV
591.8%
B/E move
6.6%
Puts
Pseudo strike
5.92
IV
607.7%
B/E move
7.2%

80Δ

Calls
Pseudo strike
2.12
IV
712.9%
B/E move
7.6%
Puts
Pseudo strike
6.42
IV
695.9%
B/E move
7.9%

Options history

No recorded observations