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JetBlue Airways Corp JBLU

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-21T17:52:50.447Z

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

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 · 2026-10-21T17:52:38.936960022Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:49.864537+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$0.01$0.23$0.45$0.66$0.88$2.55$2.88$3.20$3.53$3.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBLU spot · $3.02JBLU PRICE$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.11$0.23$0.36$0.48$0.60$0.73$0.03$0.04$0.05$0.06$0.07$0.08$0.17$0.28$0.39$0.50$0.60$0.71$0.82
PutsExpensive1.68×
CallsExpensive2.87×
SkewBullish-166.67 pp
Implied moveBearish±$0.26
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.60658.8%121.8%2.69125.8%11.8%
25Δ6.08576.4%104.5%2.75120.5%10.1%
30Δ5.55494.1%87.1%2.81115.3%8.4%
35Δ5.03411.7%69.8%2.87110.0%6.7%
40Δ4.51329.3%52.4%2.93104.7%5.1%
45Δ3.98247.0%35.1%2.9999.4%3.4%
50Δ3.46164.6%17.7%3.10116.6%2.9%
55Δ2.9897.4%2.5%3.21137.5%2.7%
60Δ2.85139.5%2.3%3.33158.5%2.4%
65Δ2.72181.7%2.1%3.45179.4%2.2%
70Δ2.59223.8%1.9%3.56200.3%1.9%
75Δ2.46265.9%1.8%3.68221.3%1.7%
80Δ2.33308.0%1.6%3.79242.2%1.4%

20Δ

Calls
Pseudo strike
6.60
IV
658.8%
B/E move
121.8%
Puts
Pseudo strike
2.69
IV
125.8%
B/E move
11.8%

25Δ

Calls
Pseudo strike
6.08
IV
576.4%
B/E move
104.5%
Puts
Pseudo strike
2.75
IV
120.5%
B/E move
10.1%

30Δ

Calls
Pseudo strike
5.55
IV
494.1%
B/E move
87.1%
Puts
Pseudo strike
2.81
IV
115.3%
B/E move
8.4%

35Δ

Calls
Pseudo strike
5.03
IV
411.7%
B/E move
69.8%
Puts
Pseudo strike
2.87
IV
110.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
4.51
IV
329.3%
B/E move
52.4%
Puts
Pseudo strike
2.93
IV
104.7%
B/E move
5.1%

45Δ

Calls
Pseudo strike
3.98
IV
247.0%
B/E move
35.1%
Puts
Pseudo strike
2.99
IV
99.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
3.46
IV
164.6%
B/E move
17.7%
Puts
Pseudo strike
3.10
IV
116.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
2.98
IV
97.4%
B/E move
2.5%
Puts
Pseudo strike
3.21
IV
137.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
2.85
IV
139.5%
B/E move
2.3%
Puts
Pseudo strike
3.33
IV
158.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
2.72
IV
181.7%
B/E move
2.1%
Puts
Pseudo strike
3.45
IV
179.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
2.59
IV
223.8%
B/E move
1.9%
Puts
Pseudo strike
3.56
IV
200.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
2.46
IV
265.9%
B/E move
1.8%
Puts
Pseudo strike
3.68
IV
221.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
2.33
IV
308.0%
B/E move
1.6%
Puts
Pseudo strike
3.79
IV
242.2%
B/E move
1.4%

Options history

No recorded observations