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JBS N.V. JBS

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-11T14:53:36.022Z

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: 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 · 2026-11-11T14:53:20.908704704Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:53:35.627864+00:00

Share price$12.40
1D+1.7%
$12.12$12.24$12.37$12.49$12.615:30 AM6:30 AM9:00 AM1:00 PMJBS
Sold putSold call

JBS N.V. options

Live interpolated JBS call and put midpoint premiums by absolute delta.JBS N.V.$0.00$1.33$2.66$4.00$5.33$9.75$10.97$12.20$13.42$14.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JBS spot · $12.39JBS PRICE$0.16$0.19$0.22$0.26$0.29$0.44$0.68$0.92$1.16$1.40$1.64$1.88$0.12$0.16$0.19$0.22$0.26$0.29$0.32$2.60$2.69$2.79$2.89$4.94
Puts——
Calls——
Skew——
Implied moveBullish±$0.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.4446.2%8.6%
25Δ13.5361.3%10.5%11.6045.1%7.7%
30Δ13.3057.4%8.8%11.7644.0%6.7%
35Δ13.0653.6%7.2%11.9142.9%5.7%
40Δ12.8349.7%5.6%12.0741.7%4.7%
45Δ12.6045.8%3.9%12.2340.6%3.7%
50Δ12.3447.8%3.1%12.3839.5%2.7%
55Δ12.0654.1%2.8%
60Δ11.7960.3%2.5%14.07198.0%7.5%
65Δ11.5166.6%2.2%14.34181.6%6.0%
70Δ11.2472.9%1.9%14.62165.2%4.6%
75Δ10.9679.1%1.7%14.89148.8%3.1%
80Δ10.6985.4%1.4%16.98195.8%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.44
IV
46.2%
B/E move
8.6%

25Δ

Calls
Pseudo strike
13.53
IV
61.3%
B/E move
10.5%
Puts
Pseudo strike
11.60
IV
45.1%
B/E move
7.7%

30Δ

Calls
Pseudo strike
13.30
IV
57.4%
B/E move
8.8%
Puts
Pseudo strike
11.76
IV
44.0%
B/E move
6.7%

35Δ

Calls
Pseudo strike
13.06
IV
53.6%
B/E move
7.2%
Puts
Pseudo strike
11.91
IV
42.9%
B/E move
5.7%

40Δ

Calls
Pseudo strike
12.83
IV
49.7%
B/E move
5.6%
Puts
Pseudo strike
12.07
IV
41.7%
B/E move
4.7%

45Δ

Calls
Pseudo strike
12.60
IV
45.8%
B/E move
3.9%
Puts
Pseudo strike
12.23
IV
40.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
12.34
IV
47.8%
B/E move
3.1%
Puts
Pseudo strike
12.38
IV
39.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
12.06
IV
54.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.79
IV
60.3%
B/E move
2.5%
Puts
Pseudo strike
14.07
IV
198.0%
B/E move
7.5%

65Δ

Calls
Pseudo strike
11.51
IV
66.6%
B/E move
2.2%
Puts
Pseudo strike
14.34
IV
181.6%
B/E move
6.0%

70Δ

Calls
Pseudo strike
11.24
IV
72.9%
B/E move
1.9%
Puts
Pseudo strike
14.62
IV
165.2%
B/E move
4.6%

75Δ

Calls
Pseudo strike
10.96
IV
79.1%
B/E move
1.7%
Puts
Pseudo strike
14.89
IV
148.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
10.69
IV
85.4%
B/E move
1.4%
Puts
Pseudo strike
16.98
IV
195.8%
B/E move
2.9%

Options history

IV · four-Friday blend49.45%
Daily EOD
JBS41.0%52.4%63.8%2026-10-19: 50.36%2026-10-20: 62.23%2026-10-21: 45.16%2026-10-22: 46.40%2026-10-23: 48.37%2026-10-26: 42.62%2026-10-27: 56.76%2026-10-29: 43.66%2026-10-30: 49.45%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.36%
62.23%
45.16%
46.40%
48.37%
42.62%
56.76%
43.66%
49.45%