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JBS N.V. JBS

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Market datapartial · fetched 2026-10-22T06:27:27.826Z

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 · 2026-10-21T23:00:00.001961323Z

FundamentalsAlpha Vantage · unavailable

Share price$12.47
1D-5.8%
AH$11.90$12.12$12.33$12.54$12.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJBS
Sold putSold callAH

JBS N.V. options

Live interpolated JBS call and put midpoint premiums by absolute delta.JBS N.V.$0.34$1.92$3.49$5.07$6.64$7.07$9.52$11.96$14.41$16.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBS spot · $12.47JBS PRICE$0.53$0.51$0.54$0.56$0.59$0.61$0.64$0.87$1.37$1.87$2.36$2.86$3.45$1.55$1.38$1.21$1.04$0.87$0.70$0.85$1.26$1.67$2.08$2.49$3.02$6.19
PutsExpensive2.19×
CallsExpensive1.82×
SkewBearish+28.60 pp
Implied moveBearish±$1.49
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.84165.4%71.4%8.20302.4%46.7%
25Δ17.11120.3%41.3%8.99255.1%39.0%
30Δ16.28107.0%34.9%9.78207.9%31.3%
35Δ15.4593.6%28.4%10.57160.7%23.6%
40Δ14.6380.3%22.0%11.36113.4%15.9%
45Δ13.8066.9%15.5%12.1466.2%8.2%
50Δ12.9753.6%9.1%12.7548.7%4.6%
55Δ12.2953.5%5.5%13.2155.5%4.2%
60Δ11.8070.4%5.6%13.6662.3%3.8%
65Δ11.3187.4%5.6%14.1169.1%3.5%
70Δ10.82104.3%5.7%14.5775.9%3.1%
75Δ10.33121.2%5.8%15.1584.6%2.8%
80Δ9.70135.4%5.4%18.29129.4%3.0%

20Δ

Calls
Pseudo strike
20.84
IV
165.4%
B/E move
71.4%
Puts
Pseudo strike
8.20
IV
302.4%
B/E move
46.7%

25Δ

Calls
Pseudo strike
17.11
IV
120.3%
B/E move
41.3%
Puts
Pseudo strike
8.99
IV
255.1%
B/E move
39.0%

30Δ

Calls
Pseudo strike
16.28
IV
107.0%
B/E move
34.9%
Puts
Pseudo strike
9.78
IV
207.9%
B/E move
31.3%

35Δ

Calls
Pseudo strike
15.45
IV
93.6%
B/E move
28.4%
Puts
Pseudo strike
10.57
IV
160.7%
B/E move
23.6%

40Δ

Calls
Pseudo strike
14.63
IV
80.3%
B/E move
22.0%
Puts
Pseudo strike
11.36
IV
113.4%
B/E move
15.9%

45Δ

Calls
Pseudo strike
13.80
IV
66.9%
B/E move
15.5%
Puts
Pseudo strike
12.14
IV
66.2%
B/E move
8.2%

50Δ

Calls
Pseudo strike
12.97
IV
53.6%
B/E move
9.1%
Puts
Pseudo strike
12.75
IV
48.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
12.29
IV
53.5%
B/E move
5.5%
Puts
Pseudo strike
13.21
IV
55.5%
B/E move
4.2%

60Δ

Calls
Pseudo strike
11.80
IV
70.4%
B/E move
5.6%
Puts
Pseudo strike
13.66
IV
62.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
11.31
IV
87.4%
B/E move
5.6%
Puts
Pseudo strike
14.11
IV
69.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
10.82
IV
104.3%
B/E move
5.7%
Puts
Pseudo strike
14.57
IV
75.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
10.33
IV
121.2%
B/E move
5.8%
Puts
Pseudo strike
15.15
IV
84.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
9.70
IV
135.4%
B/E move
5.4%
Puts
Pseudo strike
18.29
IV
129.4%
B/E move
3.0%

Options history

No recorded observations