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JBS N.V. JBS

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Market datapartial · fetched 2026-10-22T13:08:31.062Z

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 · 2026-10-22T13:07:54.305144221Z

FundamentalsAlpha Vantage · unavailable

Share price$12.18
1D+0.5%
$12.11$12.15$12.18$12.21$12.255:30 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.$0.41$1.38$2.34$3.31$4.28$6.73$9.32$11.92$14.51$17.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBS spot · $12.18JBS PRICE$0.55$0.52$0.55$0.58$0.61$0.64$0.88$1.34$1.80$2.26$2.73$3.19$4.00$1.60$1.47$1.34$1.21$1.08$0.95$0.82$0.69$0.80$1.17$1.53$1.89$2.25
PutsExpensive2.22×
CallsExpensive2.09×
SkewBearish+15.21 pp
Implied moveBullish±$1.70
TiltBullish7.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.23177.5%78.8%7.97312.1%47.7%
25Δ16.98125.4%43.6%8.57275.0%41.7%
30Δ15.98110.1%35.7%9.17238.0%35.7%
35Δ14.9894.8%27.7%9.78201.0%29.7%
40Δ13.9979.4%19.8%10.38163.9%23.6%
45Δ12.9964.1%11.9%10.99126.9%17.6%
50Δ12.2765.4%8.0%11.5989.8%11.6%
55Δ11.8283.0%8.1%12.1952.8%5.6%
60Δ11.37100.5%8.1%12.7035.8%2.3%
65Δ10.92118.1%8.2%13.1039.5%2.0%
70Δ10.47135.6%8.3%13.5043.1%1.7%
75Δ10.01153.1%8.4%13.9146.8%1.3%
80Δ9.03170.4%6.9%14.3150.5%1.0%

20Δ

Calls
Pseudo strike
21.23
IV
177.5%
B/E move
78.8%
Puts
Pseudo strike
7.97
IV
312.1%
B/E move
47.7%

25Δ

Calls
Pseudo strike
16.98
IV
125.4%
B/E move
43.6%
Puts
Pseudo strike
8.57
IV
275.0%
B/E move
41.7%

30Δ

Calls
Pseudo strike
15.98
IV
110.1%
B/E move
35.7%
Puts
Pseudo strike
9.17
IV
238.0%
B/E move
35.7%

35Δ

Calls
Pseudo strike
14.98
IV
94.8%
B/E move
27.7%
Puts
Pseudo strike
9.78
IV
201.0%
B/E move
29.7%

40Δ

Calls
Pseudo strike
13.99
IV
79.4%
B/E move
19.8%
Puts
Pseudo strike
10.38
IV
163.9%
B/E move
23.6%

45Δ

Calls
Pseudo strike
12.99
IV
64.1%
B/E move
11.9%
Puts
Pseudo strike
10.99
IV
126.9%
B/E move
17.6%

50Δ

Calls
Pseudo strike
12.27
IV
65.4%
B/E move
8.0%
Puts
Pseudo strike
11.59
IV
89.8%
B/E move
11.6%

55Δ

Calls
Pseudo strike
11.82
IV
83.0%
B/E move
8.1%
Puts
Pseudo strike
12.19
IV
52.8%
B/E move
5.6%

60Δ

Calls
Pseudo strike
11.37
IV
100.5%
B/E move
8.1%
Puts
Pseudo strike
12.70
IV
35.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
10.92
IV
118.1%
B/E move
8.2%
Puts
Pseudo strike
13.10
IV
39.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
10.47
IV
135.6%
B/E move
8.3%
Puts
Pseudo strike
13.50
IV
43.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
10.01
IV
153.1%
B/E move
8.4%
Puts
Pseudo strike
13.91
IV
46.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
9.03
IV
170.4%
B/E move
6.9%
Puts
Pseudo strike
14.31
IV
50.5%
B/E move
1.0%

Options history

No recorded observations