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JBT Marel Corporation JBTM

i

Market dataready · fetched 2026-11-11T13:54:40.817Z

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 · 2026-11-11T00:00:00.003298099Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:54:40.436381+00:00

Share price$129.74
1D+1.4%
AH$127.28$128.23$129.18$130.13$131.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJBTM
Sold putSold callAH

JBT Marel Corporation options

Live interpolated JBTM call and put midpoint premiums by absolute delta.JBT Marel Corporation$0.78$2.70$4.61$6.53$8.44$107.46$117.55$127.65$137.75$147.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBTM spot · $129.74JBTM PRICE$0.99$1.32$1.65$1.94$2.23$2.52$2.80$3.55$4.34$5.12$5.91$6.82$7.89$1.41$1.64$1.87$2.12$2.37$2.62$2.88$3.49$4.09$4.69$5.29$5.89$7.62
PutsCheap0.81×
CallsCheap0.59×
SkewBullish-0.49 pp
Implied moveBalanced±$5.69
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.8641.7%7.0%120.4459.0%8.3%
25Δ136.4342.9%6.2%122.9652.5%6.5%
30Δ135.0044.1%5.3%125.2346.6%4.9%
35Δ133.7742.0%4.6%126.4443.5%4.2%
40Δ132.5439.9%3.9%127.6540.3%3.4%
45Δ131.3237.8%3.2%128.8637.2%2.7%
50Δ130.0935.7%2.4%130.0534.2%2.0%
55Δ128.9737.0%2.1%130.9934.0%1.7%
60Δ127.8538.5%1.9%131.9333.9%1.5%
65Δ126.7440.0%1.6%132.8833.7%1.2%
70Δ125.6241.5%1.4%133.8233.5%0.9%
75Δ124.3941.9%1.1%134.7633.3%0.7%
80Δ123.0040.9%0.9%136.7135.9%0.5%

20Δ

Calls
Pseudo strike
137.86
IV
41.7%
B/E move
7.0%
Puts
Pseudo strike
120.44
IV
59.0%
B/E move
8.3%

25Δ

Calls
Pseudo strike
136.43
IV
42.9%
B/E move
6.2%
Puts
Pseudo strike
122.96
IV
52.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
135.00
IV
44.1%
B/E move
5.3%
Puts
Pseudo strike
125.23
IV
46.6%
B/E move
4.9%

35Δ

Calls
Pseudo strike
133.77
IV
42.0%
B/E move
4.6%
Puts
Pseudo strike
126.44
IV
43.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
132.54
IV
39.9%
B/E move
3.9%
Puts
Pseudo strike
127.65
IV
40.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
131.32
IV
37.8%
B/E move
3.2%
Puts
Pseudo strike
128.86
IV
37.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
130.09
IV
35.7%
B/E move
2.4%
Puts
Pseudo strike
130.05
IV
34.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
128.97
IV
37.0%
B/E move
2.1%
Puts
Pseudo strike
130.99
IV
34.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
127.85
IV
38.5%
B/E move
1.9%
Puts
Pseudo strike
131.93
IV
33.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
126.74
IV
40.0%
B/E move
1.6%
Puts
Pseudo strike
132.88
IV
33.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
125.62
IV
41.5%
B/E move
1.4%
Puts
Pseudo strike
133.82
IV
33.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
124.39
IV
41.9%
B/E move
1.1%
Puts
Pseudo strike
134.76
IV
33.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
123.00
IV
40.9%
B/E move
0.9%
Puts
Pseudo strike
136.71
IV
35.9%
B/E move
0.5%

Options history

IV · four-Friday blend40.23%
Daily close
JBTM28.9%40.6%52.3%2026-08-13: 42.94%2026-08-14: 43.30%2026-08-17: 44.76%2026-08-19: 46.07%2026-08-20: 50.73%2026-08-21: 41.72%2026-08-24: 41.76%2026-08-25: 41.68%2026-08-26: 39.09%2026-08-27: 39.92%2026-08-28: 30.49%2026-08-31: 34.52%2026-09-01: 32.46%2026-09-02: 32.73%2026-09-03: 33.60%2026-09-04: 33.17%2026-09-08: 34.88%2026-09-09: 34.27%2026-09-10: 33.31%2026-09-11: 34.48%2026-09-14: 36.54%2026-09-16: 39.39%2026-09-18: 35.33%2026-09-21: 34.98%2026-09-22: 35.81%2026-09-23: 35.56%2026-09-24: 36.74%2026-09-25: 36.04%2026-09-28: 36.91%2026-09-29: 36.01%2026-09-30: 38.77%2026-10-01: 37.94%2026-10-02: 37.15%2026-10-05: 38.44%2026-10-06: 37.35%2026-10-07: 39.33%2026-10-08: 40.15%2026-10-09: 39.94%2026-10-12: 41.17%2026-10-13: 43.34%2026-10-14: 43.35%2026-10-16: 40.55%2026-10-19: 40.93%2026-10-20: 39.97%2026-10-21: 40.36%2026-10-22: 38.28%2026-10-23: 39.67%2026-10-26: 40.15%2026-10-27: 41.56%2026-10-28: 39.87%2026-10-29: 38.44%2026-10-30: 40.23%Aug 13Sep 23Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
42.94%
43.30%
44.76%
46.07%
50.73%
41.72%
41.76%
41.68%
39.09%
39.92%
30.49%
34.52%
32.46%
32.73%
33.60%
33.17%
34.88%
34.27%
33.31%
34.48%
36.54%
39.39%
35.33%
34.98%
35.81%
35.56%
36.74%
36.04%
36.91%
36.01%
38.77%
37.94%
37.15%
38.44%
37.35%
39.33%
40.15%
39.94%
41.17%
43.34%
43.35%
40.55%
40.93%
39.97%
40.36%
38.28%
39.67%
40.15%
41.56%
39.87%
38.44%
40.23%