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JBT Marel Corporation JBTM

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Market datapartial · fetched 2026-10-22T18:25:12.497Z

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 · 2026-10-22T18:25:10.537270786Z

FundamentalsAlpha Vantage · unavailable

Share price$107.56
1D+0.2%
$105$106$107$108$1105:30 AM6:30 AM9:00 AM1:00 PMJBTM
Sold putSold call

JBT Marel Corporation options

Live interpolated JBTM call and put midpoint premiums by absolute delta.JBT Marel Corporation$1.09$4.27$7.45$10.64$13.82$90.94$99.40$107.86$116.31$124.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JBTM spot · $107.56JBTM PRICE$1.43$1.88$2.37$2.96$3.64$4.31$5.18$6.13$7.08$8.32$9.60$11.03$12.73$1.90$2.43$2.92$3.40$3.95$4.74$5.53$6.39$7.66$8.92$10.22$11.56$12.90
PutsExpensive1.24×
CallsExpensive1.29×
SkewBullish-1.99 pp
Implied moveBearish±$10.71
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.2045.1%14.0%96.2052.3%12.3%
25Δ118.2243.4%11.7%98.9850.0%10.2%
30Δ116.0143.4%10.1%101.3347.3%8.5%
35Δ114.0443.7%8.8%103.4444.5%7.0%
40Δ112.2744.3%7.8%105.4242.4%5.7%
45Δ110.5144.8%6.8%107.0342.1%4.9%
50Δ108.7545.6%5.9%108.6341.8%4.1%
55Δ106.9946.4%5.2%110.2841.7%3.4%
60Δ105.2347.2%4.4%112.1142.2%2.9%
65Δ103.2847.8%3.8%113.9442.8%2.4%
70Δ101.3048.4%3.1%115.7942.6%1.8%
75Δ99.2148.7%2.5%117.6541.4%1.4%
80Δ96.9148.5%1.9%119.5240.2%0.9%

20Δ

Calls
Pseudo strike
121.20
IV
45.1%
B/E move
14.0%
Puts
Pseudo strike
96.20
IV
52.3%
B/E move
12.3%

25Δ

Calls
Pseudo strike
118.22
IV
43.4%
B/E move
11.7%
Puts
Pseudo strike
98.98
IV
50.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
116.01
IV
43.4%
B/E move
10.1%
Puts
Pseudo strike
101.33
IV
47.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
114.04
IV
43.7%
B/E move
8.8%
Puts
Pseudo strike
103.44
IV
44.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
112.27
IV
44.3%
B/E move
7.8%
Puts
Pseudo strike
105.42
IV
42.4%
B/E move
5.7%

45Δ

Calls
Pseudo strike
110.51
IV
44.8%
B/E move
6.8%
Puts
Pseudo strike
107.03
IV
42.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
108.75
IV
45.6%
B/E move
5.9%
Puts
Pseudo strike
108.63
IV
41.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
106.99
IV
46.4%
B/E move
5.2%
Puts
Pseudo strike
110.28
IV
41.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
105.23
IV
47.2%
B/E move
4.4%
Puts
Pseudo strike
112.11
IV
42.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
103.28
IV
47.8%
B/E move
3.8%
Puts
Pseudo strike
113.94
IV
42.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
101.30
IV
48.4%
B/E move
3.1%
Puts
Pseudo strike
115.79
IV
42.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
99.21
IV
48.7%
B/E move
2.5%
Puts
Pseudo strike
117.65
IV
41.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
96.91
IV
48.5%
B/E move
1.9%
Puts
Pseudo strike
119.52
IV
40.2%
B/E move
0.9%

Options history

No recorded observations