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Jefferson Capital, Inc. Common Stock JCAP

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-10-22T06:24:39.557Z

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 · 2026-10-21T20:00:00.601514486Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:24:37.590385+00:00

Share price$20.74
1D-0.6%
AH$20.47$20.58$20.69$20.79$20.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJCAP
Sold putSold callAH

Jefferson Capital, Inc. Common Stock options

Live interpolated JCAP call and put midpoint premiums by absolute delta.Jefferson Capital, Inc. Common Stock$0.53$1.37$2.22$3.06$3.91$15.21$17.98$20.75$23.52$26.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JCAP spot · $20.74JCAP PRICE$0.62$0.81$1.01$1.13$1.21$1.31$1.42$1.53$1.64$1.88$2.34$2.80$3.26$1.09$1.12$1.23$1.35$1.46$1.60$1.74$1.88$2.02$2.16$2.44$3.05$3.66
PutsExpensive2.43×
CallsExpensive2.40×
SkewBullish-0.36 pp
Implied moveBearish±$3.16
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.7697.5%36.9%16.05138.9%27.8%
25Δ26.5899.9%32.1%17.67109.2%20.2%
30Δ25.39102.3%27.3%18.5397.8%16.6%
35Δ24.1094.7%21.6%19.3986.4%13.0%
40Δ22.7582.2%15.5%20.1276.9%10.0%
45Δ22.0475.3%12.6%20.5472.2%8.7%
50Δ21.4769.7%10.4%20.9667.6%7.3%
55Δ20.9164.0%8.2%21.3863.0%6.0%
60Δ20.3458.4%6.0%21.8058.3%4.6%
65Δ19.7656.2%4.4%22.2153.7%3.3%
70Δ19.1859.2%3.8%22.7351.0%2.2%
75Δ18.5962.1%3.1%23.4352.6%1.7%
80Δ18.0065.0%2.5%24.1454.2%1.3%

20Δ

Calls
Pseudo strike
27.76
IV
97.5%
B/E move
36.9%
Puts
Pseudo strike
16.05
IV
138.9%
B/E move
27.8%

25Δ

Calls
Pseudo strike
26.58
IV
99.9%
B/E move
32.1%
Puts
Pseudo strike
17.67
IV
109.2%
B/E move
20.2%

30Δ

Calls
Pseudo strike
25.39
IV
102.3%
B/E move
27.3%
Puts
Pseudo strike
18.53
IV
97.8%
B/E move
16.6%

35Δ

Calls
Pseudo strike
24.10
IV
94.7%
B/E move
21.6%
Puts
Pseudo strike
19.39
IV
86.4%
B/E move
13.0%

40Δ

Calls
Pseudo strike
22.75
IV
82.2%
B/E move
15.5%
Puts
Pseudo strike
20.12
IV
76.9%
B/E move
10.0%

45Δ

Calls
Pseudo strike
22.04
IV
75.3%
B/E move
12.6%
Puts
Pseudo strike
20.54
IV
72.2%
B/E move
8.7%

50Δ

Calls
Pseudo strike
21.47
IV
69.7%
B/E move
10.4%
Puts
Pseudo strike
20.96
IV
67.6%
B/E move
7.3%

55Δ

Calls
Pseudo strike
20.91
IV
64.0%
B/E move
8.2%
Puts
Pseudo strike
21.38
IV
63.0%
B/E move
6.0%

60Δ

Calls
Pseudo strike
20.34
IV
58.4%
B/E move
6.0%
Puts
Pseudo strike
21.80
IV
58.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
19.76
IV
56.2%
B/E move
4.4%
Puts
Pseudo strike
22.21
IV
53.7%
B/E move
3.3%

70Δ

Calls
Pseudo strike
19.18
IV
59.2%
B/E move
3.8%
Puts
Pseudo strike
22.73
IV
51.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
18.59
IV
62.1%
B/E move
3.1%
Puts
Pseudo strike
23.43
IV
52.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
18.00
IV
65.0%
B/E move
2.5%
Puts
Pseudo strike
24.14
IV
54.2%
B/E move
1.3%

Options history

No recorded observations