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Jefferson Capital, Inc. Common Stock JCAP

i

Market dataready · fetched 2026-11-11T14:02:41.709Z

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 · 2026-11-10T21:00:00.508976728Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T14:02:41.215838+00:00

Share price$19.66
1D-1.7%
AH$19.56$19.69$19.82$19.95$20.095:30 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$0.55$1.62$2.70$3.77$4.84$14.14$17.12$20.11$23.10$26.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JCAP spot · $19.66JCAP PRICE$0.67$0.87$1.07$1.07$1.20$1.34$1.47$1.91$2.43$2.96$3.48$4.00$4.53$1.08$1.16$1.25$1.36$1.48$1.60$1.72$1.87$2.03$2.18$2.34$2.49$2.65
PutsExpensive2.50×
CallsExpensive2.60×
SkewBullish-28.68 pp
Implied moveBearish±$3.19
TiltBullish7.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.39218.4%47.8%15.16254.0%28.4%
25Δ26.67216.4%40.1%16.44214.5%22.3%
30Δ24.94213.1%32.3%17.61179.4%16.8%
35Δ22.64167.8%20.6%18.22165.1%14.2%
40Δ21.76155.0%16.8%18.84150.8%11.7%
45Δ20.97144.4%13.5%19.45136.5%9.2%
50Δ20.18133.8%10.1%20.03123.0%6.8%
55Δ19.44137.1%8.6%20.35115.8%6.0%
60Δ18.73144.5%7.6%20.67108.6%5.2%
65Δ18.01152.0%6.6%20.99101.4%4.4%
70Δ17.29159.4%5.6%21.3094.2%3.5%
75Δ16.57166.8%4.6%21.6287.0%2.7%
80Δ15.85174.3%3.7%21.9479.8%1.9%

20Δ

Calls
Pseudo strike
28.39
IV
218.4%
B/E move
47.8%
Puts
Pseudo strike
15.16
IV
254.0%
B/E move
28.4%

25Δ

Calls
Pseudo strike
26.67
IV
216.4%
B/E move
40.1%
Puts
Pseudo strike
16.44
IV
214.5%
B/E move
22.3%

30Δ

Calls
Pseudo strike
24.94
IV
213.1%
B/E move
32.3%
Puts
Pseudo strike
17.61
IV
179.4%
B/E move
16.8%

35Δ

Calls
Pseudo strike
22.64
IV
167.8%
B/E move
20.6%
Puts
Pseudo strike
18.22
IV
165.1%
B/E move
14.2%

40Δ

Calls
Pseudo strike
21.76
IV
155.0%
B/E move
16.8%
Puts
Pseudo strike
18.84
IV
150.8%
B/E move
11.7%

45Δ

Calls
Pseudo strike
20.97
IV
144.4%
B/E move
13.5%
Puts
Pseudo strike
19.45
IV
136.5%
B/E move
9.2%

50Δ

Calls
Pseudo strike
20.18
IV
133.8%
B/E move
10.1%
Puts
Pseudo strike
20.03
IV
123.0%
B/E move
6.8%

55Δ

Calls
Pseudo strike
19.44
IV
137.1%
B/E move
8.6%
Puts
Pseudo strike
20.35
IV
115.8%
B/E move
6.0%

60Δ

Calls
Pseudo strike
18.73
IV
144.5%
B/E move
7.6%
Puts
Pseudo strike
20.67
IV
108.6%
B/E move
5.2%

65Δ

Calls
Pseudo strike
18.01
IV
152.0%
B/E move
6.6%
Puts
Pseudo strike
20.99
IV
101.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
17.29
IV
159.4%
B/E move
5.6%
Puts
Pseudo strike
21.30
IV
94.2%
B/E move
3.5%

75Δ

Calls
Pseudo strike
16.57
IV
166.8%
B/E move
4.6%
Puts
Pseudo strike
21.62
IV
87.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.85
IV
174.3%
B/E move
3.7%
Puts
Pseudo strike
21.94
IV
79.8%
B/E move
1.9%

Options history

IV · four-Friday blend59.40%
Daily EOD
JCAP51.6%55.8%60.0%2026-10-19: 52.20%2026-10-20: 53.58%2026-10-21: 53.89%2026-10-22: 52.25%2026-10-23: 55.80%2026-10-26: 57.23%2026-10-27: 58.14%2026-10-28: 57.42%2026-10-29: 59.40%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
52.20%
53.58%
53.89%
52.25%
55.80%
57.23%
58.14%
57.42%
59.40%