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Jefferies Financial Group Inc. JEF

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Market datapartial · fetched 2026-10-22T16:38:20.718Z

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 · 2026-10-22T16:37:32.153914924Z

FundamentalsAlpha Vantage · unavailable

Share price$45.13
1D+1.5%
$44.37$44.67$44.97$45.26$45.565:30 AM6:30 AM9:00 AM1:00 PMJEF
Sold putSold call

Jefferies Financial Group Inc. options

Live interpolated JEF call and put midpoint premiums by absolute delta.Jefferies Financial Group Inc.$0.29$2.27$4.26$6.25$8.23$37.68$41.29$44.91$48.52$52.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEF spot · $45.13JEF PRICE$0.50$0.67$0.84$1.02$1.26$1.50$1.74$2.00$2.43$2.86$3.29$3.78$4.45$0.70$0.90$1.14$1.44$1.74$2.04$2.45$2.88$3.30$3.99$5.03$6.21$7.66
PutsFair0.96×
CallsCheap0.84×
SkewBearish+9.01 pp
Implied moveBearish±$4.19
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.7336.8%11.3%40.8545.6%11.0%
25Δ48.9036.4%9.8%41.8644.2%9.2%
30Δ48.0736.0%8.4%42.7743.3%7.8%
35Δ47.3135.7%7.1%43.4843.4%6.8%
40Δ46.7235.7%6.3%44.2043.5%5.9%
45Δ46.1235.7%5.5%44.9143.6%5.0%
50Δ45.5235.8%4.7%45.6343.6%4.3%
55Δ44.9235.9%4.0%46.3643.6%3.7%
60Δ44.2736.7%3.5%47.0843.6%3.0%
65Δ43.6237.5%3.0%48.0145.1%2.5%
70Δ42.9738.3%2.5%49.2248.7%2.1%
75Δ42.2638.8%2.0%50.5852.0%1.7%
80Δ41.4138.8%1.6%52.2354.9%1.2%

20Δ

Calls
Pseudo strike
49.73
IV
36.8%
B/E move
11.3%
Puts
Pseudo strike
40.85
IV
45.6%
B/E move
11.0%

25Δ

Calls
Pseudo strike
48.90
IV
36.4%
B/E move
9.8%
Puts
Pseudo strike
41.86
IV
44.2%
B/E move
9.2%

30Δ

Calls
Pseudo strike
48.07
IV
36.0%
B/E move
8.4%
Puts
Pseudo strike
42.77
IV
43.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
47.31
IV
35.7%
B/E move
7.1%
Puts
Pseudo strike
43.48
IV
43.4%
B/E move
6.8%

40Δ

Calls
Pseudo strike
46.72
IV
35.7%
B/E move
6.3%
Puts
Pseudo strike
44.20
IV
43.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
46.12
IV
35.7%
B/E move
5.5%
Puts
Pseudo strike
44.91
IV
43.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
45.52
IV
35.8%
B/E move
4.7%
Puts
Pseudo strike
45.63
IV
43.6%
B/E move
4.3%

55Δ

Calls
Pseudo strike
44.92
IV
35.9%
B/E move
4.0%
Puts
Pseudo strike
46.36
IV
43.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
44.27
IV
36.7%
B/E move
3.5%
Puts
Pseudo strike
47.08
IV
43.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
43.62
IV
37.5%
B/E move
3.0%
Puts
Pseudo strike
48.01
IV
45.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
42.97
IV
38.3%
B/E move
2.5%
Puts
Pseudo strike
49.22
IV
48.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
42.26
IV
38.8%
B/E move
2.0%
Puts
Pseudo strike
50.58
IV
52.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
41.41
IV
38.8%
B/E move
1.6%
Puts
Pseudo strike
52.23
IV
54.9%
B/E move
1.2%

Options history

No recorded observations