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Jefferies Financial Group Inc. JEF

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Market datapartial · fetched 2026-10-22T21:26:10.807Z

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 · 2026-10-22T20:34:58.698642773Z

FundamentalsAlpha Vantage · unavailable

Share price$45.64
1D+2.7%
AH$44.35$44.70$45.05$45.40$45.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJEF
Sold putSold callAH

Jefferies Financial Group Inc. options

Live interpolated JEF call and put midpoint premiums by absolute delta.Jefferies Financial Group Inc.$0.11$3.64$7.17$10.70$14.23$37.55$41.35$45.15$48.94$52.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEF spot · $45.64JEF PRICE$0.49$0.68$0.87$1.06$1.29$1.56$1.83$2.10$2.42$2.83$3.24$3.65$0.73$0.95$1.21$1.47$1.74$2.13$2.60$3.08$3.74$4.80$6.05$7.75$13.21
PutsExpensive1.09×
CallsCheap0.83×
SkewBearish+14.95 pp
Implied moveBearish±$4.44
TiltBearish38.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.1035.7%10.9%41.2146.9%11.3%
25Δ49.3435.9%9.6%42.2646.1%9.5%
30Δ48.6336.1%8.5%43.1145.4%8.2%
35Δ47.9236.4%7.3%43.9044.6%7.1%
40Δ47.2636.6%6.4%44.6843.9%5.9%
45Δ46.6536.7%5.6%45.4644.2%5.1%
50Δ46.0436.8%4.9%46.2245.2%4.4%
55Δ45.4437.0%4.2%46.9846.2%3.8%
60Δ44.8237.0%3.5%47.8948.3%3.3%
65Δ44.1736.9%3.0%49.1352.7%2.9%
70Δ43.5336.8%2.5%50.5657.4%2.5%
75Δ42.8836.7%2.0%52.4463.0%2.1%
80Δ57.9485.6%2.0%

20Δ

Calls
Pseudo strike
50.10
IV
35.7%
B/E move
10.9%
Puts
Pseudo strike
41.21
IV
46.9%
B/E move
11.3%

25Δ

Calls
Pseudo strike
49.34
IV
35.9%
B/E move
9.6%
Puts
Pseudo strike
42.26
IV
46.1%
B/E move
9.5%

30Δ

Calls
Pseudo strike
48.63
IV
36.1%
B/E move
8.5%
Puts
Pseudo strike
43.11
IV
45.4%
B/E move
8.2%

35Δ

Calls
Pseudo strike
47.92
IV
36.4%
B/E move
7.3%
Puts
Pseudo strike
43.90
IV
44.6%
B/E move
7.1%

40Δ

Calls
Pseudo strike
47.26
IV
36.6%
B/E move
6.4%
Puts
Pseudo strike
44.68
IV
43.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
46.65
IV
36.7%
B/E move
5.6%
Puts
Pseudo strike
45.46
IV
44.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
46.04
IV
36.8%
B/E move
4.9%
Puts
Pseudo strike
46.22
IV
45.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
45.44
IV
37.0%
B/E move
4.2%
Puts
Pseudo strike
46.98
IV
46.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
44.82
IV
37.0%
B/E move
3.5%
Puts
Pseudo strike
47.89
IV
48.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
44.17
IV
36.9%
B/E move
3.0%
Puts
Pseudo strike
49.13
IV
52.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
43.53
IV
36.8%
B/E move
2.5%
Puts
Pseudo strike
50.56
IV
57.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
42.88
IV
36.7%
B/E move
2.0%
Puts
Pseudo strike
52.44
IV
63.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.94
IV
85.6%
B/E move
2.0%

Options history

No recorded observations