Share price$1.34
1D+4.2%
Sold putSold call
JELD-WEN Holding, Inc. JELD
i
Market datapartial · fetched 2026-10-22T14:49:47.800Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T14:49:22.008185459Z
FundamentalsAlpha Vantage · unavailable
JELD-WEN Holding, Inc. options
PutsExpensive1.76×
CallsExpensive2.10×
SkewBullish-42.28 pp
Implied move——
TiltBearish39.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.04 | 479.7% | 56.0% | |||
| 25Δ | 1.15 | 428.5% | 48.6% | |||
| 30Δ | 1.26 | 377.3% | 41.2% | |||
| 35Δ | 1.37 | 326.2% | 33.8% | |||
| 40Δ | 1.48 | 275.0% | 26.4% | |||
| 45Δ | 1.59 | 257.6% | 22.6% | |||
| 50Δ | 1.70 | 245.8% | 19.4% | |||
| 55Δ | 1.81 | 234.0% | 16.2% | |||
| 60Δ | 2.44 | 484.5% | 118.0% | 1.92 | 222.2% | 13.0% |
| 65Δ | 1.60 | 372.9% | 55.4% | 2.14 | 227.5% | 10.4% |
| 70Δ | 1.32 | 328.1% | 35.9% | |||
| 75Δ | 1.12 | 294.9% | 23.2% | |||
| 80Δ | 0.95 | 268.0% | 14.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.04
- IV
- 479.7%
- B/E move
- 56.0%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.15
- IV
- 428.5%
- B/E move
- 48.6%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.26
- IV
- 377.3%
- B/E move
- 41.2%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.37
- IV
- 326.2%
- B/E move
- 33.8%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.48
- IV
- 275.0%
- B/E move
- 26.4%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.59
- IV
- 257.6%
- B/E move
- 22.6%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.70
- IV
- 245.8%
- B/E move
- 19.4%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.81
- IV
- 234.0%
- B/E move
- 16.2%
60Δ
- Pseudo strike
- 2.44
- IV
- 484.5%
- B/E move
- 118.0%
- Pseudo strike
- 1.92
- IV
- 222.2%
- B/E move
- 13.0%
65Δ
- Pseudo strike
- 1.60
- IV
- 372.9%
- B/E move
- 55.4%
- Pseudo strike
- 2.14
- IV
- 227.5%
- B/E move
- 10.4%
70Δ
- Pseudo strike
- 1.32
- IV
- 328.1%
- B/E move
- 35.9%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 1.12
- IV
- 294.9%
- B/E move
- 23.2%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 0.95
- IV
- 268.0%
- B/E move
- 14.1%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations