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JELD-WEN Holding, Inc. JELD

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-12T02:27:57.525Z

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 · 2026-11-12T00:00:00.002587106Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:27:57.043376+00:00

Share price$1.05
1D+4.5%
AH$0.94$0.98$1.02$1.06$1.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJELD
Sold putSold callAH

JELD-WEN Holding, Inc. options

Live interpolated JELD call and put midpoint premiums by absolute delta.JELD-WEN Holding, Inc.$0.13$0.36$0.60$0.83$1.07$0.31$0.62$0.93$1.24$1.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JELD spot · $1.05JELD PRICE$0.42$0.42$0.42$0.42$0.42$0.42$0.42$0.15$0.17$0.18$0.20$0.24$0.29$0.34$0.39$0.43$0.48$0.54$0.77$1.00
PutsExpensive1.74×
Calls——
Skew——
Implied moveBullish±$0.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.63800.0%571.6%0.68615.6%49.7%
25Δ5.30800.0%445.5%0.78533.6%41.4%
30Δ4.53800.0%372.3%0.88451.7%33.1%
35Δ3.93800.0%314.7%0.99369.7%24.9%
40Δ3.32800.0%257.1%1.06352.3%21.7%
45Δ2.72800.0%199.5%1.14344.4%19.2%
50Δ2.28800.0%157.4%1.21336.5%16.8%
55Δ1.28328.7%14.3%
60Δ1.36320.8%11.9%
65Δ1.43312.9%9.4%
70Δ1.52307.8%7.1%
75Δ1.76337.7%5.9%
80Δ2.00367.5%4.8%

20Δ

Calls
Pseudo strike
6.63
IV
800.0%
B/E move
571.6%
Puts
Pseudo strike
0.68
IV
615.6%
B/E move
49.7%

25Δ

Calls
Pseudo strike
5.30
IV
800.0%
B/E move
445.5%
Puts
Pseudo strike
0.78
IV
533.6%
B/E move
41.4%

30Δ

Calls
Pseudo strike
4.53
IV
800.0%
B/E move
372.3%
Puts
Pseudo strike
0.88
IV
451.7%
B/E move
33.1%

35Δ

Calls
Pseudo strike
3.93
IV
800.0%
B/E move
314.7%
Puts
Pseudo strike
0.99
IV
369.7%
B/E move
24.9%

40Δ

Calls
Pseudo strike
3.32
IV
800.0%
B/E move
257.1%
Puts
Pseudo strike
1.06
IV
352.3%
B/E move
21.7%

45Δ

Calls
Pseudo strike
2.72
IV
800.0%
B/E move
199.5%
Puts
Pseudo strike
1.14
IV
344.4%
B/E move
19.2%

50Δ

Calls
Pseudo strike
2.28
IV
800.0%
B/E move
157.4%
Puts
Pseudo strike
1.21
IV
336.5%
B/E move
16.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.28
IV
328.7%
B/E move
14.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.36
IV
320.8%
B/E move
11.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.43
IV
312.9%
B/E move
9.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.52
IV
307.8%
B/E move
7.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.76
IV
337.7%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.00
IV
367.5%
B/E move
4.8%

Options history

IV · four-Friday blend209.77%
Daily EOD
JELD202.3%206.8%211.4%2026-10-19: 202.92%2026-10-23: 210.77%2026-10-28: 209.40%2026-10-29: 209.77%Oct 19Oct 23Oct 29
4 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
202.92%
210.77%
209.40%
209.77%