Share price$1.46
1D+12.4%
Sold putSold call
JELD-WEN Holding, Inc. JELD
i
Market datapartial · fetched 2026-10-22T16:50:42.109Z
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 · 2026-10-22T16:50:18.190258363Z
FundamentalsAlpha Vantage · unavailable
JELD-WEN Holding, Inc. options
PutsExpensive2.03×
CallsExpensive2.02×
SkewBearish+11.33 pp
Implied move——
TiltBearish64.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.10 | 473.9% | 55.8% | |||
| 25Δ | 1.24 | 414.6% | 47.6% | |||
| 30Δ | 1.37 | 355.2% | 39.3% | |||
| 35Δ | 1.50 | 296.8% | 31.2% | |||
| 40Δ | 1.64 | 285.6% | 27.4% | |||
| 45Δ | 1.78 | 274.3% | 23.5% | |||
| 50Δ | 1.92 | 263.0% | 19.7% | |||
| 55Δ | 2.03 | 334.2% | 66.1% | 2.28 | 287.2% | 17.5% |
| 60Δ | 4.24 | 560.9% | 229.7% | 4.22 | 379.6% | 17.5% |
| 65Δ | 2.43 | 407.5% | 102.5% | 6.86 | 484.1% | 17.5% |
| 70Δ | 1.38 | 278.4% | 28.6% | |||
| 75Δ | 1.24 | 246.0% | 20.3% | |||
| 80Δ | 1.10 | 213.6% | 12.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.10
- IV
- 473.9%
- B/E move
- 55.8%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.24
- IV
- 414.6%
- B/E move
- 47.6%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.37
- IV
- 355.2%
- B/E move
- 39.3%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.50
- IV
- 296.8%
- B/E move
- 31.2%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.64
- IV
- 285.6%
- B/E move
- 27.4%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.78
- IV
- 274.3%
- B/E move
- 23.5%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.92
- IV
- 263.0%
- B/E move
- 19.7%
55Δ
- Pseudo strike
- 2.03
- IV
- 334.2%
- B/E move
- 66.1%
- Pseudo strike
- 2.28
- IV
- 287.2%
- B/E move
- 17.5%
60Δ
- Pseudo strike
- 4.24
- IV
- 560.9%
- B/E move
- 229.7%
- Pseudo strike
- 4.22
- IV
- 379.6%
- B/E move
- 17.5%
65Δ
- Pseudo strike
- 2.43
- IV
- 407.5%
- B/E move
- 102.5%
- Pseudo strike
- 6.86
- IV
- 484.1%
- B/E move
- 17.5%
70Δ
- Pseudo strike
- 1.38
- IV
- 278.4%
- B/E move
- 28.6%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 1.24
- IV
- 246.0%
- B/E move
- 20.3%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 1.10
- IV
- 213.6%
- B/E move
- 12.1%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations