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JELD-WEN Holding, Inc. JELD

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Market datapartial · fetched 2026-10-22T21:18:42.095Z

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 · 2026-10-22T20:10:00.003272242Z

FundamentalsAlpha Vantage · unavailable

Share price$1.42
1D+9.7%
AH$1.27$1.32$1.37$1.42$1.475:30 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.$0.27$1.32$2.37$3.42$4.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEJELD PRICE$0.38$0.52$0.54$0.50$0.52$0.54$0.46$0.47$0.48$0.50$0.55$0.63$0.71$0.79$1.51$4.17$4.03
PutsExpensive1.97×
CallsExpensive2.10×
SkewBullish-7.37 pp
Implied move——
TiltBearish65.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.08477.8%55.9%
25Δ1.21420.8%47.9%
30Δ1.34363.7%39.9%
35Δ1.46306.7%32.0%
40Δ1.59281.7%27.0%
45Δ1.72270.2%23.3%
50Δ1.85258.7%19.7%
55Δ2.02342.9%68.7%1.98247.3%16.0%
60Δ3.29518.5%168.4%2.71307.8%15.5%
65Δ2.70454.4%128.1%5.37411.6%15.5%
70Δ1.36293.2%30.5%5.28415.2%12.4%
75Δ1.20260.0%20.9%
80Δ1.04226.8%11.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.08
IV
477.8%
B/E move
55.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.21
IV
420.8%
B/E move
47.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
363.7%
B/E move
39.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.46
IV
306.7%
B/E move
32.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.59
IV
281.7%
B/E move
27.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.72
IV
270.2%
B/E move
23.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.85
IV
258.7%
B/E move
19.7%

55Δ

Calls
Pseudo strike
2.02
IV
342.9%
B/E move
68.7%
Puts
Pseudo strike
1.98
IV
247.3%
B/E move
16.0%

60Δ

Calls
Pseudo strike
3.29
IV
518.5%
B/E move
168.4%
Puts
Pseudo strike
2.71
IV
307.8%
B/E move
15.5%

65Δ

Calls
Pseudo strike
2.70
IV
454.4%
B/E move
128.1%
Puts
Pseudo strike
5.37
IV
411.6%
B/E move
15.5%

70Δ

Calls
Pseudo strike
1.36
IV
293.2%
B/E move
30.5%
Puts
Pseudo strike
5.28
IV
415.2%
B/E move
12.4%

75Δ

Calls
Pseudo strike
1.20
IV
260.0%
B/E move
20.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.04
IV
226.8%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations