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J & J Snack Foods Corp. Common Stock JJSF

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Market datapartial · fetched 2026-10-22T13:06:03.958Z

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 · 2026-10-21T20:28:08.696502731Z

FundamentalsAlpha Vantage · unavailable

Share price$81.75
1D-0.4%
AH$80.81$81.15$81.49$81.82$82.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJJSF
Sold putSold callAH

J & J Snack Foods Corp. Common Stock options

Live interpolated JJSF call and put midpoint premiums by absolute delta.J & J Snack Foods Corp. Common Stock$0.99$3.32$5.65$7.98$10.31$69.76$75.90$82.04$88.18$94.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JJSF spot · $81.75JJSF PRICE$1.24$1.51$1.80$2.11$2.45$3.06$3.68$4.30$4.92$5.93$6.98$8.04$9.64$1.64$1.92$2.24$2.55$2.89$3.38$3.87$4.36$4.85$5.65$6.64$7.64$8.63
PutsExpensive1.43×
CallsExpensive1.35×
SkewBullish-2.52 pp
Implied moveBearish±$7.56
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.9151.5%16.4%71.9959.6%14.0%
25Δ90.5346.9%12.6%75.1151.6%10.5%
30Δ88.4644.0%10.4%76.8248.0%8.8%
35Δ86.6241.5%8.5%78.5344.3%7.1%
40Δ84.8639.4%6.8%80.1541.0%5.5%
45Δ83.6740.3%6.1%81.2539.8%4.7%
50Δ82.4841.1%5.4%82.3638.7%4.0%
55Δ81.3042.0%4.7%83.4637.5%3.2%
60Δ80.1142.8%4.0%84.5636.3%2.5%
65Δ78.6443.9%3.5%85.8035.8%2.0%
70Δ77.1545.0%2.9%87.1235.8%1.6%
75Δ75.6646.1%2.4%88.4535.8%1.1%
80Δ73.6648.0%1.9%89.7735.8%0.7%

20Δ

Calls
Pseudo strike
93.91
IV
51.5%
B/E move
16.4%
Puts
Pseudo strike
71.99
IV
59.6%
B/E move
14.0%

25Δ

Calls
Pseudo strike
90.53
IV
46.9%
B/E move
12.6%
Puts
Pseudo strike
75.11
IV
51.6%
B/E move
10.5%

30Δ

Calls
Pseudo strike
88.46
IV
44.0%
B/E move
10.4%
Puts
Pseudo strike
76.82
IV
48.0%
B/E move
8.8%

35Δ

Calls
Pseudo strike
86.62
IV
41.5%
B/E move
8.5%
Puts
Pseudo strike
78.53
IV
44.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
84.86
IV
39.4%
B/E move
6.8%
Puts
Pseudo strike
80.15
IV
41.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
83.67
IV
40.3%
B/E move
6.1%
Puts
Pseudo strike
81.25
IV
39.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
82.48
IV
41.1%
B/E move
5.4%
Puts
Pseudo strike
82.36
IV
38.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
81.30
IV
42.0%
B/E move
4.7%
Puts
Pseudo strike
83.46
IV
37.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
80.11
IV
42.8%
B/E move
4.0%
Puts
Pseudo strike
84.56
IV
36.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
78.64
IV
43.9%
B/E move
3.5%
Puts
Pseudo strike
85.80
IV
35.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
77.15
IV
45.0%
B/E move
2.9%
Puts
Pseudo strike
87.12
IV
35.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
75.66
IV
46.1%
B/E move
2.4%
Puts
Pseudo strike
88.45
IV
35.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
73.66
IV
48.0%
B/E move
1.9%
Puts
Pseudo strike
89.77
IV
35.8%
B/E move
0.7%

Options history

No recorded observations