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J & J Snack Foods Corp JJSF

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T21:09:15.448Z

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 · 2026-10-22T20:00:10.169925957Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:09:14.075018+00:00

Share price$84.90
1D+2.5%
AH$82.65$83.26$83.87$84.47$85.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJJSF
Sold putSold callAH

J & J Snack Foods Corp options

Live interpolated JJSF call and put midpoint premiums by absolute delta.J & J Snack Foods Corp$0.92$3.11$5.30$7.49$9.68$72.81$78.78$84.75$90.72$96.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JJSF spot · $84.90JJSF PRICE$1.15$1.43$1.73$2.08$2.50$2.92$3.34$3.92$4.72$5.51$6.31$7.42$9.04$1.59$1.82$2.13$2.64$3.14$3.65$4.19$4.76$5.34$5.91$6.56$7.66$8.76
PutsExpensive1.42×
CallsExpensive1.17×
SkewBearish+1.26 pp
Implied moveBearish±$7.53
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.0146.3%14.5%75.4955.7%13.0%
25Δ93.2642.4%11.5%78.1648.6%10.1%
30Δ91.1740.3%9.4%80.4243.5%7.8%
35Δ89.4538.8%7.8%81.7742.8%6.8%
40Δ88.2038.2%6.8%83.1142.2%5.8%
45Δ86.9537.6%5.9%84.4641.5%4.8%
50Δ85.7037.0%4.9%85.6740.5%4.0%
55Δ84.4637.0%4.1%86.7939.1%3.4%
60Δ83.2337.7%3.6%87.9137.8%2.7%
65Δ82.0038.4%3.1%89.0436.5%2.1%
70Δ80.7739.2%2.6%90.2035.3%1.5%
75Δ79.2640.4%2.1%91.6134.6%1.1%
80Δ77.3042.3%1.7%93.0334.0%0.7%

20Δ

Calls
Pseudo strike
96.01
IV
46.3%
B/E move
14.5%
Puts
Pseudo strike
75.49
IV
55.7%
B/E move
13.0%

25Δ

Calls
Pseudo strike
93.26
IV
42.4%
B/E move
11.5%
Puts
Pseudo strike
78.16
IV
48.6%
B/E move
10.1%

30Δ

Calls
Pseudo strike
91.17
IV
40.3%
B/E move
9.4%
Puts
Pseudo strike
80.42
IV
43.5%
B/E move
7.8%

35Δ

Calls
Pseudo strike
89.45
IV
38.8%
B/E move
7.8%
Puts
Pseudo strike
81.77
IV
42.8%
B/E move
6.8%

40Δ

Calls
Pseudo strike
88.20
IV
38.2%
B/E move
6.8%
Puts
Pseudo strike
83.11
IV
42.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
86.95
IV
37.6%
B/E move
5.9%
Puts
Pseudo strike
84.46
IV
41.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
85.70
IV
37.0%
B/E move
4.9%
Puts
Pseudo strike
85.67
IV
40.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
84.46
IV
37.0%
B/E move
4.1%
Puts
Pseudo strike
86.79
IV
39.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
83.23
IV
37.7%
B/E move
3.6%
Puts
Pseudo strike
87.91
IV
37.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
82.00
IV
38.4%
B/E move
3.1%
Puts
Pseudo strike
89.04
IV
36.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
80.77
IV
39.2%
B/E move
2.6%
Puts
Pseudo strike
90.20
IV
35.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
79.26
IV
40.4%
B/E move
2.1%
Puts
Pseudo strike
91.61
IV
34.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
77.30
IV
42.3%
B/E move
1.7%
Puts
Pseudo strike
93.03
IV
34.0%
B/E move
0.7%

Options history

No recorded observations