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Jack Henry & Associates, Inc. Common Stock JKHY

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Market datapartial · fetched 2026-11-11T15:40:06.540Z

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 · 2026-11-11T15:36:53.337542573Z

FundamentalsAlpha Vantage · unavailable

Share price$175.22
1D+0.6%
$173.41$173.92$174.42$174.92$175.435:30 AM6:30 AM9:00 AM1:00 PMJKHY
Sold putSold call

Jack Henry & Associates, Inc. Common Stock options

Live interpolated JKHY call and put midpoint premiums by absolute delta.Jack Henry & Associates, Inc. Common Stock$0.91$3.75$6.59$9.43$12.26$155.66$165.91$176.15$186.40$196.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JKHY spot · $175.22JKHY PRICE$1.22$1.51$1.78$2.22$2.78$3.35$3.92$4.52$5.17$5.82$6.46$7.37$8.85$1.69$2.14$2.55$3.09$3.72$4.35$5.13$6.04$6.95$7.91$8.99$10.06$11.45
PutsFair0.96×
CallsCheap0.57×
SkewBearish+9.46 pp
Implied moveBearish±$9.05
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ185.5039.9%6.6%164.2851.6%7.2%
25Δ183.2637.9%5.4%166.6050.4%6.1%
30Δ181.0035.1%4.3%169.0846.9%5.0%
35Δ179.3234.2%3.6%171.0145.3%4.2%
40Δ178.1035.0%3.2%172.6344.9%3.6%
45Δ176.8835.7%2.9%174.2444.4%3.0%
50Δ175.6536.4%2.5%175.8344.2%2.6%
55Δ174.4436.3%2.1%177.4044.1%2.2%
60Δ173.2335.5%1.8%178.9644.1%1.8%
65Δ172.0334.6%1.5%180.5443.7%1.5%
70Δ170.8233.8%1.2%182.1442.6%1.2%
75Δ169.4233.4%0.9%183.7441.5%0.9%
80Δ167.6334.0%0.7%185.6240.9%0.6%

20Δ

Calls
Pseudo strike
185.50
IV
39.9%
B/E move
6.6%
Puts
Pseudo strike
164.28
IV
51.6%
B/E move
7.2%

25Δ

Calls
Pseudo strike
183.26
IV
37.9%
B/E move
5.4%
Puts
Pseudo strike
166.60
IV
50.4%
B/E move
6.1%

30Δ

Calls
Pseudo strike
181.00
IV
35.1%
B/E move
4.3%
Puts
Pseudo strike
169.08
IV
46.9%
B/E move
5.0%

35Δ

Calls
Pseudo strike
179.32
IV
34.2%
B/E move
3.6%
Puts
Pseudo strike
171.01
IV
45.3%
B/E move
4.2%

40Δ

Calls
Pseudo strike
178.10
IV
35.0%
B/E move
3.2%
Puts
Pseudo strike
172.63
IV
44.9%
B/E move
3.6%

45Δ

Calls
Pseudo strike
176.88
IV
35.7%
B/E move
2.9%
Puts
Pseudo strike
174.24
IV
44.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
175.65
IV
36.4%
B/E move
2.5%
Puts
Pseudo strike
175.83
IV
44.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
174.44
IV
36.3%
B/E move
2.1%
Puts
Pseudo strike
177.40
IV
44.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
173.23
IV
35.5%
B/E move
1.8%
Puts
Pseudo strike
178.96
IV
44.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
172.03
IV
34.6%
B/E move
1.5%
Puts
Pseudo strike
180.54
IV
43.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
170.82
IV
33.8%
B/E move
1.2%
Puts
Pseudo strike
182.14
IV
42.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
169.42
IV
33.4%
B/E move
0.9%
Puts
Pseudo strike
183.74
IV
41.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
167.63
IV
34.0%
B/E move
0.7%
Puts
Pseudo strike
185.62
IV
40.9%
B/E move
0.6%

Options history

IV · four-Friday blend32.88%
Daily close
JKHY27.5%38.1%48.7%2026-08-13: 34.74%2026-08-14: 34.22%2026-08-17: 40.55%2026-08-18: 47.25%2026-08-19: 36.85%2026-08-21: 30.44%2026-08-24: 30.43%2026-08-25: 28.96%2026-08-26: 30.45%2026-08-27: 31.67%2026-08-28: 31.62%2026-08-31: 31.92%2026-09-01: 32.37%2026-09-02: 33.00%2026-09-03: 31.75%2026-09-04: 33.16%2026-09-08: 34.16%2026-09-09: 34.29%2026-09-10: 34.66%2026-09-11: 34.50%2026-09-14: 36.95%2026-09-15: 39.89%2026-09-16: 36.11%2026-09-17: 37.38%2026-09-18: 31.51%2026-09-21: 32.31%2026-09-22: 31.36%2026-09-23: 31.00%2026-09-24: 31.50%2026-09-25: 31.51%2026-09-28: 31.34%2026-09-29: 31.02%2026-09-30: 33.28%2026-10-01: 30.90%2026-10-02: 31.65%2026-10-05: 33.25%2026-10-06: 32.65%2026-10-07: 32.39%2026-10-08: 32.30%2026-10-09: 31.35%2026-10-12: 32.41%2026-10-13: 32.13%2026-10-14: 33.23%2026-10-15: 36.91%2026-10-16: 30.70%2026-10-19: 30.78%2026-10-20: 31.22%2026-10-21: 31.48%2026-10-22: 31.19%2026-10-23: 31.85%2026-10-26: 33.34%2026-10-27: 32.44%2026-10-28: 33.48%2026-10-29: 32.71%2026-10-30: 32.88%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.74%
34.22%
40.55%
47.25%
36.85%
30.44%
30.43%
28.96%
30.45%
31.67%
31.62%
31.92%
32.37%
33.00%
31.75%
33.16%
34.16%
34.29%
34.66%
34.50%
36.95%
39.89%
36.11%
37.38%
31.51%
32.31%
31.36%
31.00%
31.50%
31.51%
31.34%
31.02%
33.28%
30.90%
31.65%
33.25%
32.65%
32.39%
32.30%
31.35%
32.41%
32.13%
33.23%
36.91%
30.70%
30.78%
31.22%
31.48%
31.19%
31.85%
33.34%
32.44%
33.48%
32.71%
32.88%