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Jersey Mike's Subs Inc. JMKE

i

Market dataready · fetched 2026-11-12T16:42:07.732Z

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 · 2026-11-12T16:41:54.101712118Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-12T16:42:06.933453+00:00

Share price$20.21
1D+0.5%
$19.90$20.03$20.16$20.29$20.425:30 AM6:30 AM9:00 AM1:00 PMJMKE
Sold putSold call

Jersey Mike's Subs Inc. options

Live interpolated JMKE call and put midpoint premiums by absolute delta.Jersey Mike's Subs Inc.$0.15$0.67$1.20$1.72$2.24$17.01$18.58$20.14$21.71$23.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JMKE spot · $20.21JMKE PRICE$0.23$0.28$0.33$0.37$0.42$0.52$0.63$0.74$0.85$0.97$1.14$1.32$1.50$0.21$0.29$0.36$0.44$0.55$0.65$0.76$0.86$1.03$1.30$1.56$1.83$2.09
PutsCheap0.70×
CallsCheap0.72×
SkewBearish+1.34 pp
Implied moveBearish±$1.39
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9480.2%14.6%18.9155.4%7.5%
25Δ22.3873.1%12.1%19.1556.8%6.7%
30Δ21.8366.0%9.6%19.3958.1%5.9%
35Δ21.2758.9%7.1%19.6359.5%5.1%
40Δ20.7251.7%4.6%19.8559.2%4.5%
45Δ20.4751.6%3.9%20.0758.7%3.9%
50Δ20.2752.4%3.4%20.3058.3%3.3%
55Δ20.0753.2%3.0%20.5257.8%2.7%
60Δ19.8754.0%2.5%20.7958.4%2.3%
65Δ19.6754.8%2.1%21.1260.5%1.9%
70Δ19.4254.7%1.7%21.4562.5%1.6%
75Δ19.1754.4%1.4%21.7764.6%1.3%
80Δ18.9354.1%1.1%22.1066.7%1.0%

20Δ

Calls
Pseudo strike
22.94
IV
80.2%
B/E move
14.6%
Puts
Pseudo strike
18.91
IV
55.4%
B/E move
7.5%

25Δ

Calls
Pseudo strike
22.38
IV
73.1%
B/E move
12.1%
Puts
Pseudo strike
19.15
IV
56.8%
B/E move
6.7%

30Δ

Calls
Pseudo strike
21.83
IV
66.0%
B/E move
9.6%
Puts
Pseudo strike
19.39
IV
58.1%
B/E move
5.9%

35Δ

Calls
Pseudo strike
21.27
IV
58.9%
B/E move
7.1%
Puts
Pseudo strike
19.63
IV
59.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
20.72
IV
51.7%
B/E move
4.6%
Puts
Pseudo strike
19.85
IV
59.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
20.47
IV
51.6%
B/E move
3.9%
Puts
Pseudo strike
20.07
IV
58.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
20.27
IV
52.4%
B/E move
3.4%
Puts
Pseudo strike
20.30
IV
58.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
20.07
IV
53.2%
B/E move
3.0%
Puts
Pseudo strike
20.52
IV
57.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
19.87
IV
54.0%
B/E move
2.5%
Puts
Pseudo strike
20.79
IV
58.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
19.67
IV
54.8%
B/E move
2.1%
Puts
Pseudo strike
21.12
IV
60.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
19.42
IV
54.7%
B/E move
1.7%
Puts
Pseudo strike
21.45
IV
62.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
19.17
IV
54.4%
B/E move
1.4%
Puts
Pseudo strike
21.77
IV
64.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
18.93
IV
54.1%
B/E move
1.1%
Puts
Pseudo strike
22.10
IV
66.7%
B/E move
1.0%

Options history

IV · four-Friday blend52.24%
Daily EOD
JMKE51.4%56.0%60.7%2026-10-19: 56.31%2026-10-20: 54.77%2026-10-21: 55.87%2026-10-22: 57.18%2026-10-23: 54.84%2026-10-26: 56.97%2026-10-27: 60.07%2026-10-28: 54.71%2026-10-29: 52.03%2026-10-30: 52.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.31%
54.77%
55.87%
57.18%
54.84%
56.97%
60.07%
54.71%
52.03%
52.24%