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Jersey Mike's Subs Inc. JMKE

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-10-23T03:00:03.374Z

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 · 2026-10-22T23:30:35.363164898Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:02.510204+00:00

Share price$17.57
1D-0.3%
AH$17.42$17.54$17.65$17.76$17.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJMKE
Sold putSold callAH

Jersey Mike's Subs Inc. options

Live interpolated JMKE call and put midpoint premiums by absolute delta.Jersey Mike's Subs Inc.$0.23$1.17$2.12$3.07$4.01$13.06$15.32$17.59$19.86$22.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JMKE spot · $17.57JMKE PRICE$0.33$0.43$0.56$0.71$0.85$1.00$1.15$1.30$1.56$1.83$2.09$2.36$2.62$0.41$0.55$0.69$0.84$0.98$1.13$1.39$1.66$1.92$2.19$2.45$2.71$3.74
PutsCheap0.82×
CallsCheap0.83×
SkewBullish-1.53 pp
Implied moveBearish±$2.54
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9362.0%21.0%15.3263.8%15.1%
25Δ20.1962.1%17.3%15.7663.1%13.4%
30Δ19.6862.2%15.2%16.1962.4%11.8%
35Δ19.2462.4%13.6%16.6361.7%10.1%
40Δ18.8162.5%11.9%17.0761.0%8.5%
45Δ18.3862.7%10.3%17.5060.3%6.8%
50Δ17.9462.8%8.7%17.9159.9%6.0%
55Δ17.5162.9%7.0%18.3259.5%5.2%
60Δ17.0962.6%6.1%18.7259.0%4.4%
65Δ16.6662.3%5.3%19.1358.6%3.5%
70Δ16.2461.9%4.4%19.5458.2%2.7%
75Δ15.8261.6%3.5%19.9557.8%1.9%
80Δ15.4061.3%2.6%21.0564.3%1.5%

20Δ

Calls
Pseudo strike
20.93
IV
62.0%
B/E move
21.0%
Puts
Pseudo strike
15.32
IV
63.8%
B/E move
15.1%

25Δ

Calls
Pseudo strike
20.19
IV
62.1%
B/E move
17.3%
Puts
Pseudo strike
15.76
IV
63.1%
B/E move
13.4%

30Δ

Calls
Pseudo strike
19.68
IV
62.2%
B/E move
15.2%
Puts
Pseudo strike
16.19
IV
62.4%
B/E move
11.8%

35Δ

Calls
Pseudo strike
19.24
IV
62.4%
B/E move
13.6%
Puts
Pseudo strike
16.63
IV
61.7%
B/E move
10.1%

40Δ

Calls
Pseudo strike
18.81
IV
62.5%
B/E move
11.9%
Puts
Pseudo strike
17.07
IV
61.0%
B/E move
8.5%

45Δ

Calls
Pseudo strike
18.38
IV
62.7%
B/E move
10.3%
Puts
Pseudo strike
17.50
IV
60.3%
B/E move
6.8%

50Δ

Calls
Pseudo strike
17.94
IV
62.8%
B/E move
8.7%
Puts
Pseudo strike
17.91
IV
59.9%
B/E move
6.0%

55Δ

Calls
Pseudo strike
17.51
IV
62.9%
B/E move
7.0%
Puts
Pseudo strike
18.32
IV
59.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
17.09
IV
62.6%
B/E move
6.1%
Puts
Pseudo strike
18.72
IV
59.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
16.66
IV
62.3%
B/E move
5.3%
Puts
Pseudo strike
19.13
IV
58.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
16.24
IV
61.9%
B/E move
4.4%
Puts
Pseudo strike
19.54
IV
58.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
15.82
IV
61.6%
B/E move
3.5%
Puts
Pseudo strike
19.95
IV
57.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
15.40
IV
61.3%
B/E move
2.6%
Puts
Pseudo strike
21.05
IV
64.3%
B/E move
1.5%

Options history

No recorded observations