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John Marshall Bancorp, Inc. Common Stock JMSB

i

Market datapartial · fetched 2026-11-13T00:49:34.295Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T21:00:07.808111372Z

FundamentalsAlpha Vantage · unavailable

Share price$23.07
1D-1.5%
AH$22.98$23.10$23.22$23.33$23.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJMSB
Sold putSold callAH

John Marshall Bancorp, Inc. Common Stock options

Live interpolated JMSB call and put midpoint premiums by absolute delta.John Marshall Bancorp, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEJMSB PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.49%
Daily close
JMSB38.9%78.4%117.9%2026-08-14: 63.53%2026-08-17: 79.90%2026-08-18: 71.09%2026-08-19: 93.03%2026-08-21: 56.71%2026-08-24: 56.86%2026-08-25: 52.34%2026-08-26: 59.71%2026-08-27: 58.51%2026-08-28: 55.60%2026-08-31: 51.74%2026-09-01: 64.86%2026-09-02: 58.26%2026-09-03: 69.90%2026-09-04: 59.80%2026-09-08: 45.88%2026-09-10: 75.58%2026-09-11: 76.97%2026-09-14: 74.86%2026-09-15: 92.13%2026-09-16: 87.44%2026-09-17: 111.36%2026-09-18: 55.38%2026-09-21: 54.93%2026-09-23: 55.03%2026-09-24: 58.96%2026-09-25: 65.22%2026-09-29: 55.14%2026-09-30: 58.49%2026-10-01: 59.50%2026-10-02: 59.39%2026-10-05: 62.11%2026-10-06: 63.75%2026-10-08: 53.85%2026-10-09: 60.32%2026-10-13: 79.03%2026-10-14: 112.49%2026-10-15: 96.72%2026-10-16: 53.35%2026-10-19: 51.15%2026-10-20: 44.34%2026-10-21: 60.16%2026-10-22: 61.25%2026-10-23: 55.12%2026-10-26: 63.77%2026-10-27: 52.27%2026-10-28: 60.33%2026-10-29: 49.93%2026-10-30: 55.49%Aug 14Sep 23Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
63.53%
79.90%
71.09%
93.03%
56.71%
56.86%
52.34%
59.71%
58.51%
55.60%
51.74%
64.86%
58.26%
69.90%
59.80%
45.88%
75.58%
76.97%
74.86%
92.13%
87.44%
111.36%
55.38%
54.93%
55.03%
58.96%
65.22%
55.14%
58.49%
59.50%
59.39%
62.11%
63.75%
53.85%
60.32%
79.03%
112.49%
96.72%
53.35%
51.15%
44.34%
60.16%
61.25%
55.12%
63.77%
52.27%
60.33%
49.93%
55.49%