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John Marshall Bancorp, Inc. Common Stock JMSB

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Market datapartial · fetched 2026-10-22T23:50:51.766Z

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 · 2026-10-22T20:00:05.785598847Z

FundamentalsAlpha Vantage · unavailable

Share price$23.51
1D+2.6%
AH$22.87$23.06$23.25$23.44$23.635:30 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$1.10$2.49$3.87$5.26$6.65$14.64$19.19$23.73$28.28$32.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JMSB spot · $23.51JMSB PRICE$1.25$1.66$2.07$2.45$2.45$2.45$2.48$2.51$2.72$3.16$3.61$4.05$1.43$2.46$2.46$2.47$2.51$2.61$2.70$2.79$3.31$4.04$4.78$5.51$6.25
PutsExpensive4.79×
CallsExpensive4.28×
SkewBullish-6.71 pp
Implied moveBearish±$5.15
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.87140.4%25.8%
25Δ34.37150.4%51.5%18.60195.8%31.3%
30Δ32.87157.0%46.9%20.11165.0%25.0%
35Δ31.36163.5%42.2%21.62134.1%18.6%
40Δ29.76166.9%37.0%22.78111.6%13.8%
45Δ27.19138.7%26.1%23.44100.7%11.4%
50Δ24.87112.5%16.2%24.1189.8%9.0%
55Δ23.9598.0%12.4%24.7778.9%6.5%
60Δ23.0283.4%8.6%25.6175.5%5.2%
65Δ22.2075.2%6.0%26.5376.0%4.3%
70Δ21.5275.3%5.0%27.4676.6%3.5%
75Δ20.8375.4%4.0%28.3877.1%2.7%
80Δ20.1575.5%2.9%29.3177.6%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.87
IV
140.4%
B/E move
25.8%

25Δ

Calls
Pseudo strike
34.37
IV
150.4%
B/E move
51.5%
Puts
Pseudo strike
18.60
IV
195.8%
B/E move
31.3%

30Δ

Calls
Pseudo strike
32.87
IV
157.0%
B/E move
46.9%
Puts
Pseudo strike
20.11
IV
165.0%
B/E move
25.0%

35Δ

Calls
Pseudo strike
31.36
IV
163.5%
B/E move
42.2%
Puts
Pseudo strike
21.62
IV
134.1%
B/E move
18.6%

40Δ

Calls
Pseudo strike
29.76
IV
166.9%
B/E move
37.0%
Puts
Pseudo strike
22.78
IV
111.6%
B/E move
13.8%

45Δ

Calls
Pseudo strike
27.19
IV
138.7%
B/E move
26.1%
Puts
Pseudo strike
23.44
IV
100.7%
B/E move
11.4%

50Δ

Calls
Pseudo strike
24.87
IV
112.5%
B/E move
16.2%
Puts
Pseudo strike
24.11
IV
89.8%
B/E move
9.0%

55Δ

Calls
Pseudo strike
23.95
IV
98.0%
B/E move
12.4%
Puts
Pseudo strike
24.77
IV
78.9%
B/E move
6.5%

60Δ

Calls
Pseudo strike
23.02
IV
83.4%
B/E move
8.6%
Puts
Pseudo strike
25.61
IV
75.5%
B/E move
5.2%

65Δ

Calls
Pseudo strike
22.20
IV
75.2%
B/E move
6.0%
Puts
Pseudo strike
26.53
IV
76.0%
B/E move
4.3%

70Δ

Calls
Pseudo strike
21.52
IV
75.3%
B/E move
5.0%
Puts
Pseudo strike
27.46
IV
76.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
20.83
IV
75.4%
B/E move
4.0%
Puts
Pseudo strike
28.38
IV
77.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
20.15
IV
75.5%
B/E move
2.9%
Puts
Pseudo strike
29.31
IV
77.6%
B/E move
1.9%

Options history

No recorded observations