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Johnson & Johnson JNJ

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:04:11.329Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:03.028567256Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:04:10.913564+00:00

Share price$253.41
1D-1.3%
AH$252$255$257$260$2625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJNJ
Sold putSold callAH

Johnson & Johnson options

Live interpolated JNJ call and put midpoint premiums by absolute delta.Johnson & Johnson$0.25$2.08$3.91$5.74$7.56$246.42$250.35$254.29$258.22$262.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $253.41OPTION PRICELive JNJ spot · $253.41JNJ PRICE$0.51$0.67$0.84$1.00$1.29$1.61$1.93$2.25$2.66$3.22$3.79$4.61$7.04$0.45$0.62$0.79$0.97$1.14$1.50$1.86$2.23$2.60$2.90$3.12$3.35$3.57
PutsCheap0.75×
CallsCheap0.90×
SkewBullish-6.32 pp
Implied moveBalanced±$3.79
TiltBullish11.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ257.3934.5%1.8%250.1629.5%1.5%
25Δ256.6533.8%1.5%250.7429.6%1.3%
30Δ255.9033.1%1.3%251.3129.6%1.1%
35Δ255.1632.4%1.1%251.8929.7%1.0%
40Δ254.5533.0%1.0%252.4629.8%0.8%
45Δ253.9834.0%0.9%253.0331.1%0.7%
50Δ253.4135.0%0.8%253.5932.4%0.7%
55Δ252.8536.0%0.7%254.1633.8%0.6%
60Δ252.2037.1%0.6%254.7235.2%0.5%
65Δ251.4338.3%0.5%255.2134.6%0.4%
70Δ250.6739.5%0.4%255.6232.1%0.4%
75Δ249.6742.6%0.3%256.0329.6%0.3%
80Δ247.2556.8%0.3%256.4427.1%0.2%

20Δ

Calls
Pseudo strike
257.39
IV
34.5%
B/E move
1.8%
Puts
Pseudo strike
250.16
IV
29.5%
B/E move
1.5%

25Δ

Calls
Pseudo strike
256.65
IV
33.8%
B/E move
1.5%
Puts
Pseudo strike
250.74
IV
29.6%
B/E move
1.3%

30Δ

Calls
Pseudo strike
255.90
IV
33.1%
B/E move
1.3%
Puts
Pseudo strike
251.31
IV
29.6%
B/E move
1.1%

35Δ

Calls
Pseudo strike
255.16
IV
32.4%
B/E move
1.1%
Puts
Pseudo strike
251.89
IV
29.7%
B/E move
1.0%

40Δ

Calls
Pseudo strike
254.55
IV
33.0%
B/E move
1.0%
Puts
Pseudo strike
252.46
IV
29.8%
B/E move
0.8%

45Δ

Calls
Pseudo strike
253.98
IV
34.0%
B/E move
0.9%
Puts
Pseudo strike
253.03
IV
31.1%
B/E move
0.7%

50Δ

Calls
Pseudo strike
253.41
IV
35.0%
B/E move
0.8%
Puts
Pseudo strike
253.59
IV
32.4%
B/E move
0.7%

55Δ

Calls
Pseudo strike
252.85
IV
36.0%
B/E move
0.7%
Puts
Pseudo strike
254.16
IV
33.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
252.20
IV
37.1%
B/E move
0.6%
Puts
Pseudo strike
254.72
IV
35.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
251.43
IV
38.3%
B/E move
0.5%
Puts
Pseudo strike
255.21
IV
34.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
250.67
IV
39.5%
B/E move
0.4%
Puts
Pseudo strike
255.62
IV
32.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
249.67
IV
42.6%
B/E move
0.3%
Puts
Pseudo strike
256.03
IV
29.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
247.25
IV
56.8%
B/E move
0.3%
Puts
Pseudo strike
256.44
IV
27.1%
B/E move
0.2%