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Johnson & Johnson JNJ

i

Market datapartial · fetched 2026-11-06T21:23:50.382Z

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 · 2026-11-06T21:15:07.718658118Z

FundamentalsAlpha Vantage · unavailable

Share price$276.01
1D+3.1%
AH$266$269$271$274$2775:30 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$0.00$0.27$0.54$0.81$1.08$-0.28$0.11$0.50$0.89$1.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEJNJ 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 blend26.38%
Daily close
JNJ19.1%26.5%33.9%2026-08-10: 24.54%2026-08-11: 23.42%2026-08-12: 23.12%2026-08-13: 23.82%2026-08-14: 20.09%2026-08-17: 23.74%2026-08-18: 24.44%2026-08-19: 23.80%2026-08-20: 23.71%2026-08-21: 21.56%2026-08-24: 22.86%2026-08-25: 22.60%2026-08-26: 22.68%2026-08-27: 22.98%2026-08-28: 20.96%2026-08-31: 21.69%2026-09-01: 22.15%2026-09-02: 23.86%2026-09-03: 21.97%2026-09-04: 20.83%2026-09-08: 24.26%2026-09-09: 24.19%2026-09-10: 23.40%2026-09-11: 21.82%2026-09-14: 23.57%2026-09-15: 27.08%2026-09-16: 24.25%2026-09-17: 24.21%2026-09-18: 23.03%2026-09-21: 24.32%2026-09-22: 25.69%2026-09-23: 25.26%2026-09-24: 24.82%2026-09-25: 24.49%2026-09-28: 26.44%2026-09-29: 26.27%2026-09-30: 25.95%2026-10-01: 25.46%2026-10-02: 24.78%2026-10-05: 27.90%2026-10-06: 27.22%2026-10-07: 27.75%2026-10-08: 28.80%2026-10-09: 28.29%2026-10-12: 32.91%2026-10-13: 27.77%2026-10-14: 24.98%2026-10-15: 25.91%2026-10-16: 24.27%2026-10-19: 24.64%2026-10-20: 25.62%2026-10-21: 25.48%2026-10-22: 28.34%2026-10-23: 24.71%2026-10-26: 26.60%2026-10-27: 25.96%2026-10-28: 26.59%2026-10-29: 25.44%2026-10-30: 26.38%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
24.54%
23.42%
23.12%
23.82%
20.09%
23.74%
24.44%
23.80%
23.71%
21.56%
22.86%
22.60%
22.68%
22.98%
20.96%
21.69%
22.15%
23.86%
21.97%
20.83%
24.26%
24.19%
23.40%
21.82%
23.57%
27.08%
24.25%
24.21%
23.03%
24.32%
25.69%
25.26%
24.82%
24.49%
26.44%
26.27%
25.95%
25.46%
24.78%
27.90%
27.22%
27.75%
28.80%
28.29%
32.91%
27.77%
24.98%
25.91%
24.27%
24.64%
25.62%
25.48%
28.34%
24.71%
26.60%
25.96%
26.59%
25.44%
26.38%