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Johnson & Johnson JNJ

i

Market dataready · fetched 2026-11-06T14:20:42.215Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T14:16:33.883593216Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-06T14:20:41.636827+00:00

Share price$267.13
1D-0.2%
$266.95$267.21$267.48$267.75$268.015:30 AM6:30 AM9:00 AM1:00 PMJNJ
Sold putSold call

Johnson & Johnson options

Live interpolated JNJ call and put midpoint premiums by absolute delta.Johnson & Johnson$0.00$10.47$20.94$31.41$41.88$248.62$260.50$272.38$284.26$296.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JNJ spot · $267.13JNJ PRICE$1.72$2.40$3.17$4.03$5.12$6.41$7.88$9.73$12.10$15.22$19.64$27.10$38.85$1.02$1.28$1.57$1.86$2.15$2.44$2.73$2.98$3.22$3.47
Puts——
CallsExpensive1.93×
Skew——
Implied moveBullish±$10.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ281.4042.4%6.0%260.0224.3%3.0%
25Δ279.1944.4%5.4%261.7322.9%2.5%
30Δ277.0946.5%4.9%263.1721.9%2.1%
35Δ274.8547.9%4.4%264.4121.0%1.7%
40Δ272.7550.4%4.0%265.5020.1%1.4%
45Δ270.5353.2%3.7%266.4519.1%1.2%
50Δ268.1155.8%3.3%267.4018.2%0.9%
55Δ265.4559.5%3.0%268.1017.1%0.8%
60Δ262.3964.5%2.8%268.7616.0%0.6%
65Δ258.6270.9%2.5%269.4314.9%0.4%
70Δ253.6980.5%2.3%
75Δ246.0598.7%2.3%
80Δ234.16126.8%2.2%

20Δ

Calls
Pseudo strike
281.40
IV
42.4%
B/E move
6.0%
Puts
Pseudo strike
260.02
IV
24.3%
B/E move
3.0%

25Δ

Calls
Pseudo strike
279.19
IV
44.4%
B/E move
5.4%
Puts
Pseudo strike
261.73
IV
22.9%
B/E move
2.5%

30Δ

Calls
Pseudo strike
277.09
IV
46.5%
B/E move
4.9%
Puts
Pseudo strike
263.17
IV
21.9%
B/E move
2.1%

35Δ

Calls
Pseudo strike
274.85
IV
47.9%
B/E move
4.4%
Puts
Pseudo strike
264.41
IV
21.0%
B/E move
1.7%

40Δ

Calls
Pseudo strike
272.75
IV
50.4%
B/E move
4.0%
Puts
Pseudo strike
265.50
IV
20.1%
B/E move
1.4%

45Δ

Calls
Pseudo strike
270.53
IV
53.2%
B/E move
3.7%
Puts
Pseudo strike
266.45
IV
19.1%
B/E move
1.2%

50Δ

Calls
Pseudo strike
268.11
IV
55.8%
B/E move
3.3%
Puts
Pseudo strike
267.40
IV
18.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
265.45
IV
59.5%
B/E move
3.0%
Puts
Pseudo strike
268.10
IV
17.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
262.39
IV
64.5%
B/E move
2.8%
Puts
Pseudo strike
268.76
IV
16.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
258.62
IV
70.9%
B/E move
2.5%
Puts
Pseudo strike
269.43
IV
14.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
253.69
IV
80.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
246.05
IV
98.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
234.16
IV
126.8%
B/E move
2.2%
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%