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Johnson & Johnson JNJ

i

Market dataready · fetched 2026-11-07T01:55:40.495Z

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 · 2026-11-07T00:51:27.930185033Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-07T01:52:21.076408+00:00

Share price$276.00
1D+2.8%
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$0.80$3.74$6.69$9.63$12.58$259.12$267.58$276.04$284.51$292.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JNJ spot · $276.00JNJ PRICE$1.12$1.41$1.87$2.38$2.88$3.38$4.07$4.78$5.48$6.19$6.85$7.51$9.41$1.26$1.65$2.05$2.47$3.11$3.75$4.43$5.13$5.90$6.95$8.49$9.66$11.73
PutsCheap0.79×
CallsCheap0.72×
SkewBearish+2.12 pp
Implied moveBearish±$8.50
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ285.1226.6%3.7%267.2129.0%3.6%
25Δ283.0025.2%3.0%269.1628.3%3.1%
30Δ281.5725.7%2.7%270.8827.6%2.6%
35Δ280.3626.7%2.4%272.4726.8%2.2%
40Δ279.0426.9%2.1%273.7627.5%1.9%
45Δ277.6826.6%1.8%275.0628.3%1.7%
50Δ276.3827.0%1.6%276.4128.2%1.5%
55Δ275.0827.5%1.4%277.7728.1%1.2%
60Δ273.7827.2%1.2%279.1227.8%1.0%
65Δ272.4826.8%1.0%280.6728.3%0.8%
70Δ271.3025.6%0.8%282.5630.1%0.7%
75Δ270.1224.5%0.6%284.2129.6%0.5%
80Δ267.9426.5%0.5%286.6530.9%0.4%

20Δ

Calls
Pseudo strike
285.12
IV
26.6%
B/E move
3.7%
Puts
Pseudo strike
267.21
IV
29.0%
B/E move
3.6%

25Δ

Calls
Pseudo strike
283.00
IV
25.2%
B/E move
3.0%
Puts
Pseudo strike
269.16
IV
28.3%
B/E move
3.1%

30Δ

Calls
Pseudo strike
281.57
IV
25.7%
B/E move
2.7%
Puts
Pseudo strike
270.88
IV
27.6%
B/E move
2.6%

35Δ

Calls
Pseudo strike
280.36
IV
26.7%
B/E move
2.4%
Puts
Pseudo strike
272.47
IV
26.8%
B/E move
2.2%

40Δ

Calls
Pseudo strike
279.04
IV
26.9%
B/E move
2.1%
Puts
Pseudo strike
273.76
IV
27.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
277.68
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
275.06
IV
28.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
276.38
IV
27.0%
B/E move
1.6%
Puts
Pseudo strike
276.41
IV
28.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
275.08
IV
27.5%
B/E move
1.4%
Puts
Pseudo strike
277.77
IV
28.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
273.78
IV
27.2%
B/E move
1.2%
Puts
Pseudo strike
279.12
IV
27.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
272.48
IV
26.8%
B/E move
1.0%
Puts
Pseudo strike
280.67
IV
28.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
271.30
IV
25.6%
B/E move
0.8%
Puts
Pseudo strike
282.56
IV
30.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
270.12
IV
24.5%
B/E move
0.6%
Puts
Pseudo strike
284.21
IV
29.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
267.94
IV
26.5%
B/E move
0.5%
Puts
Pseudo strike
286.65
IV
30.9%
B/E move
0.4%

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%