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Johnson & Johnson JNJ

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:37:08.333Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:28:39.900415759Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:35:38.748523+00:00

Share price$253.93
1D-1.0%
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$0.34$1.58$2.83$4.08$5.32$246.99$250.76$254.54$258.32$262.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $253.93OPTION PRICELive JNJ spot · $253.93JNJ PRICE$0.47$0.62$0.76$0.91$1.07$1.35$1.63$1.91$2.19$2.49$2.95$3.40$3.86$0.50$0.69$0.89$1.08$1.40$1.81$2.22$2.62$2.99$3.32$3.66$4.00$4.96
PutsCheap0.87×
CallsCheap0.70×
SkewBearish+6.65 pp
Implied moveBearish±$3.85
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ257.6131.9%1.6%250.3432.4%1.6%
25Δ256.9131.0%1.4%250.9832.8%1.4%
30Δ256.2430.1%1.2%251.6233.2%1.3%
35Δ255.5829.1%1.0%252.2633.6%1.1%
40Δ254.9428.4%0.8%252.8935.0%1.0%
45Δ254.4428.8%0.7%253.5137.0%0.9%
50Δ253.9429.2%0.6%254.1339.0%0.8%
55Δ253.4429.6%0.6%254.7541.1%0.7%
60Δ252.9430.0%0.5%255.3740.8%0.6%
65Δ252.4330.4%0.4%255.9939.1%0.5%
70Δ251.8130.2%0.3%256.6137.5%0.4%
75Δ251.1930.0%0.3%257.2235.8%0.3%
80Δ250.5729.8%0.2%258.3737.7%0.2%

20Δ

Calls
Pseudo strike
257.61
IV
31.9%
B/E move
1.6%
Puts
Pseudo strike
250.34
IV
32.4%
B/E move
1.6%

25Δ

Calls
Pseudo strike
256.91
IV
31.0%
B/E move
1.4%
Puts
Pseudo strike
250.98
IV
32.8%
B/E move
1.4%

30Δ

Calls
Pseudo strike
256.24
IV
30.1%
B/E move
1.2%
Puts
Pseudo strike
251.62
IV
33.2%
B/E move
1.3%

35Δ

Calls
Pseudo strike
255.58
IV
29.1%
B/E move
1.0%
Puts
Pseudo strike
252.26
IV
33.6%
B/E move
1.1%

40Δ

Calls
Pseudo strike
254.94
IV
28.4%
B/E move
0.8%
Puts
Pseudo strike
252.89
IV
35.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
254.44
IV
28.8%
B/E move
0.7%
Puts
Pseudo strike
253.51
IV
37.0%
B/E move
0.9%

50Δ

Calls
Pseudo strike
253.94
IV
29.2%
B/E move
0.6%
Puts
Pseudo strike
254.13
IV
39.0%
B/E move
0.8%

55Δ

Calls
Pseudo strike
253.44
IV
29.6%
B/E move
0.6%
Puts
Pseudo strike
254.75
IV
41.1%
B/E move
0.7%

60Δ

Calls
Pseudo strike
252.94
IV
30.0%
B/E move
0.5%
Puts
Pseudo strike
255.37
IV
40.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
252.43
IV
30.4%
B/E move
0.4%
Puts
Pseudo strike
255.99
IV
39.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
251.81
IV
30.2%
B/E move
0.3%
Puts
Pseudo strike
256.61
IV
37.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
251.19
IV
30.0%
B/E move
0.3%
Puts
Pseudo strike
257.22
IV
35.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
250.57
IV
29.8%
B/E move
0.2%
Puts
Pseudo strike
258.37
IV
37.7%
B/E move
0.2%