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Johnson & Johnson JNJ

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-20T06:07:42.847Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.002764208Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-20T06:07:42.275246+00:00

Share price$253.79
1D-0.1%
AH$251$252$253$254$2565:30 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$1.40$5.84$10.29$14.74$19.19$228.30$241.08$253.85$266.63$279.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JNJ spot · $253.79JNJ PRICE$1.88$2.53$3.21$3.98$4.82$5.73$6.76$7.84$9.12$10.84$12.59$14.82$16.76$2.08$2.76$3.50$4.28$5.18$6.24$7.43$8.53$10.42$11.43$13.24$15.85$17.91
PutsCheap0.87×
CallsCheap0.95×
SkewNeutral-0.21 pp
Implied moveBearish±$14.19
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ270.3423.4%7.3%240.4524.4%6.1%
25Δ267.4623.8%6.4%243.4324.1%5.2%
30Δ264.6123.6%5.5%246.0723.9%4.4%
35Δ262.1323.7%4.9%248.5523.6%3.8%
40Δ259.7723.8%4.3%250.8323.6%3.2%
45Δ257.4823.8%3.7%253.0423.8%2.8%
50Δ255.2523.9%3.2%255.2624.1%2.3%
55Δ253.0423.8%2.8%257.4723.7%1.9%
60Δ250.7723.9%2.4%260.0424.9%1.6%
65Δ248.2724.8%2.1%262.1123.7%1.2%
70Δ245.7025.1%1.8%264.6923.7%0.9%
75Δ242.7325.8%1.5%267.9224.5%0.7%
80Δ239.9925.3%1.2%270.6823.9%0.4%

20Δ

Calls
Pseudo strike
270.34
IV
23.4%
B/E move
7.3%
Puts
Pseudo strike
240.45
IV
24.4%
B/E move
6.1%

25Δ

Calls
Pseudo strike
267.46
IV
23.8%
B/E move
6.4%
Puts
Pseudo strike
243.43
IV
24.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
264.61
IV
23.6%
B/E move
5.5%
Puts
Pseudo strike
246.07
IV
23.9%
B/E move
4.4%

35Δ

Calls
Pseudo strike
262.13
IV
23.7%
B/E move
4.9%
Puts
Pseudo strike
248.55
IV
23.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
259.77
IV
23.8%
B/E move
4.3%
Puts
Pseudo strike
250.83
IV
23.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
257.48
IV
23.8%
B/E move
3.7%
Puts
Pseudo strike
253.04
IV
23.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
255.25
IV
23.9%
B/E move
3.2%
Puts
Pseudo strike
255.26
IV
24.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
253.04
IV
23.8%
B/E move
2.8%
Puts
Pseudo strike
257.47
IV
23.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
250.77
IV
23.9%
B/E move
2.4%
Puts
Pseudo strike
260.04
IV
24.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
248.27
IV
24.8%
B/E move
2.1%
Puts
Pseudo strike
262.11
IV
23.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
245.70
IV
25.1%
B/E move
1.8%
Puts
Pseudo strike
264.69
IV
23.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
242.73
IV
25.8%
B/E move
1.5%
Puts
Pseudo strike
267.92
IV
24.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
239.99
IV
25.3%
B/E move
1.2%
Puts
Pseudo strike
270.68
IV
23.9%
B/E move
0.4%

Options history

JNJ23.5823.6023.632026-10-19T19:58:36.758000+00:00: 23.60%Oct 19Oct 19
Table
ObservationIVSkewImplied move
23.60%0.39 pp5.59%