IntraAlpha
Create free account Start free

Joby Aviation, Inc. JOBY

INDUSTRIALS · AIRPORTS & AIR SERVICES
i

Market dataready · fetched 2026-11-07T05:47:25.104Z

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 · 2026-11-07T00:59:38.068318574Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T05:47:24.999891+00:00

Share price$5.92
1D+10.1%
AH$5.31$5.48$5.65$5.81$5.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJOBY
Sold putSold callAH

Joby Aviation, Inc. options

Live interpolated JOBY call and put midpoint premiums by absolute delta.Joby Aviation, Inc.$0.00$1.47$2.95$4.42$5.90$4.55$5.22$5.89$6.56$7.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JOBY spot · $5.92JOBY PRICE$0.07$0.09$0.12$0.15$0.17$0.20$0.24$0.29$0.34$0.39$0.44$0.49$0.57$0.07$0.10$0.13$0.17$0.20$0.23$0.27$0.31$5.47
Puts——
CallsCheap0.62×
Skew——
Implied moveBearish±$0.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.5383.6%11.4%5.4678.2%9.0%
25Δ6.4282.8%10.0%5.5678.0%7.8%
30Δ6.3282.3%8.8%5.6478.4%7.0%
35Δ6.2381.9%7.7%5.7278.9%6.2%
40Δ6.1481.5%6.5%5.8079.3%5.5%
45Δ6.0481.0%5.4%5.8879.7%4.7%
50Δ5.9581.0%4.6%5.9580.2%3.9%
55Δ5.8781.3%4.0%6.0480.8%3.3%
60Δ5.7981.7%3.5%
65Δ5.7182.0%2.9%
70Δ5.6282.3%2.3%
75Δ5.5482.6%1.8%
80Δ5.4382.5%1.3%11.09414.7%5.0%

20Δ

Calls
Pseudo strike
6.53
IV
83.6%
B/E move
11.4%
Puts
Pseudo strike
5.46
IV
78.2%
B/E move
9.0%

25Δ

Calls
Pseudo strike
6.42
IV
82.8%
B/E move
10.0%
Puts
Pseudo strike
5.56
IV
78.0%
B/E move
7.8%

30Δ

Calls
Pseudo strike
6.32
IV
82.3%
B/E move
8.8%
Puts
Pseudo strike
5.64
IV
78.4%
B/E move
7.0%

35Δ

Calls
Pseudo strike
6.23
IV
81.9%
B/E move
7.7%
Puts
Pseudo strike
5.72
IV
78.9%
B/E move
6.2%

40Δ

Calls
Pseudo strike
6.14
IV
81.5%
B/E move
6.5%
Puts
Pseudo strike
5.80
IV
79.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
6.04
IV
81.0%
B/E move
5.4%
Puts
Pseudo strike
5.88
IV
79.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
5.95
IV
81.0%
B/E move
4.6%
Puts
Pseudo strike
5.95
IV
80.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
5.87
IV
81.3%
B/E move
4.0%
Puts
Pseudo strike
6.04
IV
80.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
5.79
IV
81.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.71
IV
82.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.62
IV
82.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.54
IV
82.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.43
IV
82.5%
B/E move
1.3%
Puts
Pseudo strike
11.09
IV
414.7%
B/E move
5.0%

Options history

IV · four-Friday blend89.82%
Daily close
JOBY45.1%115.0%184.9%2026-08-10: 76.36%2026-08-11: 72.20%2026-08-12: 69.89%2026-08-14: 65.15%2026-08-17: 70.54%2026-08-18: 65.45%2026-08-19: 68.02%2026-08-21: 63.03%2026-08-24: 68.19%2026-08-25: 65.07%2026-08-28: 56.93%2026-09-04: 54.73%2026-09-08: 61.37%2026-09-09: 69.82%2026-09-11: 58.89%2026-09-16: 68.77%2026-09-21: 64.26%2026-09-22: 62.77%2026-09-25: 58.98%2026-09-28: 61.36%2026-09-29: 63.42%2026-10-02: 55.88%2026-10-09: 59.00%2026-10-13: 70.95%2026-10-23: 175.27%2026-10-27: 114.00%2026-10-28: 162.61%2026-10-30: 89.82%Aug 10Sep 9Oct 30
28 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
76.36%
72.20%
69.89%
65.15%
70.54%
65.45%
68.02%
63.03%
68.19%
65.07%
56.93%
54.73%
61.37%
69.82%
58.89%
68.77%
64.26%
62.77%
58.98%
61.36%
63.42%
55.88%
59.00%
70.95%
175.27%
114.00%
162.61%
89.82%