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Jasper Therapeutics, Inc. Common Stock JSPR

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Market datapartial · fetched 2026-10-24T12:08:08.316Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:00.431769438Z

FundamentalsAlpha Vantage · unavailable

Share price$0.51
1D+2.9%
AH$0.48$0.49$0.51$0.52$0.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJSPR
Sold putSold callAH

Jasper Therapeutics, Inc. Common Stock options

Live interpolated JSPR call and put midpoint premiums by absolute delta.Jasper Therapeutics, Inc. Common Stock$0.01$0.84$1.68$2.51$3.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEJSPR PRICE$0.10$0.35$0.50$0.50$1.09$1.54$1.99$2.45$2.04$1.52$1.00$0.63$0.78$0.92$1.12$2.11$3.10
PutsExpensive2.79×
CallsExpensive2.91×
SkewBullish-16.23 pp
Implied move——
TiltBearish86.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.09800.0%100.0%
25Δ1.54800.0%100.0%
30Δ1.99800.0%100.0%
35Δ2.45800.0%100.0%
40Δ2.14700.7%81.0%
45Δ1.72587.8%59.5%
50Δ1.31474.9%37.9%
55Δ1.04388.7%20.8%
60Δ0.59167.3%35.9%1.20385.7%17.7%
65Δ1.46557.1%254.2%1.35382.7%14.6%
70Δ1.79800.0%349.5%1.57381.8%11.6%
75Δ1.30800.0%252.5%2.58407.6%8.7%
80Δ3.58433.4%5.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.09
IV
800.0%
B/E move
100.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.54
IV
800.0%
B/E move
100.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.99
IV
800.0%
B/E move
100.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.45
IV
800.0%
B/E move
100.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.14
IV
700.7%
B/E move
81.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.72
IV
587.8%
B/E move
59.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.31
IV
474.9%
B/E move
37.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.04
IV
388.7%
B/E move
20.8%

60Δ

Calls
Pseudo strike
0.59
IV
167.3%
B/E move
35.9%
Puts
Pseudo strike
1.20
IV
385.7%
B/E move
17.7%

65Δ

Calls
Pseudo strike
1.46
IV
557.1%
B/E move
254.2%
Puts
Pseudo strike
1.35
IV
382.7%
B/E move
14.6%

70Δ

Calls
Pseudo strike
1.79
IV
800.0%
B/E move
349.5%
Puts
Pseudo strike
1.57
IV
381.8%
B/E move
11.6%

75Δ

Calls
Pseudo strike
1.30
IV
800.0%
B/E move
252.5%
Puts
Pseudo strike
2.58
IV
407.6%
B/E move
8.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.58
IV
433.4%
B/E move
5.9%

Options history

No recorded observations