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Jackson Financial Inc. JXN

i

Market dataready · fetched 2026-11-11T15:39:59.903Z

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: 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 · 2026-11-11T15:38:08.47942394Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:39:59.500860+00:00

Share price$138.00
1D-0.4%
$137.24$137.70$138.16$138.61$139.075:30 AM6:30 AM9:00 AM1:00 PMJXN
Sold putSold call

Jackson Financial Inc. options

Live interpolated JXN call and put midpoint premiums by absolute delta.Jackson Financial Inc.$0.69$2.96$5.23$7.50$9.78$121.06$129.01$136.95$144.89$152.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JXN spot · $138.00JXN PRICE$0.94$1.23$1.55$1.88$2.21$2.81$3.58$4.35$5.12$5.95$7.01$8.07$9.12$1.20$1.57$1.94$2.31$2.75$3.21$3.66$4.11$4.73$5.54$6.36$7.17$8.48
PutsCheap0.65×
CallsCheap0.78×
SkewBullish-0.42 pp
Implied moveBalanced±$7.24
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ146.0939.8%6.5%130.0148.0%6.7%
25Δ144.3038.6%5.5%131.6246.5%5.8%
30Δ143.0237.9%4.8%133.2245.0%4.9%
35Δ141.7537.3%4.1%134.8343.5%4.0%
40Δ140.4736.7%3.4%136.0142.3%3.4%
45Δ139.2837.8%3.0%137.1441.2%2.9%
50Δ138.1440.0%2.7%138.2740.1%2.5%
55Δ137.0042.2%2.4%139.4038.9%2.0%
60Δ135.8644.4%2.2%140.5538.2%1.6%
65Δ134.6446.1%1.9%141.7337.9%1.3%
70Δ133.1646.3%1.6%142.9137.7%1.0%
75Δ131.6746.5%1.3%144.0937.4%0.8%
80Δ130.1846.7%0.9%145.7238.4%0.5%

20Δ

Calls
Pseudo strike
146.09
IV
39.8%
B/E move
6.5%
Puts
Pseudo strike
130.01
IV
48.0%
B/E move
6.7%

25Δ

Calls
Pseudo strike
144.30
IV
38.6%
B/E move
5.5%
Puts
Pseudo strike
131.62
IV
46.5%
B/E move
5.8%

30Δ

Calls
Pseudo strike
143.02
IV
37.9%
B/E move
4.8%
Puts
Pseudo strike
133.22
IV
45.0%
B/E move
4.9%

35Δ

Calls
Pseudo strike
141.75
IV
37.3%
B/E move
4.1%
Puts
Pseudo strike
134.83
IV
43.5%
B/E move
4.0%

40Δ

Calls
Pseudo strike
140.47
IV
36.7%
B/E move
3.4%
Puts
Pseudo strike
136.01
IV
42.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
139.28
IV
37.8%
B/E move
3.0%
Puts
Pseudo strike
137.14
IV
41.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
138.14
IV
40.0%
B/E move
2.7%
Puts
Pseudo strike
138.27
IV
40.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
137.00
IV
42.2%
B/E move
2.4%
Puts
Pseudo strike
139.40
IV
38.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
135.86
IV
44.4%
B/E move
2.2%
Puts
Pseudo strike
140.55
IV
38.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
134.64
IV
46.1%
B/E move
1.9%
Puts
Pseudo strike
141.73
IV
37.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
133.16
IV
46.3%
B/E move
1.6%
Puts
Pseudo strike
142.91
IV
37.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
131.67
IV
46.5%
B/E move
1.3%
Puts
Pseudo strike
144.09
IV
37.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
130.18
IV
46.7%
B/E move
0.9%
Puts
Pseudo strike
145.72
IV
38.4%
B/E move
0.5%

Options history

IV · four-Friday blend40.84%
Daily EOD
JXN39.8%40.7%41.7%2026-10-19: 41.10%2026-10-20: 40.40%2026-10-21: 40.48%2026-10-22: 40.67%2026-10-23: 41.37%2026-10-26: 41.23%2026-10-27: 41.58%2026-10-28: 40.39%2026-10-29: 39.92%2026-10-30: 40.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.10%
40.40%
40.48%
40.67%
41.37%
41.23%
41.58%
40.39%
39.92%
40.84%