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Jackson Financial Inc JXN

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-10-22T09:56:33.398Z

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 · 2026-10-21T23:00:00.003049094Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:52:56.492653+00:00

Share price$130.17
1D-0.5%
AH$129.85$130.38$130.91$131.44$131.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJXN
Sold putSold callAH

Jackson Financial Inc options

Live interpolated JXN call and put midpoint premiums by absolute delta.Jackson Financial Inc$1.12$6.16$11.20$16.24$21.28$108.21$119.48$130.76$142.03$153.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JXN spot · $130.17JXN PRICE$1.66$2.25$2.86$3.65$4.46$5.49$6.71$7.98$9.48$11.16$13.88$16.81$19.83$2.75$3.36$4.08$4.87$5.77$6.67$7.47$8.25$9.19$10.55$11.91$13.42$14.95
PutsExpensive1.79×
CallsExpensive1.89×
SkewBullish-3.18 pp
Implied moveBearish±$14.18
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.5542.6%13.1%114.5561.4%14.1%
25Δ142.9343.2%11.5%118.6356.7%11.4%
30Δ140.3043.4%10.0%121.8953.7%9.5%
35Δ138.1244.4%8.9%124.7351.9%7.9%
40Δ136.0045.4%7.9%127.1550.5%6.7%
45Δ133.8747.0%7.1%129.5349.1%5.6%
50Δ131.7449.1%6.4%131.6046.9%4.6%
55Δ129.5551.0%5.6%133.5844.5%3.7%
60Δ127.0952.3%4.9%135.6042.5%2.9%
65Δ124.5054.2%4.2%137.6942.0%2.3%
70Δ121.1959.3%3.8%139.7841.4%1.8%
75Δ117.5263.2%3.2%141.9040.1%1.3%
80Δ113.6465.4%2.5%144.0338.6%0.8%

20Δ

Calls
Pseudo strike
145.55
IV
42.6%
B/E move
13.1%
Puts
Pseudo strike
114.55
IV
61.4%
B/E move
14.1%

25Δ

Calls
Pseudo strike
142.93
IV
43.2%
B/E move
11.5%
Puts
Pseudo strike
118.63
IV
56.7%
B/E move
11.4%

30Δ

Calls
Pseudo strike
140.30
IV
43.4%
B/E move
10.0%
Puts
Pseudo strike
121.89
IV
53.7%
B/E move
9.5%

35Δ

Calls
Pseudo strike
138.12
IV
44.4%
B/E move
8.9%
Puts
Pseudo strike
124.73
IV
51.9%
B/E move
7.9%

40Δ

Calls
Pseudo strike
136.00
IV
45.4%
B/E move
7.9%
Puts
Pseudo strike
127.15
IV
50.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
133.87
IV
47.0%
B/E move
7.1%
Puts
Pseudo strike
129.53
IV
49.1%
B/E move
5.6%

50Δ

Calls
Pseudo strike
131.74
IV
49.1%
B/E move
6.4%
Puts
Pseudo strike
131.60
IV
46.9%
B/E move
4.6%

55Δ

Calls
Pseudo strike
129.55
IV
51.0%
B/E move
5.6%
Puts
Pseudo strike
133.58
IV
44.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
127.09
IV
52.3%
B/E move
4.9%
Puts
Pseudo strike
135.60
IV
42.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
124.50
IV
54.2%
B/E move
4.2%
Puts
Pseudo strike
137.69
IV
42.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
121.19
IV
59.3%
B/E move
3.8%
Puts
Pseudo strike
139.78
IV
41.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
117.52
IV
63.2%
B/E move
3.2%
Puts
Pseudo strike
141.90
IV
40.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
113.64
IV
65.4%
B/E move
2.5%
Puts
Pseudo strike
144.03
IV
38.6%
B/E move
0.8%

Options history

No recorded observations