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Jackson Financial Inc. JXN

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Market datapartial · fetched 2026-10-22T16:05:23.947Z

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 · 2026-10-22T16:05:21.26860426Z

FundamentalsAlpha Vantage · unavailable

Share price$131.73
1D+2.1%
$128.84$129.65$130.47$131.28$132.095:30 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.$1.00$6.13$11.26$16.39$21.51$107.94$119.40$130.86$142.32$153.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JXN spot · $131.72JXN PRICE$1.56$2.14$2.77$3.45$4.21$4.97$6.36$7.78$9.31$10.96$13.10$15.65$18.52$2.76$3.34$4.15$5.02$5.95$7.07$8.40$9.77$11.19$12.74$14.53$16.88$20.04
PutsExpensive1.92×
CallsExpensive1.72×
SkewBearish+4.66 pp
Implied moveBearish±$14.76
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ146.0439.3%12.1%115.8961.3%14.1%
25Δ143.5840.0%10.6%120.3355.6%11.2%
30Δ141.4041.0%9.4%123.3353.9%9.5%
35Δ139.2541.7%8.3%126.1252.5%8.1%
40Δ137.1742.0%7.3%128.6651.4%6.8%
45Δ135.0942.3%6.3%131.1351.0%5.8%
50Δ133.0345.3%5.8%133.5551.2%5.0%
55Δ130.9848.5%5.3%135.9651.1%4.2%
60Δ128.6750.8%4.8%138.3850.3%3.4%
65Δ126.1452.3%4.1%140.8649.6%2.7%
70Δ123.2054.7%3.5%143.4548.9%2.1%
75Δ119.9457.9%2.9%146.5248.9%1.6%
80Δ116.2559.6%2.3%150.2850.0%1.1%

20Δ

Calls
Pseudo strike
146.04
IV
39.3%
B/E move
12.1%
Puts
Pseudo strike
115.89
IV
61.3%
B/E move
14.1%

25Δ

Calls
Pseudo strike
143.58
IV
40.0%
B/E move
10.6%
Puts
Pseudo strike
120.33
IV
55.6%
B/E move
11.2%

30Δ

Calls
Pseudo strike
141.40
IV
41.0%
B/E move
9.4%
Puts
Pseudo strike
123.33
IV
53.9%
B/E move
9.5%

35Δ

Calls
Pseudo strike
139.25
IV
41.7%
B/E move
8.3%
Puts
Pseudo strike
126.12
IV
52.5%
B/E move
8.1%

40Δ

Calls
Pseudo strike
137.17
IV
42.0%
B/E move
7.3%
Puts
Pseudo strike
128.66
IV
51.4%
B/E move
6.8%

45Δ

Calls
Pseudo strike
135.09
IV
42.3%
B/E move
6.3%
Puts
Pseudo strike
131.13
IV
51.0%
B/E move
5.8%

50Δ

Calls
Pseudo strike
133.03
IV
45.3%
B/E move
5.8%
Puts
Pseudo strike
133.55
IV
51.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
130.98
IV
48.5%
B/E move
5.3%
Puts
Pseudo strike
135.96
IV
51.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
128.67
IV
50.8%
B/E move
4.8%
Puts
Pseudo strike
138.38
IV
50.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
126.14
IV
52.3%
B/E move
4.1%
Puts
Pseudo strike
140.86
IV
49.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
123.20
IV
54.7%
B/E move
3.5%
Puts
Pseudo strike
143.45
IV
48.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
119.94
IV
57.9%
B/E move
2.9%
Puts
Pseudo strike
146.52
IV
48.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
116.25
IV
59.6%
B/E move
2.3%
Puts
Pseudo strike
150.28
IV
50.0%
B/E move
1.1%

Options history

No recorded observations