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New Jersey Resources Corp NJR

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Market datapartial · fetched 2026-10-22T22:08:19.661Z

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 · 2026-10-22T20:10:00.003814728Z

FundamentalsAlpha Vantage · unavailable

Share price$53.63
1D+2.4%
AH$52.25$52.64$53.03$53.41$53.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNJR
Sold putSold callAH

New Jersey Resources Corp options

Live interpolated NJR call and put midpoint premiums by absolute delta.New Jersey Resources Corp$1.43$2.63$3.83$5.03$6.23$42.96$48.49$54.03$59.57$65.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NJR spot · $53.63NJR PRICE$1.56$2.50$2.50$2.50$2.51$2.52$2.64$2.80$2.97$3.13$3.30$3.47$3.63$2.50$2.52$2.58$2.59$2.59$2.58$2.57$2.56$2.81$3.58$4.35$5.12$5.88
PutsExpensive1.63×
CallsExpensive1.80×
SkewBullish-5.31 pp
Implied moveBalanced±$5.20
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.35101.0%36.0%42.36126.4%25.7%
25Δ74.24132.3%43.1%46.1599.1%18.7%
30Δ66.17103.3%28.1%48.7981.1%13.8%
35Δ60.1879.2%16.9%50.5268.4%10.6%
40Δ57.9066.8%12.6%51.4860.4%8.8%
45Δ55.7354.7%8.6%52.4452.4%7.0%
50Δ54.6148.4%6.7%53.4144.3%5.2%
55Δ54.0344.9%6.0%54.3736.3%3.4%
60Δ53.4541.5%5.2%55.3231.3%2.1%
65Δ52.8638.1%4.4%56.2732.3%1.7%
70Δ52.2834.6%3.6%57.2233.3%1.4%
75Δ51.7031.2%2.9%58.1734.2%1.1%
80Δ51.1127.7%2.1%59.1235.2%0.7%

20Δ

Calls
Pseudo strike
71.35
IV
101.0%
B/E move
36.0%
Puts
Pseudo strike
42.36
IV
126.4%
B/E move
25.7%

25Δ

Calls
Pseudo strike
74.24
IV
132.3%
B/E move
43.1%
Puts
Pseudo strike
46.15
IV
99.1%
B/E move
18.7%

30Δ

Calls
Pseudo strike
66.17
IV
103.3%
B/E move
28.1%
Puts
Pseudo strike
48.79
IV
81.1%
B/E move
13.8%

35Δ

Calls
Pseudo strike
60.18
IV
79.2%
B/E move
16.9%
Puts
Pseudo strike
50.52
IV
68.4%
B/E move
10.6%

40Δ

Calls
Pseudo strike
57.90
IV
66.8%
B/E move
12.6%
Puts
Pseudo strike
51.48
IV
60.4%
B/E move
8.8%

45Δ

Calls
Pseudo strike
55.73
IV
54.7%
B/E move
8.6%
Puts
Pseudo strike
52.44
IV
52.4%
B/E move
7.0%

50Δ

Calls
Pseudo strike
54.61
IV
48.4%
B/E move
6.7%
Puts
Pseudo strike
53.41
IV
44.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
54.03
IV
44.9%
B/E move
6.0%
Puts
Pseudo strike
54.37
IV
36.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
53.45
IV
41.5%
B/E move
5.2%
Puts
Pseudo strike
55.32
IV
31.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
52.86
IV
38.1%
B/E move
4.4%
Puts
Pseudo strike
56.27
IV
32.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
52.28
IV
34.6%
B/E move
3.6%
Puts
Pseudo strike
57.22
IV
33.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
51.70
IV
31.2%
B/E move
2.9%
Puts
Pseudo strike
58.17
IV
34.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
51.11
IV
27.7%
B/E move
2.1%
Puts
Pseudo strike
59.12
IV
35.2%
B/E move
0.7%

Options history

No recorded observations