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New Jersey Resources Corp NJR

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-12T02:52:14.734Z

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 · 2026-11-12T00:00:00.001981616Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:52:14.391781+00:00

Share price$54.82
1D+1.2%
AH$54.12$54.34$54.56$54.77$54.995:30 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$2.45$2.93$3.42$3.91$4.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENJR PRICE$2.50$2.50$2.50$2.51$2.51$2.52$2.73$3.04$3.34$3.65$3.95$4.25$2.50$2.50$2.50$2.50$2.50$2.50
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.39224.9%25.4%
25Δ74.85234.0%41.1%47.15176.3%18.5%
30Δ65.99178.2%24.9%50.12138.6%13.1%
35Δ61.40141.9%16.6%51.43120.6%10.7%
40Δ58.88118.1%12.0%52.75102.7%8.3%
45Δ57.2199.6%8.9%54.0684.8%5.9%
50Δ55.5381.2%5.9%
55Δ54.5872.6%4.5%
60Δ53.9768.5%4.0%
65Δ53.3564.5%3.4%
70Δ52.7460.5%2.8%
75Δ52.1256.5%2.3%
80Δ51.5152.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.39
IV
224.9%
B/E move
25.4%

25Δ

Calls
Pseudo strike
74.85
IV
234.0%
B/E move
41.1%
Puts
Pseudo strike
47.15
IV
176.3%
B/E move
18.5%

30Δ

Calls
Pseudo strike
65.99
IV
178.2%
B/E move
24.9%
Puts
Pseudo strike
50.12
IV
138.6%
B/E move
13.1%

35Δ

Calls
Pseudo strike
61.40
IV
141.9%
B/E move
16.6%
Puts
Pseudo strike
51.43
IV
120.6%
B/E move
10.7%

40Δ

Calls
Pseudo strike
58.88
IV
118.1%
B/E move
12.0%
Puts
Pseudo strike
52.75
IV
102.7%
B/E move
8.3%

45Δ

Calls
Pseudo strike
57.21
IV
99.6%
B/E move
8.9%
Puts
Pseudo strike
54.06
IV
84.8%
B/E move
5.9%

50Δ

Calls
Pseudo strike
55.53
IV
81.2%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
54.58
IV
72.6%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
53.97
IV
68.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
53.35
IV
64.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
52.74
IV
60.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
52.12
IV
56.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
51.51
IV
52.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.36%
Daily EOD
NJR29.6%32.5%35.4%2026-10-20: 34.49%2026-10-21: 33.42%2026-10-22: 30.04%2026-10-23: 31.70%2026-10-26: 32.64%2026-10-27: 33.42%2026-10-28: 34.96%2026-10-29: 34.10%2026-10-30: 34.36%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
34.49%
33.42%
30.04%
31.70%
32.64%
33.42%
34.96%
34.10%
34.36%