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The J.M. Smucker Company SJM

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-12T01:43:21.507Z

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 · 2026-11-12T00:00:00.002649738Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T01:41:59.353623+00:00

Share price$133.07
1D+0.6%
AH$130.90$131.49$132.08$132.66$133.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSJM
Sold putSold callAH

The J.M. Smucker Company options

Live interpolated SJM call and put midpoint premiums by absolute delta.The J.M. Smucker Company$0.03$6.04$12.05$18.05$24.06$120.36$126.40$132.45$138.50$144.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SJM spot · $133.07SJM PRICE$0.68$0.89$1.09$1.30$1.50$1.69$1.88$2.07$2.26$2.46$2.65$2.84$3.03$0.93$1.23$1.54$2.01$2.67$3.34$4.00$4.66$6.11$7.75$9.88$14.28$22.33
PutsExpensive1.12×
CallsCheap0.52×
SkewBearish+27.38 pp
Implied moveBearish±$5.88
TiltBearish53.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.9129.1%4.9%127.0435.2%5.2%
25Δ137.8328.4%4.2%128.2135.9%4.6%
30Δ136.7427.6%3.6%129.3836.5%3.9%
35Δ135.6626.8%2.9%130.5037.7%3.4%
40Δ134.8125.8%2.4%131.5739.6%3.1%
45Δ134.3124.5%2.2%132.6441.5%2.8%
50Δ133.8123.2%2.0%133.7143.4%2.5%
55Δ133.3221.9%1.7%134.7845.3%2.2%
60Δ132.8220.5%1.5%136.5249.5%2.0%
65Δ132.3219.2%1.3%138.4454.4%1.8%
70Δ131.8317.9%1.1%140.7960.9%1.6%
75Δ131.3316.6%0.8%145.2875.2%1.6%
80Δ130.8315.3%0.6%153.4397.6%1.5%

20Δ

Calls
Pseudo strike
138.91
IV
29.1%
B/E move
4.9%
Puts
Pseudo strike
127.04
IV
35.2%
B/E move
5.2%

25Δ

Calls
Pseudo strike
137.83
IV
28.4%
B/E move
4.2%
Puts
Pseudo strike
128.21
IV
35.9%
B/E move
4.6%

30Δ

Calls
Pseudo strike
136.74
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
129.38
IV
36.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
135.66
IV
26.8%
B/E move
2.9%
Puts
Pseudo strike
130.50
IV
37.7%
B/E move
3.4%

40Δ

Calls
Pseudo strike
134.81
IV
25.8%
B/E move
2.4%
Puts
Pseudo strike
131.57
IV
39.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
134.31
IV
24.5%
B/E move
2.2%
Puts
Pseudo strike
132.64
IV
41.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
133.81
IV
23.2%
B/E move
2.0%
Puts
Pseudo strike
133.71
IV
43.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
133.32
IV
21.9%
B/E move
1.7%
Puts
Pseudo strike
134.78
IV
45.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
132.82
IV
20.5%
B/E move
1.5%
Puts
Pseudo strike
136.52
IV
49.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
132.32
IV
19.2%
B/E move
1.3%
Puts
Pseudo strike
138.44
IV
54.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
131.83
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
140.79
IV
60.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
131.33
IV
16.6%
B/E move
0.8%
Puts
Pseudo strike
145.28
IV
75.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
130.83
IV
15.3%
B/E move
0.6%
Puts
Pseudo strike
153.43
IV
97.6%
B/E move
1.5%

Options history

IV · four-Friday blend29.28%
Daily EOD
SJM27.5%28.5%29.5%2026-10-19: 27.66%2026-10-20: 28.83%2026-10-21: 28.62%2026-10-22: 29.32%2026-10-23: 28.77%2026-10-26: 27.94%2026-10-27: 28.13%2026-10-28: 27.93%2026-10-29: 28.23%2026-10-30: 29.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.66%
28.83%
28.62%
29.32%
28.77%
27.94%
28.13%
27.93%
28.23%
29.28%