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The J. M. Smucker Company SJM

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T21:24:48.802Z

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 · 2026-10-22T20:10:00.00098142Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T21:24:45.683834+00:00

Share price$133.39
1D+3.8%
AH$128$130$131$132$1345:30 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$0.38$5.77$11.15$16.54$21.93$111.53$121.12$130.70$140.29$149.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SJM spot · $133.39SJM PRICE$0.96$1.24$1.62$2.00$2.37$2.75$3.32$3.91$4.51$5.10$5.72$6.41$7.09$1.37$1.85$2.34$2.83$3.72$4.64$5.55$6.63$7.80$8.97$11.42$14.98$20.38
PutsExpensive1.45×
CallsCheap0.65×
SkewBearish+13.24 pp
Implied moveBearish±$8.87
TiltBearish32.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.8823.0%7.1%124.6631.3%7.6%
25Δ140.0522.9%5.9%126.4931.0%6.6%
30Δ138.8122.7%5.3%128.2130.7%5.6%
35Δ137.5922.6%4.6%129.9330.4%4.7%
40Δ136.3722.5%4.0%131.4631.7%4.2%
45Δ135.1522.3%3.4%132.9833.0%3.8%
50Δ134.0522.3%3.0%134.5034.3%3.3%
55Δ132.9722.4%2.6%136.2035.0%2.9%
60Δ131.8922.4%2.3%138.0035.3%2.4%
65Δ130.8122.4%1.9%139.8035.6%1.9%
70Δ129.7522.1%1.6%142.6638.4%1.6%
75Δ128.7420.8%1.3%146.5443.4%1.4%
80Δ127.7419.5%1.1%152.2849.9%1.1%

20Δ

Calls
Pseudo strike
141.88
IV
23.0%
B/E move
7.1%
Puts
Pseudo strike
124.66
IV
31.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
140.05
IV
22.9%
B/E move
5.9%
Puts
Pseudo strike
126.49
IV
31.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
138.81
IV
22.7%
B/E move
5.3%
Puts
Pseudo strike
128.21
IV
30.7%
B/E move
5.6%

35Δ

Calls
Pseudo strike
137.59
IV
22.6%
B/E move
4.6%
Puts
Pseudo strike
129.93
IV
30.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
136.37
IV
22.5%
B/E move
4.0%
Puts
Pseudo strike
131.46
IV
31.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
135.15
IV
22.3%
B/E move
3.4%
Puts
Pseudo strike
132.98
IV
33.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
134.05
IV
22.3%
B/E move
3.0%
Puts
Pseudo strike
134.50
IV
34.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
132.97
IV
22.4%
B/E move
2.6%
Puts
Pseudo strike
136.20
IV
35.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
131.89
IV
22.4%
B/E move
2.3%
Puts
Pseudo strike
138.00
IV
35.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
130.81
IV
22.4%
B/E move
1.9%
Puts
Pseudo strike
139.80
IV
35.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
129.75
IV
22.1%
B/E move
1.6%
Puts
Pseudo strike
142.66
IV
38.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
128.74
IV
20.8%
B/E move
1.3%
Puts
Pseudo strike
146.54
IV
43.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
127.74
IV
19.5%
B/E move
1.1%
Puts
Pseudo strike
152.28
IV
49.9%
B/E move
1.1%

Options history

No recorded observations