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JetBlue Airways Corporation Common Stock JBLU

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Market dataready · fetched 2026-11-04T06:58:06.579Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:54:06.988317982Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T06:58:06.080269+00:00

Share price$3.17
1D-1.2%
AH$3.14$3.18$3.22$3.26$3.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJBLU
Sold putSold callAH

JetBlue Airways Corporation Common Stock options

Live interpolated JBLU call and put midpoint premiums by absolute delta.JetBlue Airways Corporation Common Stock$0.03$0.11$0.18$0.26$0.33$2.72$2.93$3.15$3.36$3.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JBLU spot · $3.17JBLU PRICE$0.04$0.06$0.08$0.10$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.05$0.06$0.07$0.10$0.12$0.14$0.17$0.19$0.22$0.24$0.26$0.29$0.31
PutsExpensive1.79×
Calls——
Skew——
Implied moveBearish±$0.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.48138.1%11.0%2.82153.6%12.4%
25Δ3.43138.8%10.1%2.92153.1%9.8%
30Δ3.39139.6%9.3%3.01152.2%7.5%
35Δ3.34140.3%8.4%3.05148.7%6.9%
40Δ3.29141.0%7.5%3.09145.2%6.3%
45Δ3.25141.8%6.7%3.14141.7%5.7%
50Δ3.20142.5%5.8%3.18138.2%5.0%
55Δ3.15143.2%4.9%3.22134.7%4.4%
60Δ3.11144.0%4.0%3.26131.2%3.8%
65Δ3.06144.7%3.2%3.31127.7%3.2%
70Δ3.01145.4%2.3%3.35124.2%2.6%
75Δ3.39120.7%2.0%
80Δ3.44117.2%1.4%

20Δ

Calls
Pseudo strike
3.48
IV
138.1%
B/E move
11.0%
Puts
Pseudo strike
2.82
IV
153.6%
B/E move
12.4%

25Δ

Calls
Pseudo strike
3.43
IV
138.8%
B/E move
10.1%
Puts
Pseudo strike
2.92
IV
153.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
3.39
IV
139.6%
B/E move
9.3%
Puts
Pseudo strike
3.01
IV
152.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
3.34
IV
140.3%
B/E move
8.4%
Puts
Pseudo strike
3.05
IV
148.7%
B/E move
6.9%

40Δ

Calls
Pseudo strike
3.29
IV
141.0%
B/E move
7.5%
Puts
Pseudo strike
3.09
IV
145.2%
B/E move
6.3%

45Δ

Calls
Pseudo strike
3.25
IV
141.8%
B/E move
6.7%
Puts
Pseudo strike
3.14
IV
141.7%
B/E move
5.7%

50Δ

Calls
Pseudo strike
3.20
IV
142.5%
B/E move
5.8%
Puts
Pseudo strike
3.18
IV
138.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
3.15
IV
143.2%
B/E move
4.9%
Puts
Pseudo strike
3.22
IV
134.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
3.11
IV
144.0%
B/E move
4.0%
Puts
Pseudo strike
3.26
IV
131.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
3.06
IV
144.7%
B/E move
3.2%
Puts
Pseudo strike
3.31
IV
127.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
3.01
IV
145.4%
B/E move
2.3%
Puts
Pseudo strike
3.35
IV
124.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.39
IV
120.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.44
IV
117.2%
B/E move
1.4%

Options history

IV · four-Friday blend353.40%
Daily close
JBLU30.5%203.9%377.3%2026-08-07: 54.88%2026-08-14: 54.41%2026-08-21: 54.77%2026-08-24: 54.63%2026-09-08: 65.74%2026-09-11: 65.44%2026-09-22: 73.45%2026-09-25: 62.22%2026-10-05: 74.32%2026-10-06: 68.45%2026-10-14: 114.53%2026-10-16: 130.55%2026-10-23: 154.40%2026-10-26: 203.08%2026-10-30: 353.40%Aug 7Sep 25Oct 30
15 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
54.88%
54.41%
54.77%
54.63%
65.74%
65.44%
73.45%
62.22%
74.32%
68.45%
114.53%
130.55%
154.40%
203.08%
353.40%