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JBS N.V. JBS

i

Market datapartial · fetched 2026-11-07T20:38:25.032Z

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 · 2026-11-07T00:00:00.00273623Z

FundamentalsAlpha Vantage · unavailable

Share price$12.48
1D+0.2%
AH$12.25$12.32$12.38$12.44$12.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJBS
Sold putSold callAH

JBS N.V. options

Live interpolated JBS call and put midpoint premiums by absolute delta.JBS N.V.$0.00$2.20$4.39$6.59$8.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEJBS PRICE$0.19$0.24$0.29$0.34$0.39$0.43$2.03$2.46$0.21$0.25$0.30$0.35$0.39$2.52$2.67$2.81$8.15
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ13.6053.7%10.5%11.5652.9%9.0%
30Δ13.3952.7%9.3%11.7651.2%7.8%
35Δ13.1951.6%8.0%11.9649.6%6.5%
40Δ12.9850.5%6.7%12.1647.9%5.3%
45Δ12.7849.5%5.5%12.3646.2%4.1%
50Δ12.5748.4%4.2%
55Δ
60Δ14.10159.6%7.2%
65Δ14.42148.0%5.8%
70Δ14.75136.5%4.3%
75Δ10.96124.5%4.1%
80Δ10.43131.2%3.2%20.15237.1%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
13.60
IV
53.7%
B/E move
10.5%
Puts
Pseudo strike
11.56
IV
52.9%
B/E move
9.0%

30Δ

Calls
Pseudo strike
13.39
IV
52.7%
B/E move
9.3%
Puts
Pseudo strike
11.76
IV
51.2%
B/E move
7.8%

35Δ

Calls
Pseudo strike
13.19
IV
51.6%
B/E move
8.0%
Puts
Pseudo strike
11.96
IV
49.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
12.98
IV
50.5%
B/E move
6.7%
Puts
Pseudo strike
12.16
IV
47.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
12.78
IV
49.5%
B/E move
5.5%
Puts
Pseudo strike
12.36
IV
46.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
12.57
IV
48.4%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.10
IV
159.6%
B/E move
7.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.42
IV
148.0%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.75
IV
136.5%
B/E move
4.3%

75Δ

Calls
Pseudo strike
10.96
IV
124.5%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.43
IV
131.2%
B/E move
3.2%
Puts
Pseudo strike
20.15
IV
237.1%
B/E move
3.8%

Options history

IV · four-Friday blend49.45%
Daily EOD
JBS41.0%52.4%63.8%2026-10-19: 50.36%2026-10-20: 62.23%2026-10-21: 45.16%2026-10-22: 46.40%2026-10-23: 48.37%2026-10-26: 42.62%2026-10-27: 56.76%2026-10-29: 43.66%2026-10-30: 49.45%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.36%
62.23%
45.16%
46.40%
48.37%
42.62%
56.76%
43.66%
49.45%