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The J.M. Smucker Company SJM

i

Market dataready · fetched 2026-11-06T21:13:05.726Z

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 · 2026-11-06T21:10:00.001085207Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-06T21:13:04.606112+00:00

Share price$130.55
1D+0.5%
AH$129.14$129.85$130.55$131.25$131.965:30 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$0.57$3.35$6.13$8.91$11.69$119.28$125.04$130.79$136.55$142.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SJM spot · $130.55SJM PRICE$0.87$1.13$1.39$1.72$2.06$2.40$2.74$3.07$3.70$4.34$4.99$5.64$6.28$1.01$1.33$1.77$2.22$2.66$3.10$3.81$4.54$5.27$5.99$7.36$8.97$10.89
PutsExpensive1.07×
CallsCheap0.75×
SkewBearish+7.53 pp
Implied moveBearish±$6.55
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ138.1530.8%6.5%123.5634.5%6.1%
25Δ136.5530.1%5.5%125.4032.9%5.0%
30Δ134.9729.3%4.4%126.5333.3%4.4%
35Δ133.9928.8%4.0%127.6733.6%3.9%
40Δ133.0128.3%3.5%128.8033.9%3.4%
45Δ132.0327.7%3.0%129.9434.2%2.8%
50Δ131.0527.2%2.5%131.1234.6%2.5%
55Δ130.0826.7%2.0%132.3034.9%2.1%
60Δ129.1126.7%1.7%133.4835.2%1.8%
65Δ128.1526.6%1.5%134.6635.5%1.4%
70Δ127.1826.6%1.2%136.3837.0%1.2%
75Δ126.2226.6%1.0%138.3038.9%0.9%
80Δ125.2526.6%0.8%140.5241.4%0.7%

20Δ

Calls
Pseudo strike
138.15
IV
30.8%
B/E move
6.5%
Puts
Pseudo strike
123.56
IV
34.5%
B/E move
6.1%

25Δ

Calls
Pseudo strike
136.55
IV
30.1%
B/E move
5.5%
Puts
Pseudo strike
125.40
IV
32.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
134.97
IV
29.3%
B/E move
4.4%
Puts
Pseudo strike
126.53
IV
33.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
133.99
IV
28.8%
B/E move
4.0%
Puts
Pseudo strike
127.67
IV
33.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
133.01
IV
28.3%
B/E move
3.5%
Puts
Pseudo strike
128.80
IV
33.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
132.03
IV
27.7%
B/E move
3.0%
Puts
Pseudo strike
129.94
IV
34.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
131.05
IV
27.2%
B/E move
2.5%
Puts
Pseudo strike
131.12
IV
34.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
130.08
IV
26.7%
B/E move
2.0%
Puts
Pseudo strike
132.30
IV
34.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
129.11
IV
26.7%
B/E move
1.7%
Puts
Pseudo strike
133.48
IV
35.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
128.15
IV
26.6%
B/E move
1.5%
Puts
Pseudo strike
134.66
IV
35.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
127.18
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
136.38
IV
37.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
126.22
IV
26.6%
B/E move
1.0%
Puts
Pseudo strike
138.30
IV
38.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
125.25
IV
26.6%
B/E move
0.8%
Puts
Pseudo strike
140.52
IV
41.4%
B/E move
0.7%

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%