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JELD-WEN Holding JELD 1.02 0.01 0.99%

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ATM IV
3.31
Put Call Ratio (OI)
0.412
Put Call Ratio (Vol)
0.8
IV Rank
80
IV Percentile
92.7
Max pain
1.5

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
161.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-6.5
6.5
View values by strike
JELD · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
0.50 43.8 K -933
1.00 81 K -62.9 K
1.50 10.3 K -88.4 K
2.00 13.1 K -158 K
2.50 299 K -69.8 K
5.00 62.5 K -62 K
7.50 47.8 K 0