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JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF BBAX

i

Market datapartial · fetched 2026-11-11T14:51:35.596Z

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 · 2026-11-11T14:49:06.647964119Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:34.181844+00:00

Share price$62.56
1D-0.6%
$62.53$62.63$62.74$62.84$62.945:30 AM6:30 AM9:00 AM1:00 PMBBAX
Sold putSold call

JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF options

Live interpolated BBAX call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF$0.82$1.21$1.61$2.00$2.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBBAX PRICE$0.87$0.94$1.04$1.14$1.25$1.43$1.65$1.87$2.28
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
25Δ
30Δ
35Δ
40Δ63.5731.6%3.0%
45Δ63.0728.6%2.3%
50Δ62.7326.9%1.9%
55Δ62.4125.4%1.6%
60Δ62.0923.8%1.2%
65Δ61.7823.4%1.0%
70Δ61.4623.4%0.9%
75Δ61.1523.4%0.7%
80Δ60.6724.7%0.6%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
63.57
IV
31.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
63.07
IV
28.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
62.73
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
62.41
IV
25.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
62.09
IV
23.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
61.78
IV
23.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
61.46
IV
23.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
61.15
IV
23.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
60.67
IV
24.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.10%
Daily close
BBAX16.9%25.8%34.7%2026-08-13: 20.09%2026-08-14: 20.27%2026-08-17: 22.81%2026-08-18: 24.18%2026-08-19: 26.02%2026-08-20: 30.49%2026-08-21: 18.11%2026-08-24: 19.04%2026-08-26: 18.85%2026-08-27: 19.04%2026-08-28: 18.55%2026-08-31: 18.68%2026-09-01: 19.17%2026-09-02: 19.50%2026-09-04: 18.86%2026-09-08: 20.02%2026-09-09: 20.60%2026-09-10: 22.06%2026-09-11: 21.27%2026-09-14: 23.50%2026-09-15: 26.63%2026-09-16: 27.97%2026-09-17: 32.24%2026-09-18: 19.29%2026-09-21: 19.26%2026-09-22: 18.94%2026-09-23: 19.37%2026-09-24: 19.99%2026-09-25: 19.85%2026-09-28: 19.18%2026-09-29: 19.63%2026-09-30: 19.54%2026-10-01: 20.63%2026-10-02: 20.76%2026-10-05: 21.33%2026-10-06: 21.18%2026-10-07: 21.88%2026-10-08: 22.23%2026-10-09: 22.06%2026-10-12: 24.96%2026-10-13: 25.16%2026-10-14: 27.71%2026-10-15: 33.46%2026-10-16: 18.43%2026-10-19: 18.68%2026-10-20: 18.54%2026-10-21: 18.55%2026-10-22: 19.05%2026-10-23: 19.18%2026-10-26: 18.80%2026-10-27: 18.90%2026-10-28: 18.78%2026-10-29: 18.61%2026-10-30: 19.10%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.09%
20.27%
22.81%
24.18%
26.02%
30.49%
18.11%
19.04%
18.85%
19.04%
18.55%
18.68%
19.17%
19.50%
18.86%
20.02%
20.60%
22.06%
21.27%
23.50%
26.63%
27.97%
32.24%
19.29%
19.26%
18.94%
19.37%
19.99%
19.85%
19.18%
19.63%
19.54%
20.63%
20.76%
21.33%
21.18%
21.88%
22.23%
22.06%
24.96%
25.16%
27.71%
33.46%
18.43%
18.68%
18.54%
18.55%
19.05%
19.18%
18.80%
18.90%
18.78%
18.61%
19.10%