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JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF BBAX

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Market datapartial · fetched 2026-10-22T05:16:08.082Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.971236174Z

FundamentalsAlpha Vantage · unavailable

Share price$62.31
1D-0.1%
AH$62.12$62.22$62.32$62.41$62.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBAX
Sold putSold callAH

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$0.76$1.41$2.05$2.70$3.35$56.36$59.30$62.23$65.17$68.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBAX spot · $62.31BBAX PRICE$0.83$0.89$0.97$1.06$1.16$1.27$1.38$1.56$1.86$2.17$2.62$3.17$0.94$1.01$1.10$1.18$1.26$1.35$1.45$1.62$1.79$1.96$2.38$2.82
PutsCheap0.75×
CallsCheap0.80×
SkewBullish-0.57 pp
Implied moveBearish±$2.62
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ66.9032.7%8.7%58.8533.9%7.1%
30Δ65.4027.7%6.4%60.1028.7%5.2%
35Δ64.4124.2%4.9%60.9825.2%3.9%
40Δ63.6821.7%3.9%61.6222.6%3.0%
45Δ63.1019.9%3.1%62.1620.3%2.3%
50Δ62.6718.5%2.6%62.5818.6%1.7%
55Δ62.2617.3%2.1%62.9917.0%1.2%
60Δ61.8416.7%1.7%63.3216.4%1.0%
65Δ61.4017.3%1.5%63.6515.7%0.7%
70Δ60.9417.9%1.3%63.9715.1%0.5%
75Δ60.3818.7%1.1%64.4915.6%0.3%
80Δ59.7319.6%0.9%65.0216.2%0.2%

20Δ

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

25Δ

Calls
Pseudo strike
66.90
IV
32.7%
B/E move
8.7%
Puts
Pseudo strike
58.85
IV
33.9%
B/E move
7.1%

30Δ

Calls
Pseudo strike
65.40
IV
27.7%
B/E move
6.4%
Puts
Pseudo strike
60.10
IV
28.7%
B/E move
5.2%

35Δ

Calls
Pseudo strike
64.41
IV
24.2%
B/E move
4.9%
Puts
Pseudo strike
60.98
IV
25.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
63.68
IV
21.7%
B/E move
3.9%
Puts
Pseudo strike
61.62
IV
22.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
63.10
IV
19.9%
B/E move
3.1%
Puts
Pseudo strike
62.16
IV
20.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
62.67
IV
18.5%
B/E move
2.6%
Puts
Pseudo strike
62.58
IV
18.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
62.26
IV
17.3%
B/E move
2.1%
Puts
Pseudo strike
62.99
IV
17.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
61.84
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
63.32
IV
16.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
61.40
IV
17.3%
B/E move
1.5%
Puts
Pseudo strike
63.65
IV
15.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
60.94
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
63.97
IV
15.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
60.38
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
64.49
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
59.73
IV
19.6%
B/E move
0.9%
Puts
Pseudo strike
65.02
IV
16.2%
B/E move
0.2%

Options history

No recorded observations