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JPMorgan BetaBuilders Canada ETF BBCA

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Market datapartial · fetched 2026-10-22T04:21:46.338Z

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 · 2026-10-22T00:00:00.819052814Z

FundamentalsAlpha Vantage · unavailable

Share price$105.51
1D+0.4%
AH$105.06$105.25$105.45$105.65$105.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBCA
Sold putSold callAH

JPMorgan BetaBuilders Canada ETF options

Live interpolated BBCA call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders Canada ETF$1.40$2.46$3.53$4.59$5.66$97.26$101.02$104.78$108.55$112.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBCA spot · $105.51BBCA PRICE$1.51$1.61$1.74$1.90$2.09$2.24$2.36$2.40$2.43$3.50$4.02$1.52$1.63$1.77$1.92$2.04$2.17$2.35$2.41$2.57$3.00$3.57$4.29$5.35
PutsExpensive1.46×
CallsExpensive1.13×
SkewBearish+4.83 pp
Implied moveBearish±$4.44
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.3142.6%10.2%
25Δ99.5634.5%7.2%
30Δ110.7127.6%6.4%101.6729.5%5.3%
35Δ108.9223.5%4.8%103.1826.0%4.0%
40Δ107.7321.0%3.8%104.3522.9%3.0%
45Δ106.8019.2%3.0%105.2820.5%2.3%
50Δ106.0418.0%2.5%106.0419.0%1.7%
55Δ105.4216.6%2.0%106.6016.8%1.2%
60Δ104.8915.1%1.6%107.1815.4%0.9%
65Δ104.5413.4%1.3%107.7815.6%0.7%
70Δ104.1811.7%1.0%108.5316.1%0.5%
75Δ103.0014.8%0.9%109.4116.8%0.4%
80Δ102.3114.6%0.8%110.6218.0%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.31
IV
42.6%
B/E move
10.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.56
IV
34.5%
B/E move
7.2%

30Δ

Calls
Pseudo strike
110.71
IV
27.6%
B/E move
6.4%
Puts
Pseudo strike
101.67
IV
29.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
108.92
IV
23.5%
B/E move
4.8%
Puts
Pseudo strike
103.18
IV
26.0%
B/E move
4.0%

40Δ

Calls
Pseudo strike
107.73
IV
21.0%
B/E move
3.8%
Puts
Pseudo strike
104.35
IV
22.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
106.80
IV
19.2%
B/E move
3.0%
Puts
Pseudo strike
105.28
IV
20.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
106.04
IV
18.0%
B/E move
2.5%
Puts
Pseudo strike
106.04
IV
19.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
105.42
IV
16.6%
B/E move
2.0%
Puts
Pseudo strike
106.60
IV
16.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
104.89
IV
15.1%
B/E move
1.6%
Puts
Pseudo strike
107.18
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
104.54
IV
13.4%
B/E move
1.3%
Puts
Pseudo strike
107.78
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
104.18
IV
11.7%
B/E move
1.0%
Puts
Pseudo strike
108.53
IV
16.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
103.00
IV
14.8%
B/E move
0.9%
Puts
Pseudo strike
109.41
IV
16.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
102.31
IV
14.6%
B/E move
0.8%
Puts
Pseudo strike
110.62
IV
18.0%
B/E move
0.2%

Options history

No recorded observations