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JPMorgan BetaBuilders Canada ETF BBCA

i

Market dataready · fetched 2026-11-11T14:01:36.959Z

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 · 2026-11-11T13:09:15.212446758Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:01:36.279331+00:00

Share price$104.42
1D
Price history unavailable.

JPMorgan BetaBuilders Canada ETF options

Live interpolated BBCA call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders Canada ETF$1.03$1.66$2.28$2.90$3.53$98.67$101.22$103.77$106.33$108.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BBCA spot · $104.42BBCA PRICE$1.10$1.10$1.17$1.23$1.31$1.42$1.55$1.65$1.73$1.82$1.92$2.24$1.13$1.17$1.21$1.29$1.37$1.45$1.62$1.77$1.90$2.03$2.32$2.78$3.35
PutsExpensive1.18×
Calls——
Skew——
Implied moveBearish±$3.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.1357.9%8.1%
25Δ110.1445.9%6.5%99.8045.5%5.5%
30Δ107.9135.9%4.4%101.4937.2%4.0%
35Δ106.6830.7%3.3%102.6132.0%3.0%
40Δ105.7926.6%2.5%103.4228.2%2.3%
45Δ105.1323.7%1.9%104.0925.1%1.7%
50Δ104.6422.0%1.6%104.5923.8%1.4%
55Δ104.1920.5%1.3%105.0722.4%1.1%
60Δ103.8418.9%1.0%105.4420.8%0.8%
65Δ103.5517.3%0.8%105.8119.3%0.6%
70Δ103.2715.7%0.6%106.2718.9%0.5%
75Δ102.9814.2%0.5%106.8319.9%0.4%
80Δ102.5614.2%0.4%107.5020.6%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.13
IV
57.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
110.14
IV
45.9%
B/E move
6.5%
Puts
Pseudo strike
99.80
IV
45.5%
B/E move
5.5%

30Δ

Calls
Pseudo strike
107.91
IV
35.9%
B/E move
4.4%
Puts
Pseudo strike
101.49
IV
37.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
106.68
IV
30.7%
B/E move
3.3%
Puts
Pseudo strike
102.61
IV
32.0%
B/E move
3.0%

40Δ

Calls
Pseudo strike
105.79
IV
26.6%
B/E move
2.5%
Puts
Pseudo strike
103.42
IV
28.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
105.13
IV
23.7%
B/E move
1.9%
Puts
Pseudo strike
104.09
IV
25.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
104.64
IV
22.0%
B/E move
1.6%
Puts
Pseudo strike
104.59
IV
23.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
104.19
IV
20.5%
B/E move
1.3%
Puts
Pseudo strike
105.07
IV
22.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
103.84
IV
18.9%
B/E move
1.0%
Puts
Pseudo strike
105.44
IV
20.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
103.55
IV
17.3%
B/E move
0.8%
Puts
Pseudo strike
105.81
IV
19.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
103.27
IV
15.7%
B/E move
0.6%
Puts
Pseudo strike
106.27
IV
18.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
102.98
IV
14.2%
B/E move
0.5%
Puts
Pseudo strike
106.83
IV
19.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
102.56
IV
14.2%
B/E move
0.4%
Puts
Pseudo strike
107.50
IV
20.6%
B/E move
0.3%

Options history

IV · four-Friday blend18.63%
Daily close
BBCA14.1%26.9%39.6%2026-08-14: 20.86%2026-08-17: 24.27%2026-08-18: 25.87%2026-08-19: 28.47%2026-08-20: 33.92%2026-08-21: 16.09%2026-08-24: 16.56%2026-08-25: 18.89%2026-08-26: 18.76%2026-08-27: 16.51%2026-08-28: 18.14%2026-08-31: 19.85%2026-09-01: 19.95%2026-09-02: 21.02%2026-09-03: 19.84%2026-09-04: 20.22%2026-09-08: 21.58%2026-09-09: 22.23%2026-09-10: 21.55%2026-09-11: 22.01%2026-09-14: 25.17%2026-09-15: 27.16%2026-09-16: 30.20%2026-09-17: 37.82%2026-09-18: 19.59%2026-09-21: 19.88%2026-09-22: 15.90%2026-09-23: 16.58%2026-09-24: 17.37%2026-09-25: 16.31%2026-09-28: 18.96%2026-09-29: 17.09%2026-09-30: 18.16%2026-10-01: 17.78%2026-10-02: 17.75%2026-10-05: 18.71%2026-10-06: 18.76%2026-10-07: 19.97%2026-10-08: 19.61%2026-10-09: 21.33%2026-10-12: 22.87%2026-10-13: 22.83%2026-10-14: 24.79%2026-10-15: 29.87%2026-10-16: 16.62%2026-10-19: 17.90%2026-10-20: 17.98%2026-10-21: 16.47%2026-10-22: 17.53%2026-10-23: 18.03%2026-10-26: 17.64%2026-10-27: 18.02%2026-10-28: 17.67%2026-10-29: 18.19%2026-10-30: 18.63%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.86%
24.27%
25.87%
28.47%
33.92%
16.09%
16.56%
18.89%
18.76%
16.51%
18.14%
19.85%
19.95%
21.02%
19.84%
20.22%
21.58%
22.23%
21.55%
22.01%
25.17%
27.16%
30.20%
37.82%
19.59%
19.88%
15.90%
16.58%
17.37%
16.31%
18.96%
17.09%
18.16%
17.78%
17.75%
18.71%
18.76%
19.97%
19.61%
21.33%
22.87%
22.83%
24.79%
29.87%
16.62%
17.90%
17.98%
16.47%
17.53%
18.03%
17.64%
18.02%
17.67%
18.19%
18.63%