IntraAlpha
Create free account Start free

JPMorgan BetaBuilders Europe ETF BBEU

i

Market datapartial · fetched 2026-11-11T15:45:04.583Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T15:41:39.955551354Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:45:01.757055+00:00

Share price$77.51
1D+0.2%
$77.29$77.38$77.48$77.57$77.665:30 AM6:30 AM9:00 AM1:00 PMBBEU
Sold putSold call

JPMorgan BetaBuilders Europe ETF options

Live interpolated BBEU call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders Europe ETF$1.59$2.95$4.31$5.68$7.04$-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 P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBBEU PRICE$1.73$2.01$2.29$2.57$2.84$3.39$3.97$4.72$5.61$6.65
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
30Δ84.8221.2%11.7%
35Δ83.3820.0%10.2%
40Δ81.9318.8%8.7%
45Δ80.4817.7%7.1%
50Δ79.0416.5%5.6%
55Δ78.0616.9%5.1%
60Δ77.0417.2%4.5%
65Δ75.9417.8%4.1%
70Δ74.6918.4%3.6%
75Δ73.3219.2%3.2%
80Δ

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
84.82
IV
21.2%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
83.38
IV
20.0%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
81.93
IV
18.8%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
80.48
IV
17.7%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
79.04
IV
16.5%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
78.06
IV
16.9%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
77.04
IV
17.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
75.94
IV
17.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
74.69
IV
18.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
73.32
IV
19.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend18.16%
Daily close
BBEU15.2%21.9%28.7%2026-08-13: 18.16%2026-08-14: 18.48%2026-08-17: 20.31%2026-08-18: 21.46%2026-08-19: 23.15%2026-08-20: 27.66%2026-08-21: 17.27%2026-08-24: 17.12%2026-08-25: 16.80%2026-08-26: 16.35%2026-08-27: 16.84%2026-08-28: 16.72%2026-08-31: 16.97%2026-09-01: 17.00%2026-09-02: 17.72%2026-09-03: 16.92%2026-09-04: 16.95%2026-09-08: 18.20%2026-09-09: 18.83%2026-09-10: 19.68%2026-09-11: 19.57%2026-09-14: 21.02%2026-09-15: 22.82%2026-09-16: 22.63%2026-09-17: 27.65%2026-09-18: 17.45%2026-09-21: 17.63%2026-09-22: 16.14%2026-09-23: 16.78%2026-09-24: 16.76%2026-09-25: 16.74%2026-09-28: 17.09%2026-09-29: 17.58%2026-09-30: 18.05%2026-10-01: 18.48%2026-10-02: 18.49%2026-10-05: 18.86%2026-10-06: 18.55%2026-10-07: 19.36%2026-10-08: 19.62%2026-10-09: 19.55%2026-10-12: 21.55%2026-10-13: 22.16%2026-10-14: 24.39%2026-10-15: 27.75%2026-10-16: 16.72%2026-10-19: 17.56%2026-10-20: 17.40%2026-10-21: 17.35%2026-10-22: 17.89%2026-10-23: 18.14%2026-10-26: 18.27%2026-10-27: 17.98%2026-10-28: 17.62%2026-10-29: 17.64%2026-10-30: 18.16%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.16%
18.48%
20.31%
21.46%
23.15%
27.66%
17.27%
17.12%
16.80%
16.35%
16.84%
16.72%
16.97%
17.00%
17.72%
16.92%
16.95%
18.20%
18.83%
19.68%
19.57%
21.02%
22.82%
22.63%
27.65%
17.45%
17.63%
16.14%
16.78%
16.76%
16.74%
17.09%
17.58%
18.05%
18.48%
18.49%
18.86%
18.55%
19.36%
19.62%
19.55%
21.55%
22.16%
24.39%
27.75%
16.72%
17.56%
17.40%
17.35%
17.89%
18.14%
18.27%
17.98%
17.62%
17.64%
18.16%