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JPMorgan BetaBuilders Europe ETF BBEU

i

Market dataready · fetched 2026-10-22T10:49:29.056Z

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 · 2026-10-22T00:00:00.819061097Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:49:27.823922+00:00

Share price$76.33
1D-0.1%
AH$76.03$76.16$76.30$76.43$76.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBEU
Sold putSold callAH

JPMorgan BetaBuilders Europe ETF options

Live interpolated BBEU call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders Europe ETF$0.73$1.58$2.42$3.27$4.12$70.64$73.49$76.33$79.17$82.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBEU spot · $76.33BBEU PRICE$0.82$0.85$0.97$1.08$1.20$1.31$1.49$1.71$2.00$2.34$2.70$3.06$3.87$0.93$1.03$1.10$1.21$1.31$1.43$1.57$1.75$2.05$2.37$2.74$3.18$3.78
PutsExpensive1.29×
CallsExpensive1.47×
SkewNeutral+0.03 pp
Implied moveBearish±$3.06
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.8835.8%11.0%70.5636.6%8.8%
25Δ80.9827.4%7.2%72.5230.5%6.3%
30Δ79.6824.6%5.7%73.9325.6%4.6%
35Δ78.6421.9%4.4%74.8622.9%3.5%
40Δ77.8720.1%3.6%75.5720.6%2.7%
45Δ77.2418.4%2.9%76.1718.9%2.1%
50Δ76.7017.7%2.4%76.6517.7%1.6%
55Δ76.2017.6%2.1%77.1216.9%1.3%
60Δ75.6917.7%1.8%77.6017.0%1.0%
65Δ75.1718.1%1.5%78.1017.1%0.8%
70Δ74.6318.1%1.3%78.6317.0%0.6%
75Δ74.0918.0%1.1%79.2217.2%0.4%
80Δ73.1719.7%0.9%79.9417.6%0.2%

20Δ

Calls
Pseudo strike
83.88
IV
35.8%
B/E move
11.0%
Puts
Pseudo strike
70.56
IV
36.6%
B/E move
8.8%

25Δ

Calls
Pseudo strike
80.98
IV
27.4%
B/E move
7.2%
Puts
Pseudo strike
72.52
IV
30.5%
B/E move
6.3%

30Δ

Calls
Pseudo strike
79.68
IV
24.6%
B/E move
5.7%
Puts
Pseudo strike
73.93
IV
25.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
78.64
IV
21.9%
B/E move
4.4%
Puts
Pseudo strike
74.86
IV
22.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
77.87
IV
20.1%
B/E move
3.6%
Puts
Pseudo strike
75.57
IV
20.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
77.24
IV
18.4%
B/E move
2.9%
Puts
Pseudo strike
76.17
IV
18.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
76.70
IV
17.7%
B/E move
2.4%
Puts
Pseudo strike
76.65
IV
17.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
76.20
IV
17.6%
B/E move
2.1%
Puts
Pseudo strike
77.12
IV
16.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
75.69
IV
17.7%
B/E move
1.8%
Puts
Pseudo strike
77.60
IV
17.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
75.17
IV
18.1%
B/E move
1.5%
Puts
Pseudo strike
78.10
IV
17.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
74.63
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
78.63
IV
17.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
74.09
IV
18.0%
B/E move
1.1%
Puts
Pseudo strike
79.22
IV
17.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
73.17
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
79.94
IV
17.6%
B/E move
0.2%

Options history

No recorded observations