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JPMorgan BetaBuilders International Equity ETF BBIN

i

Market datapartial · fetched 2026-11-13T18:11:34.275Z

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 · 2026-11-13T18:04:47.660093088Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:11:33.064716+00:00

Share price$77.97
1D+0.1%
$77.79$77.88$77.97$78.06$78.155:30 AM6:30 AM9:00 AM1:00 PMBBIN
Sold putSold call

JPMorgan BetaBuilders International Equity ETF options

Live interpolated BBIN call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders International Equity ETF$0.00$0.27$0.54$0.81$1.08$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBBIN PRICE
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
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
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 blend16.16%
Daily close
BBIN14.0%20.4%26.8%2026-08-17: 18.18%2026-08-18: 19.19%2026-08-19: 21.18%2026-08-20: 24.16%2026-08-21: 15.67%2026-08-24: 15.86%2026-08-25: 15.86%2026-08-26: 15.35%2026-08-27: 15.65%2026-08-28: 15.08%2026-08-31: 15.60%2026-09-01: 15.90%2026-09-02: 16.14%2026-09-03: 15.59%2026-09-04: 15.71%2026-09-08: 16.21%2026-09-09: 16.68%2026-09-10: 17.73%2026-09-11: 17.37%2026-09-14: 19.19%2026-09-15: 21.07%2026-09-16: 21.00%2026-09-17: 24.15%2026-09-18: 16.16%2026-09-21: 15.96%2026-09-22: 15.29%2026-09-23: 15.50%2026-09-24: 15.51%2026-09-25: 15.43%2026-09-28: 15.76%2026-09-29: 16.19%2026-09-30: 16.24%2026-10-01: 17.26%2026-10-02: 17.31%2026-10-05: 17.83%2026-10-06: 17.40%2026-10-07: 17.90%2026-10-08: 17.92%2026-10-09: 18.42%2026-10-12: 19.38%2026-10-13: 20.19%2026-10-14: 21.87%2026-10-15: 25.95%2026-10-16: 14.92%2026-10-19: 15.41%2026-10-20: 15.47%2026-10-21: 15.19%2026-10-22: 15.67%2026-10-23: 16.25%2026-10-26: 16.14%2026-10-27: 16.39%2026-10-28: 15.90%2026-10-29: 15.76%2026-10-30: 16.16%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
18.18%
19.19%
21.18%
24.16%
15.67%
15.86%
15.86%
15.35%
15.65%
15.08%
15.60%
15.90%
16.14%
15.59%
15.71%
16.21%
16.68%
17.73%
17.37%
19.19%
21.07%
21.00%
24.15%
16.16%
15.96%
15.29%
15.50%
15.51%
15.43%
15.76%
16.19%
16.24%
17.26%
17.31%
17.83%
17.40%
17.90%
17.92%
18.42%
19.38%
20.19%
21.87%
25.95%
14.92%
15.41%
15.47%
15.19%
15.67%
16.25%
16.14%
16.39%
15.90%
15.76%
16.16%