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JPMorgan BetaBuilders International Equity ETF BBIN

i

Market dataready · fetched 2026-10-23T06:08:38.881Z

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 · 2026-10-23T00:00:00.900829757Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:08:38.544841+00:00

Share price$77.46
1D-0.2%
AH$77.18$77.31$77.44$77.56$77.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBIN
Sold putSold callAH

JPMorgan BetaBuilders International Equity ETF options

Live interpolated BBIN call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders International Equity ETF$0.62$1.43$2.24$3.06$3.87$72.57$75.06$77.55$80.04$82.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBIN spot · $77.46BBIN PRICE$0.70$0.77$0.83$0.93$1.04$1.16$1.33$1.57$1.83$2.19$2.58$3.06$3.59$0.91$1.00$1.10$1.21$1.31$1.40$1.58$1.89$2.18$2.45$2.72$3.64
PutsExpensive1.32×
CallsExpensive1.54×
SkewBullish-0.85 pp
Implied moveBearish±$2.73
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.8030.3%9.1%
25Δ81.6524.6%6.4%74.0827.0%5.5%
30Δ80.3220.9%4.8%75.2423.5%4.2%
35Δ79.4718.8%3.8%76.1220.8%3.1%
40Δ78.8117.4%3.1%76.7819.1%2.4%
45Δ78.2916.2%2.6%77.2917.5%1.9%
50Δ77.8015.7%2.2%77.7415.9%1.4%
55Δ77.3416.0%1.9%78.1915.2%1.1%
60Δ76.8816.3%1.6%78.6515.6%0.9%
65Δ76.3716.8%1.4%79.1015.8%0.7%
70Δ75.8417.3%1.2%79.5215.4%0.5%
75Δ75.2217.9%1.1%79.9514.9%0.3%
80Δ74.5418.2%0.9%80.9616.6%0.2%

20Δ

Calls
Pseudo strike
83.80
IV
30.3%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
81.65
IV
24.6%
B/E move
6.4%
Puts
Pseudo strike
74.08
IV
27.0%
B/E move
5.5%

30Δ

Calls
Pseudo strike
80.32
IV
20.9%
B/E move
4.8%
Puts
Pseudo strike
75.24
IV
23.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
79.47
IV
18.8%
B/E move
3.8%
Puts
Pseudo strike
76.12
IV
20.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
78.81
IV
17.4%
B/E move
3.1%
Puts
Pseudo strike
76.78
IV
19.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
78.29
IV
16.2%
B/E move
2.6%
Puts
Pseudo strike
77.29
IV
17.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
77.80
IV
15.7%
B/E move
2.2%
Puts
Pseudo strike
77.74
IV
15.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
77.34
IV
16.0%
B/E move
1.9%
Puts
Pseudo strike
78.19
IV
15.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
76.88
IV
16.3%
B/E move
1.6%
Puts
Pseudo strike
78.65
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
76.37
IV
16.8%
B/E move
1.4%
Puts
Pseudo strike
79.10
IV
15.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
75.84
IV
17.3%
B/E move
1.2%
Puts
Pseudo strike
79.52
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
75.22
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
79.95
IV
14.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
74.54
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
80.96
IV
16.6%
B/E move
0.2%

Options history

BBIN15.1715.3315.502026-10-20: 15.48%2026-10-21: 15.19%Oct 20Oct 21
Table
DateIV
15.48%
15.19%