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JPMorgan BetaBuilders Japan ETF BBJP

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Market datapartial · fetched 2026-11-13T19:10:59.132Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T19:10:33.541981123Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:10:57.527397+00:00

Share price$74.29
1D-0.2%
$73.64$73.85$74.05$74.25$74.465:30 AM6:30 AM9:00 AM1:00 PMBBJP
Sold putSold call

JPMorgan BetaBuilders Japan ETF options

Live interpolated BBJP call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders Japan ETF$1.84$2.77$3.71$4.64$5.57$-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 unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEBBJP PRICE$1.94$2.61$3.29$3.96$4.63$5.30
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
30Δ71.1527.1%6.8%
35Δ72.3128.1%6.2%
40Δ73.4829.0%5.5%
45Δ74.6430.0%4.8%
50Δ75.8031.0%4.2%
55Δ76.9731.9%3.5%
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
71.15
IV
27.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.31
IV
28.1%
B/E move
6.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.48
IV
29.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.64
IV
30.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.80
IV
31.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.97
IV
31.9%
B/E move
3.5%

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 blend21.19%
Daily close
BBJP18.8%25.6%32.5%2026-08-17: 25.47%2026-08-18: 27.23%2026-08-19: 29.83%2026-08-20: 31.57%2026-08-21: 23.53%2026-08-24: 23.48%2026-08-25: 23.23%2026-08-26: 22.36%2026-08-27: 22.10%2026-08-28: 21.10%2026-08-31: 20.66%2026-09-01: 20.98%2026-09-02: 20.94%2026-09-09: 22.52%2026-09-10: 22.73%2026-09-15: 25.66%2026-09-16: 26.14%2026-09-17: 30.37%2026-09-18: 22.40%2026-09-23: 21.85%2026-09-24: 20.23%2026-09-25: 19.73%2026-09-28: 21.05%2026-09-29: 20.66%2026-09-30: 20.99%2026-10-01: 21.64%2026-10-06: 21.99%2026-10-07: 23.11%2026-10-08: 23.14%2026-10-09: 23.11%2026-10-12: 23.12%2026-10-13: 23.94%2026-10-14: 27.21%2026-10-15: 30.23%2026-10-16: 20.68%2026-10-19: 21.45%2026-10-20: 21.47%2026-10-21: 20.82%2026-10-22: 21.12%2026-10-23: 21.51%2026-10-26: 21.26%2026-10-27: 20.54%2026-10-28: 20.73%2026-10-29: 20.71%2026-10-30: 21.19%Aug 17Sep 28Oct 30
45 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
25.47%
27.23%
29.83%
31.57%
23.53%
23.48%
23.23%
22.36%
22.10%
21.10%
20.66%
20.98%
20.94%
22.52%
22.73%
25.66%
26.14%
30.37%
22.40%
21.85%
20.23%
19.73%
21.05%
20.66%
20.99%
21.64%
21.99%
23.11%
23.14%
23.11%
23.12%
23.94%
27.21%
30.23%
20.68%
21.45%
21.47%
20.82%
21.12%
21.51%
21.26%
20.54%
20.73%
20.71%
21.19%