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JPMorgan BetaBuilders Japan ETF BBJP

i

Market dataready · fetched 2026-10-22T23:34:27.255Z

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 · 2026-10-22T22:30:00.985860943Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:34:26.810030+00:00

Share price$76.39
1D-0.5%
AH$76.13$76.31$76.49$76.67$76.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBJP
Sold putSold callAH

JPMorgan BetaBuilders Japan ETF options

Live interpolated BBJP call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders Japan ETF$0.67$1.99$3.30$4.62$5.93$69.64$73.04$76.45$79.86$83.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBJP spot · $76.39BBJP PRICE$0.82$0.93$1.05$1.19$1.34$1.59$1.87$2.21$2.66$3.16$3.70$4.47$5.55$0.91$1.04$1.16$1.30$1.52$1.78$2.08$2.43$2.83$3.24$3.73$4.34$5.12
PutsExpensive1.24×
CallsExpensive1.23×
SkewBullish-0.58 pp
Implied moveBearish±$3.95
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.9235.8%10.9%70.5736.7%8.8%
25Δ81.4930.2%7.9%72.4331.3%6.5%
30Δ80.0927.0%6.2%73.8527.3%4.8%
35Δ78.9124.4%4.9%74.8024.7%3.8%
40Δ78.0522.7%3.9%75.5123.7%3.1%
45Δ77.4022.5%3.4%76.1623.3%2.6%
50Δ76.7822.5%3.0%76.7923.1%2.2%
55Δ76.1622.9%2.6%77.4323.2%1.8%
60Δ75.4923.8%2.3%78.0823.3%1.5%
65Δ74.7724.8%2.0%78.7423.0%1.2%
70Δ74.0025.4%1.7%79.4522.9%0.9%
75Δ73.0426.7%1.5%80.2623.1%0.6%
80Δ71.7628.0%1.2%81.2123.5%0.4%

20Δ

Calls
Pseudo strike
83.92
IV
35.8%
B/E move
10.9%
Puts
Pseudo strike
70.57
IV
36.7%
B/E move
8.8%

25Δ

Calls
Pseudo strike
81.49
IV
30.2%
B/E move
7.9%
Puts
Pseudo strike
72.43
IV
31.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
80.09
IV
27.0%
B/E move
6.2%
Puts
Pseudo strike
73.85
IV
27.3%
B/E move
4.8%

35Δ

Calls
Pseudo strike
78.91
IV
24.4%
B/E move
4.9%
Puts
Pseudo strike
74.80
IV
24.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
78.05
IV
22.7%
B/E move
3.9%
Puts
Pseudo strike
75.51
IV
23.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
77.40
IV
22.5%
B/E move
3.4%
Puts
Pseudo strike
76.16
IV
23.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
76.78
IV
22.5%
B/E move
3.0%
Puts
Pseudo strike
76.79
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
76.16
IV
22.9%
B/E move
2.6%
Puts
Pseudo strike
77.43
IV
23.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
75.49
IV
23.8%
B/E move
2.3%
Puts
Pseudo strike
78.08
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
74.77
IV
24.8%
B/E move
2.0%
Puts
Pseudo strike
78.74
IV
23.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
74.00
IV
25.4%
B/E move
1.7%
Puts
Pseudo strike
79.45
IV
22.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
73.04
IV
26.7%
B/E move
1.5%
Puts
Pseudo strike
80.26
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
71.76
IV
28.0%
B/E move
1.2%
Puts
Pseudo strike
81.21
IV
23.5%
B/E move
0.4%

Options history

BBJP20.7721.1421.522026-10-20: 21.46%2026-10-21: 20.82%Oct 20Oct 21
Table
DateIV
21.46%
20.82%