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JPMorgan BetaBuilders U.S. Mid Cap Equity ETF BBMC

i

Market dataready · fetched 2026-10-22T09:17:37.907Z

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 · 2026-10-22T00:00:00.956346688Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:17:33.908141+00:00

Share price$123.22
1D-0.0%
AH$122.96$123.09$123.23$123.36$123.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBMC
Sold putSold callAH

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF options

Live interpolated BBMC call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders U.S. Mid Cap Equity ETF$0.77$2.01$3.24$4.48$5.72$115.38$119.15$122.93$126.70$130.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBMC spot · $123.22BBMC PRICE$0.90$1.00$1.14$1.32$1.45$1.70$1.99$2.29$2.72$3.27$3.92$4.45$5.11$1.13$1.25$1.40$1.60$1.81$2.05$2.30$2.73$3.21$3.58$4.07$4.66$5.37
PutsExpensive1.35×
CallsExpensive1.33×
SkewBearish+1.70 pp
Implied moveBearish±$4.29
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.2223.8%7.2%116.0727.8%6.7%
25Δ128.6619.7%5.2%118.5323.2%4.8%
30Δ127.1117.5%4.1%120.1520.4%3.6%
35Δ126.0516.4%3.4%121.2419.0%2.9%
40Δ125.1314.9%2.7%122.1917.7%2.3%
45Δ124.3914.7%2.3%123.0116.9%1.8%
50Δ123.7214.7%2.0%123.7216.1%1.5%
55Δ123.0814.5%1.7%124.4716.3%1.2%
60Δ122.4014.9%1.5%125.2216.6%1.0%
65Δ121.6315.5%1.4%125.9116.0%0.7%
70Δ120.7916.3%1.2%126.6615.8%0.5%
75Δ120.0016.1%1.0%127.4915.7%0.3%
80Δ119.1216.0%0.8%128.3915.5%0.2%

20Δ

Calls
Pseudo strike
131.22
IV
23.8%
B/E move
7.2%
Puts
Pseudo strike
116.07
IV
27.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
128.66
IV
19.7%
B/E move
5.2%
Puts
Pseudo strike
118.53
IV
23.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
127.11
IV
17.5%
B/E move
4.1%
Puts
Pseudo strike
120.15
IV
20.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
126.05
IV
16.4%
B/E move
3.4%
Puts
Pseudo strike
121.24
IV
19.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
125.13
IV
14.9%
B/E move
2.7%
Puts
Pseudo strike
122.19
IV
17.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
124.39
IV
14.7%
B/E move
2.3%
Puts
Pseudo strike
123.01
IV
16.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
123.72
IV
14.7%
B/E move
2.0%
Puts
Pseudo strike
123.72
IV
16.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
123.08
IV
14.5%
B/E move
1.7%
Puts
Pseudo strike
124.47
IV
16.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
122.40
IV
14.9%
B/E move
1.5%
Puts
Pseudo strike
125.22
IV
16.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
121.63
IV
15.5%
B/E move
1.4%
Puts
Pseudo strike
125.91
IV
16.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
120.79
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
126.66
IV
15.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
120.00
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
127.49
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
119.12
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
128.39
IV
15.5%
B/E move
0.2%

Options history

No recorded observations