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JPMorgan BetaBuilders U.S. Mid Cap Equity ETF BBMC

i

Market dataready · fetched 2026-11-11T14:52:06.408Z

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 · 2026-11-11T14:50:44.996819248Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:52:05.978717+00:00

Share price$124.92
1D-0.2%
$124.49$124.68$124.87$125.05$125.245:30 AM6:30 AM9:00 AM1:00 PMBBMC
Sold putSold call

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$1.17$1.69$2.20$2.72$3.24$-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 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 —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBBMC PRICE$1.59$1.82$2.04$2.27$2.49$3.09$1.22$1.32$1.57$1.83$2.08$2.33$2.58
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
35Δ123.1925.6%2.4%
40Δ124.0022.9%1.8%
45Δ124.5322.4%1.6%
50Δ125.0621.9%1.4%
55Δ124.6917.3%1.1%125.5821.4%1.1%
60Δ124.2716.9%0.9%126.1120.9%0.9%
65Δ123.8516.5%0.8%126.6420.4%0.7%
70Δ123.4316.1%0.6%
75Δ123.0115.7%0.5%
80Δ122.2815.5%0.4%

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
123.19
IV
25.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
124.00
IV
22.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
124.53
IV
22.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
125.06
IV
21.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
124.69
IV
17.3%
B/E move
1.1%
Puts
Pseudo strike
125.58
IV
21.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
124.27
IV
16.9%
B/E move
0.9%
Puts
Pseudo strike
126.11
IV
20.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
123.85
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
126.64
IV
20.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
123.43
IV
16.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
123.01
IV
15.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
122.28
IV
15.5%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.03%
Daily close
BBMC14.2%18.9%23.6%2026-08-13: 16.17%2026-08-17: 18.00%2026-08-18: 18.24%2026-08-19: 19.44%2026-08-20: 22.11%2026-08-21: 16.16%2026-08-24: 16.06%2026-08-25: 16.06%2026-08-26: 15.40%2026-08-27: 15.69%2026-08-28: 15.26%2026-08-31: 15.97%2026-09-01: 15.78%2026-09-02: 16.19%2026-09-03: 15.47%2026-09-04: 15.29%2026-09-08: 16.44%2026-09-09: 17.11%2026-09-10: 17.13%2026-09-11: 17.25%2026-09-14: 18.75%2026-09-15: 19.63%2026-09-16: 20.90%2026-09-17: 22.10%2026-09-18: 15.66%2026-09-21: 14.88%2026-09-22: 15.05%2026-09-23: 15.65%2026-09-24: 15.93%2026-09-25: 15.64%2026-09-28: 16.28%2026-09-29: 16.59%2026-09-30: 16.09%2026-10-01: 16.78%2026-10-02: 16.50%2026-10-05: 16.44%2026-10-06: 16.61%2026-10-07: 17.21%2026-10-08: 17.68%2026-10-09: 17.89%2026-10-12: 18.45%2026-10-13: 18.48%2026-10-14: 20.85%2026-10-15: 22.97%2026-10-16: 15.05%2026-10-19: 16.17%2026-10-20: 15.64%2026-10-21: 15.65%2026-10-22: 16.29%2026-10-23: 16.89%2026-10-26: 16.74%2026-10-27: 16.16%2026-10-28: 16.30%2026-10-29: 15.58%2026-10-30: 17.03%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.17%
18.00%
18.24%
19.44%
22.11%
16.16%
16.06%
16.06%
15.40%
15.69%
15.26%
15.97%
15.78%
16.19%
15.47%
15.29%
16.44%
17.11%
17.13%
17.25%
18.75%
19.63%
20.90%
22.10%
15.66%
14.88%
15.05%
15.65%
15.93%
15.64%
16.28%
16.59%
16.09%
16.78%
16.50%
16.44%
16.61%
17.21%
17.68%
17.89%
18.45%
18.48%
20.85%
22.97%
15.05%
16.17%
15.64%
15.65%
16.29%
16.89%
16.74%
16.16%
16.30%
15.58%
17.03%