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JPMorgan BetaBuilders U.S. Mid Cap Equity ETF BBMC

i

Market dataready · fetched 2026-10-22T15:11:52.963Z

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 2026-10-22T15:11:50.948112+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$1.14$4.43$7.71$11.00$14.29$111.98$116.30$120.61$124.93$129.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBMC spot · $123.22BBMC PRICE$1.50$1.65$1.81$1.96$2.12$2.59$3.14$1.49$1.82$2.18$2.65$3.24$5.09$7.15$9.21$11.27$13.34
PutsExpensive2.09×
CallsCheap0.77×
SkewBearish+17.81 pp
Implied moveBearish±$4.74
TiltBearish59.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ119.9621.8%3.9%
35Δ120.9821.5%3.3%
40Δ121.9621.3%2.8%
45Δ122.8921.6%2.4%
50Δ123.7311.0%1.6%123.8622.4%2.1%
55Δ123.2410.4%1.4%125.9425.7%1.9%
60Δ122.819.8%1.1%128.2229.5%1.7%
65Δ122.449.3%1.0%130.5033.2%1.6%
70Δ122.078.7%0.8%132.7737.0%1.4%
75Δ121.369.0%0.6%135.0540.7%1.2%
80Δ120.569.4%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
119.96
IV
21.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
120.98
IV
21.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
121.96
IV
21.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.89
IV
21.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
123.73
IV
11.0%
B/E move
1.6%
Puts
Pseudo strike
123.86
IV
22.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
123.24
IV
10.4%
B/E move
1.4%
Puts
Pseudo strike
125.94
IV
25.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
122.81
IV
9.8%
B/E move
1.1%
Puts
Pseudo strike
128.22
IV
29.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
122.44
IV
9.3%
B/E move
1.0%
Puts
Pseudo strike
130.50
IV
33.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
122.07
IV
8.7%
B/E move
0.8%
Puts
Pseudo strike
132.77
IV
37.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
121.36
IV
9.0%
B/E move
0.6%
Puts
Pseudo strike
135.05
IV
40.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
120.56
IV
9.4%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

BBMC15.6215.6515.672026-10-20: 15.64%2026-10-21: 15.65%Oct 20Oct 21
Table
DateIV
15.64%
15.65%