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JPMorgan BetaBuilders U.S. Equity ETF BBUS

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Market datapartial · fetched 2026-10-22T14:52:27.766Z

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 · 2026-10-22T14:52:08.452544458Z

FundamentalsAlpha Vantage · unavailable

Share price$137.51
1D-0.7%
$137.38$137.65$137.93$138.20$138.485:30 AM6:30 AM9:00 AM1:00 PMBBUS
Sold putSold call

JPMorgan BetaBuilders U.S. Equity ETF options

Live interpolated BBUS call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders U.S. Equity ETF$1.52$3.34$5.16$6.98$8.80$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBBUS PRICE$5.30$6.58$8.28$1.72$2.26$2.80$3.34$3.89$4.43$4.97$5.51$6.05$6.59
PutsExpensive1.28×
CallsExpensive2.01×
SkewBullish-6.75 pp
Implied move——
TiltBearish34.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ135.6416.3%2.6%
40Δ136.5116.0%2.4%
45Δ137.3815.6%2.1%
50Δ138.2515.3%1.9%
55Δ139.1315.0%1.6%
60Δ140.0014.7%1.4%
65Δ140.8714.4%1.2%
70Δ134.1219.7%1.4%141.7414.1%0.9%
75Δ132.6221.5%1.2%142.6213.8%0.7%
80Δ130.6923.6%1.1%143.4913.4%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
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
135.64
IV
16.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.51
IV
16.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.38
IV
15.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.25
IV
15.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
139.13
IV
15.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
140.00
IV
14.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
140.87
IV
14.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
134.12
IV
19.7%
B/E move
1.4%
Puts
Pseudo strike
141.74
IV
14.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
132.62
IV
21.5%
B/E move
1.2%
Puts
Pseudo strike
142.62
IV
13.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
130.69
IV
23.6%
B/E move
1.1%
Puts
Pseudo strike
143.49
IV
13.4%
B/E move
0.4%

Options history

BBUS13.9614.2914.612026-10-20: 14.57%2026-10-21: 14.01%Oct 20Oct 21
Table
DateIV
14.57%
14.01%