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JPMorgan BetaBuilders U.S. Equity ETF BBUS

i

Market dataready · fetched 2026-11-11T15:55:07.211Z

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 · 2026-11-11T15:54:51.947787313Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:06.471107+00:00

Share price$136.65
1D+0.1%
$136.10$136.26$136.41$136.56$136.725:30 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$0.94$1.76$2.58$3.39$4.21$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBBUS PRICE$1.03$1.13$1.28$1.44$1.67$1.96$2.30$2.69$3.25$3.97
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
35Δ135.2019.9%1.8%
40Δ135.8618.0%1.4%
45Δ136.3617.1%1.1%
50Δ136.8216.5%0.9%
55Δ137.2816.3%0.8%
60Δ137.7416.6%0.6%
65Δ138.2416.8%0.5%
70Δ138.7917.1%0.4%
75Δ139.4717.8%0.3%
80Δ140.3118.8%0.2%

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
135.20
IV
19.9%
B/E move
1.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
135.86
IV
18.0%
B/E move
1.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.36
IV
17.1%
B/E move
1.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.82
IV
16.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.28
IV
16.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
137.74
IV
16.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.24
IV
16.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.79
IV
17.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
139.47
IV
17.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
140.31
IV
18.8%
B/E move
0.2%

Options history

IV · four-Friday blend16.70%
Daily close
BBUS12.2%14.8%17.3%2026-08-17: 15.20%2026-08-21: 13.77%2026-08-24: 13.76%2026-08-25: 13.72%2026-08-26: 13.62%2026-08-27: 13.12%2026-08-28: 13.03%2026-08-31: 13.13%2026-09-01: 13.36%2026-09-02: 13.23%2026-09-03: 12.57%2026-09-04: 12.60%2026-09-08: 13.49%2026-09-09: 13.93%2026-09-10: 14.71%2026-09-11: 13.73%2026-09-14: 14.60%2026-09-15: 15.68%2026-09-16: 16.95%2026-09-17: 16.70%2026-09-18: 13.84%2026-09-21: 13.58%2026-09-22: 13.46%2026-09-23: 13.80%2026-09-24: 13.82%2026-09-25: 13.67%2026-09-28: 13.90%2026-09-29: 13.86%2026-09-30: 14.15%2026-10-01: 14.13%2026-10-02: 13.74%2026-10-05: 13.54%2026-10-06: 13.14%2026-10-07: 13.52%2026-10-08: 13.59%2026-10-09: 13.21%2026-10-12: 14.14%2026-10-13: 14.55%2026-10-14: 16.30%2026-10-15: 16.54%2026-10-16: 15.18%2026-10-19: 14.37%2026-10-20: 14.61%2026-10-21: 14.01%2026-10-22: 15.18%2026-10-23: 15.50%2026-10-26: 14.80%2026-10-27: 14.48%2026-10-28: 14.57%2026-10-29: 14.18%2026-10-30: 16.70%Aug 17Sep 25Oct 30
51 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
15.20%
13.77%
13.76%
13.72%
13.62%
13.12%
13.03%
13.13%
13.36%
13.23%
12.57%
12.60%
13.49%
13.93%
14.71%
13.73%
14.60%
15.68%
16.95%
16.70%
13.84%
13.58%
13.46%
13.80%
13.82%
13.67%
13.90%
13.86%
14.15%
14.13%
13.74%
13.54%
13.14%
13.52%
13.59%
13.21%
14.14%
14.55%
16.30%
16.54%
15.18%
14.37%
14.61%
14.01%
15.18%
15.50%
14.80%
14.48%
14.57%
14.18%
16.70%