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JPMorgan Active Value ETF JAVA

i

Market dataready · fetched 2026-11-11T15:57:34.689Z

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 · 2026-11-11T15:57:29.095146529Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:57:32.278688+00:00

Share price$84.28
1D-0.3%
$84.21$84.29$84.38$84.47$84.555:30 AM6:30 AM9:00 AM1:00 PMJAVA
Sold putSold call

JPMorgan Active Value ETF options

Live interpolated JAVA call and put midpoint premiums by absolute delta.JPMorgan Active Value ETF$0.67$1.52$2.37$3.23$4.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEJAVA PRICE$1.63$1.71$1.79$1.88$2.86$3.83$0.76$0.88$0.98$1.08$1.19$1.29$1.39$1.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.3652.6%7.9%
25Δ80.3844.4%5.7%
30Δ81.0841.1%5.0%
35Δ81.7937.8%4.2%
40Δ82.4934.5%3.5%
45Δ83.2031.1%2.8%
50Δ83.9027.8%2.1%
55Δ83.9827.2%1.6%84.6124.5%1.4%
60Δ83.6624.9%1.3%
65Δ83.3322.6%1.0%
70Δ83.0020.3%0.7%
75Δ81.9524.1%0.6%
80Δ80.9027.9%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.36
IV
52.6%
B/E move
7.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.38
IV
44.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.08
IV
41.1%
B/E move
5.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.79
IV
37.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.49
IV
34.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.20
IV
31.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.90
IV
27.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
83.98
IV
27.2%
B/E move
1.6%
Puts
Pseudo strike
84.61
IV
24.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
83.66
IV
24.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
83.33
IV
22.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
83.00
IV
20.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
81.95
IV
24.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
80.90
IV
27.9%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.86%
Daily close
JAVA11.0%16.5%22.1%2026-08-13: 15.04%2026-08-14: 13.21%2026-08-17: 14.08%2026-08-18: 17.79%2026-08-19: 14.45%2026-08-20: 21.31%2026-08-21: 13.11%2026-08-24: 13.87%2026-08-25: 13.08%2026-08-26: 12.80%2026-08-27: 12.93%2026-08-28: 12.98%2026-08-31: 13.00%2026-09-01: 13.86%2026-09-02: 12.69%2026-09-03: 13.37%2026-09-04: 12.54%2026-09-08: 13.93%2026-09-09: 13.19%2026-09-10: 14.75%2026-09-11: 14.20%2026-09-14: 14.39%2026-09-15: 18.57%2026-09-16: 18.69%2026-09-17: 17.29%2026-09-18: 13.74%2026-09-21: 13.73%2026-09-22: 14.14%2026-09-23: 13.02%2026-09-24: 13.61%2026-09-25: 12.34%2026-09-28: 13.84%2026-09-29: 12.96%2026-09-30: 14.04%2026-10-01: 13.48%2026-10-02: 12.75%2026-10-05: 14.57%2026-10-06: 12.78%2026-10-07: 11.73%2026-10-08: 15.17%2026-10-09: 12.79%2026-10-12: 12.15%2026-10-13: 15.87%2026-10-14: 16.84%2026-10-15: 18.55%2026-10-16: 13.19%2026-10-19: 12.30%2026-10-20: 13.77%2026-10-21: 13.40%2026-10-22: 14.33%2026-10-23: 14.84%2026-10-26: 14.29%2026-10-27: 13.58%2026-10-28: 13.08%2026-10-29: 13.26%2026-10-30: 13.86%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.04%
13.21%
14.08%
17.79%
14.45%
21.31%
13.11%
13.87%
13.08%
12.80%
12.93%
12.98%
13.00%
13.86%
12.69%
13.37%
12.54%
13.93%
13.19%
14.75%
14.20%
14.39%
18.57%
18.69%
17.29%
13.74%
13.73%
14.14%
13.02%
13.61%
12.34%
13.84%
12.96%
14.04%
13.48%
12.75%
14.57%
12.78%
11.73%
15.17%
12.79%
12.15%
15.87%
16.84%
18.55%
13.19%
12.30%
13.77%
13.40%
14.33%
14.84%
14.29%
13.58%
13.08%
13.26%
13.86%