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JPMorgan Active Value ETF JAVA

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Market datapartial · fetched 2026-10-22T14:53:28.674Z

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 · 2026-10-22T14:53:03.429810118Z

FundamentalsAlpha Vantage · unavailable

Share price$82.47
1D-0.2%
$82.31$82.42$82.53$82.65$82.765:30 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$0.38$0.97$1.55$2.14$2.72$78.48$80.37$82.26$84.15$86.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAVA spot · $82.47JAVA PRICE$0.44$0.49$0.54$0.59$0.64$0.69$0.90$1.16$1.41$1.66$1.91$2.17$2.42$0.48$0.52$0.58$0.66$0.74$0.84$0.94$1.05$1.27$1.48$1.69$2.55
PutsExpensive1.10×
CallsExpensive1.07×
SkewNeutral+0.11 pp
Implied moveBalanced±$1.84
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.5121.9%7.9%77.6022.6%6.5%
25Δ87.4519.3%6.6%79.7716.8%3.9%
30Δ86.3916.8%5.4%81.2212.9%2.2%
35Δ85.3314.3%4.2%81.7211.8%1.7%
40Δ84.2711.7%3.0%82.1311.0%1.3%
45Δ83.209.2%1.7%82.4310.5%1.1%
50Δ82.728.8%1.4%82.749.9%0.8%
55Δ82.369.0%1.3%83.049.5%0.6%
60Δ82.019.1%1.2%83.369.7%0.5%
65Δ81.669.3%1.0%83.679.8%0.3%
70Δ81.319.4%0.9%83.9910.0%0.2%
75Δ80.959.6%0.8%84.8512.8%0.2%
80Δ80.609.7%0.7%

20Δ

Calls
Pseudo strike
88.51
IV
21.9%
B/E move
7.9%
Puts
Pseudo strike
77.60
IV
22.6%
B/E move
6.5%

25Δ

Calls
Pseudo strike
87.45
IV
19.3%
B/E move
6.6%
Puts
Pseudo strike
79.77
IV
16.8%
B/E move
3.9%

30Δ

Calls
Pseudo strike
86.39
IV
16.8%
B/E move
5.4%
Puts
Pseudo strike
81.22
IV
12.9%
B/E move
2.2%

35Δ

Calls
Pseudo strike
85.33
IV
14.3%
B/E move
4.2%
Puts
Pseudo strike
81.72
IV
11.8%
B/E move
1.7%

40Δ

Calls
Pseudo strike
84.27
IV
11.7%
B/E move
3.0%
Puts
Pseudo strike
82.13
IV
11.0%
B/E move
1.3%

45Δ

Calls
Pseudo strike
83.20
IV
9.2%
B/E move
1.7%
Puts
Pseudo strike
82.43
IV
10.5%
B/E move
1.1%

50Δ

Calls
Pseudo strike
82.72
IV
8.8%
B/E move
1.4%
Puts
Pseudo strike
82.74
IV
9.9%
B/E move
0.8%

55Δ

Calls
Pseudo strike
82.36
IV
9.0%
B/E move
1.3%
Puts
Pseudo strike
83.04
IV
9.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
82.01
IV
9.1%
B/E move
1.2%
Puts
Pseudo strike
83.36
IV
9.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
81.66
IV
9.3%
B/E move
1.0%
Puts
Pseudo strike
83.67
IV
9.8%
B/E move
0.3%

70Δ

Calls
Pseudo strike
81.31
IV
9.4%
B/E move
0.9%
Puts
Pseudo strike
83.99
IV
10.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
80.95
IV
9.6%
B/E move
0.8%
Puts
Pseudo strike
84.85
IV
12.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
80.60
IV
9.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations