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JPMorgan Active Value ETF JAVA

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Market datapartial · fetched 2026-10-22T22:20:17.626Z

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 · 2026-10-22T20:10:00.002599456Z

FundamentalsAlpha Vantage · unavailable

Share price$82.91
1D+0.3%
AH$82.30$82.47$82.63$82.80$82.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJAVA
Sold putSold callAH

JPMorgan Active Value ETF options

Live interpolated JAVA call and put midpoint premiums by absolute delta.JPMorgan Active Value ETF$0.31$0.90$1.48$2.07$2.66$78.44$80.43$82.41$84.39$86.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JAVA spot · $82.91JAVA PRICE$0.38$0.38$0.47$0.56$0.69$0.88$1.07$1.24$1.37$1.50$1.64$1.89$2.14$0.44$0.54$0.63$0.76$1.01$1.26$1.45$1.58$1.73$2.49
PutsExpensive1.33×
CallsFair0.96×
SkewBearish+3.67 pp
Implied moveBearish±$2.51
TiltBullish8.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.1516.8%5.6%80.1016.4%3.9%
25Δ85.0011.0%3.0%80.9115.2%3.1%
30Δ84.6010.6%2.6%81.5314.0%2.4%
35Δ84.2010.2%2.2%82.0813.3%1.9%
40Δ83.8410.3%2.0%82.4614.2%1.8%
45Δ83.5310.9%1.8%82.8315.2%1.6%
50Δ83.2211.4%1.7%83.2215.1%1.4%
55Δ82.9211.6%1.5%83.6214.2%1.0%
60Δ82.6011.1%1.3%84.0313.4%0.7%
65Δ82.2910.5%1.1%84.7916.4%0.7%
70Δ81.9810.0%0.9%
75Δ81.639.8%0.7%
80Δ81.289.7%0.6%

20Δ

Calls
Pseudo strike
87.15
IV
16.8%
B/E move
5.6%
Puts
Pseudo strike
80.10
IV
16.4%
B/E move
3.9%

25Δ

Calls
Pseudo strike
85.00
IV
11.0%
B/E move
3.0%
Puts
Pseudo strike
80.91
IV
15.2%
B/E move
3.1%

30Δ

Calls
Pseudo strike
84.60
IV
10.6%
B/E move
2.6%
Puts
Pseudo strike
81.53
IV
14.0%
B/E move
2.4%

35Δ

Calls
Pseudo strike
84.20
IV
10.2%
B/E move
2.2%
Puts
Pseudo strike
82.08
IV
13.3%
B/E move
1.9%

40Δ

Calls
Pseudo strike
83.84
IV
10.3%
B/E move
2.0%
Puts
Pseudo strike
82.46
IV
14.2%
B/E move
1.8%

45Δ

Calls
Pseudo strike
83.53
IV
10.9%
B/E move
1.8%
Puts
Pseudo strike
82.83
IV
15.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
83.22
IV
11.4%
B/E move
1.7%
Puts
Pseudo strike
83.22
IV
15.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
82.92
IV
11.6%
B/E move
1.5%
Puts
Pseudo strike
83.62
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
82.60
IV
11.1%
B/E move
1.3%
Puts
Pseudo strike
84.03
IV
13.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
82.29
IV
10.5%
B/E move
1.1%
Puts
Pseudo strike
84.79
IV
16.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.98
IV
10.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
81.63
IV
9.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
81.28
IV
9.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations