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JPMorgan Core Plus Bond ETF JCPB

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Market datapartial · fetched 2026-10-22T23:21:47.560Z

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 · 2026-10-22T22:36:54.549770174Z

FundamentalsAlpha Vantage · unavailable

Share price$45.39
1D+0.4%
AH$45.18$45.25$45.33$45.41$45.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJCPB
Sold putSold callAH

JPMorgan Core Plus Bond ETF options

Live interpolated JCPB call and put midpoint premiums by absolute delta.JPMorgan Core Plus Bond ETF$0.70$1.18$1.66$2.14$2.62$41.05$43.30$45.56$47.81$50.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JCPB spot · $45.39JCPB PRICE$0.75$0.75$0.75$0.75$0.78$0.81$0.89$0.97$1.04$1.13$1.22$1.32$1.41$0.75$0.75$0.78$0.81$0.84$0.94$1.06$1.17$1.30$1.43$1.56$1.69$2.48
PutsCheap0.89×
CallsCheap0.78×
SkewBearish+0.91 pp
Implied moveBearish±$1.95
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.7756.7%17.9%40.9349.3%11.5%
25Δ49.6841.9%11.1%42.6337.6%7.7%
30Δ47.9832.4%7.4%43.5131.7%5.9%
35Δ46.9826.0%5.2%44.1927.2%4.4%
40Δ46.4422.5%4.0%44.8722.6%3.0%
45Δ45.9519.5%3.0%45.2621.0%2.4%
50Δ45.6718.2%2.6%45.5920.0%1.9%
55Δ45.3917.0%2.1%45.9119.0%1.4%
60Δ45.1115.7%1.7%46.1818.1%1.1%
65Δ44.8714.6%1.3%46.4317.2%0.8%
70Δ44.6513.7%1.1%46.6816.3%0.6%
75Δ44.4312.7%0.8%46.9315.4%0.3%
80Δ44.2211.8%0.5%47.7519.2%0.3%

20Δ

Calls
Pseudo strike
52.77
IV
56.7%
B/E move
17.9%
Puts
Pseudo strike
40.93
IV
49.3%
B/E move
11.5%

25Δ

Calls
Pseudo strike
49.68
IV
41.9%
B/E move
11.1%
Puts
Pseudo strike
42.63
IV
37.6%
B/E move
7.7%

30Δ

Calls
Pseudo strike
47.98
IV
32.4%
B/E move
7.4%
Puts
Pseudo strike
43.51
IV
31.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
46.98
IV
26.0%
B/E move
5.2%
Puts
Pseudo strike
44.19
IV
27.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
46.44
IV
22.5%
B/E move
4.0%
Puts
Pseudo strike
44.87
IV
22.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
45.95
IV
19.5%
B/E move
3.0%
Puts
Pseudo strike
45.26
IV
21.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
45.67
IV
18.2%
B/E move
2.6%
Puts
Pseudo strike
45.59
IV
20.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
45.39
IV
17.0%
B/E move
2.1%
Puts
Pseudo strike
45.91
IV
19.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
45.11
IV
15.7%
B/E move
1.7%
Puts
Pseudo strike
46.18
IV
18.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
44.87
IV
14.6%
B/E move
1.3%
Puts
Pseudo strike
46.43
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
44.65
IV
13.7%
B/E move
1.1%
Puts
Pseudo strike
46.68
IV
16.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
44.43
IV
12.7%
B/E move
0.8%
Puts
Pseudo strike
46.93
IV
15.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
44.22
IV
11.8%
B/E move
0.5%
Puts
Pseudo strike
47.75
IV
19.2%
B/E move
0.3%

Options history

No recorded observations