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JPMorgan Core Plus Bond ETF JCPB

i

Market dataready · fetched 2026-11-12T03:08:56.128Z

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 · 2026-11-12T01:00:00.147132703Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:55.618078+00:00

Share price$45.34
1D+0.1%
AH$45.21$45.25$45.29$45.32$45.365:30 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$0.78$1.00$1.23$1.45$1.68$41.67$43.54$45.41$47.28$49.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JCPB spot · $45.34JCPB PRICE$0.80$0.80$0.80$0.80$0.80$0.83$0.89$0.96$1.03$1.12$1.22$1.31$1.41$0.80$0.80$0.80$0.80$0.80$0.85$0.97$1.08$1.19$1.30$1.40$1.51$1.61
PutsExpensive4.07×
CallsExpensive5.00×
SkewBullish-1.98 pp
Implied moveBearish±$1.86
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.20110.6%19.1%40.5195.4%12.4%
25Δ49.8281.4%11.6%42.3272.6%8.4%
30Δ48.0063.0%7.6%43.4557.8%5.9%
35Δ46.9450.7%5.3%44.2047.2%4.3%
40Δ46.2942.1%3.9%44.7239.4%3.1%
45Δ45.8336.6%2.9%45.1334.6%2.3%
50Δ45.5333.6%2.4%45.4233.3%2.0%
55Δ45.2230.5%1.8%45.7031.9%1.6%
60Δ44.9527.9%1.4%45.9930.6%1.2%
65Δ44.7626.3%1.2%46.1928.7%1.0%
70Δ44.5624.7%1.0%46.3926.8%0.8%
75Δ44.3723.1%0.8%46.5924.9%0.6%
80Δ44.1821.4%0.6%46.7922.9%0.4%

20Δ

Calls
Pseudo strike
53.20
IV
110.6%
B/E move
19.1%
Puts
Pseudo strike
40.51
IV
95.4%
B/E move
12.4%

25Δ

Calls
Pseudo strike
49.82
IV
81.4%
B/E move
11.6%
Puts
Pseudo strike
42.32
IV
72.6%
B/E move
8.4%

30Δ

Calls
Pseudo strike
48.00
IV
63.0%
B/E move
7.6%
Puts
Pseudo strike
43.45
IV
57.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
46.94
IV
50.7%
B/E move
5.3%
Puts
Pseudo strike
44.20
IV
47.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
46.29
IV
42.1%
B/E move
3.9%
Puts
Pseudo strike
44.72
IV
39.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
45.83
IV
36.6%
B/E move
2.9%
Puts
Pseudo strike
45.13
IV
34.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
45.53
IV
33.6%
B/E move
2.4%
Puts
Pseudo strike
45.42
IV
33.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
45.22
IV
30.5%
B/E move
1.8%
Puts
Pseudo strike
45.70
IV
31.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
44.95
IV
27.9%
B/E move
1.4%
Puts
Pseudo strike
45.99
IV
30.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
44.76
IV
26.3%
B/E move
1.2%
Puts
Pseudo strike
46.19
IV
28.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
44.56
IV
24.7%
B/E move
1.0%
Puts
Pseudo strike
46.39
IV
26.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
44.37
IV
23.1%
B/E move
0.8%
Puts
Pseudo strike
46.59
IV
24.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
44.18
IV
21.4%
B/E move
0.6%
Puts
Pseudo strike
46.79
IV
22.9%
B/E move
0.4%

Options history

IV · four-Friday blend18.10%
Daily close
JCPB14.3%25.1%35.9%2026-08-13: 21.23%2026-08-14: 18.89%2026-08-17: 20.66%2026-08-18: 22.11%2026-08-19: 30.56%2026-08-20: 30.10%2026-08-21: 16.57%2026-08-24: 16.91%2026-08-25: 16.84%2026-08-26: 16.53%2026-08-27: 16.59%2026-08-28: 16.50%2026-08-31: 16.79%2026-09-01: 16.20%2026-09-02: 16.24%2026-09-03: 15.83%2026-09-04: 16.11%2026-09-08: 17.49%2026-09-09: 18.73%2026-09-18: 16.89%2026-09-21: 17.08%2026-09-22: 17.18%2026-09-23: 17.37%2026-09-24: 17.58%2026-09-25: 18.13%2026-09-28: 18.36%2026-09-29: 18.72%2026-09-30: 18.89%2026-10-01: 18.33%2026-10-02: 18.79%2026-10-05: 19.47%2026-10-06: 20.14%2026-10-07: 20.38%2026-10-08: 20.66%2026-10-09: 21.41%2026-10-12: 24.39%2026-10-13: 25.53%2026-10-14: 28.06%2026-10-15: 34.45%2026-10-16: 17.14%2026-10-19: 17.10%2026-10-20: 17.28%2026-10-21: 17.21%2026-10-22: 17.44%2026-10-23: 17.67%2026-10-26: 17.87%2026-10-27: 17.90%2026-10-28: 17.82%2026-10-29: 17.90%2026-10-30: 18.10%Aug 13Sep 25Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.23%
18.89%
20.66%
22.11%
30.56%
30.10%
16.57%
16.91%
16.84%
16.53%
16.59%
16.50%
16.79%
16.20%
16.24%
15.83%
16.11%
17.49%
18.73%
16.89%
17.08%
17.18%
17.37%
17.58%
18.13%
18.36%
18.72%
18.89%
18.33%
18.79%
19.47%
20.14%
20.38%
20.66%
21.41%
24.39%
25.53%
28.06%
34.45%
17.14%
17.10%
17.28%
17.21%
17.44%
17.67%
17.87%
17.90%
17.82%
17.90%
18.10%