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JPMorgan Core Plus Bond ETF JCPB

i

Market dataready · fetched 2026-10-23T03:00:10.315Z

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 · 2026-10-23T00:00:00.101483748Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:00:09.684228+00:00

Share price$45.42
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$0.69$1.24$1.78$2.33$2.88$41.08$43.33$45.59$47.84$50.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JCPB spot · $45.42JCPB PRICE$0.75$0.75$0.75$0.75$0.78$0.81$0.88$0.96$1.03$1.11$1.20$1.28$1.37$0.75$0.75$0.78$0.81$0.85$0.95$1.07$1.18$1.32$1.45$1.59$1.72$2.72
PutsCheap0.90×
CallsCheap0.78×
SkewBearish+1.35 pp
Implied moveBearish±$1.95
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.8056.8%17.9%40.9649.3%11.5%
25Δ49.7041.9%11.1%42.6737.6%7.7%
30Δ48.0132.4%7.3%43.5331.8%5.9%
35Δ47.0126.0%5.1%44.2227.2%4.4%
40Δ46.4722.5%4.0%44.9222.6%3.0%
45Δ45.9719.3%3.0%45.2921.2%2.4%
50Δ45.7018.1%2.6%45.6220.2%1.9%
55Δ45.4316.8%2.1%45.9519.3%1.4%
60Δ45.1615.6%1.7%46.2218.4%1.1%
65Δ44.9114.4%1.3%46.4817.5%0.9%
70Δ44.7113.4%1.1%46.7416.6%0.6%
75Δ44.5112.4%0.8%46.9915.7%0.3%
80Δ44.3011.5%0.6%48.0021.2%0.3%

20Δ

Calls
Pseudo strike
52.80
IV
56.8%
B/E move
17.9%
Puts
Pseudo strike
40.96
IV
49.3%
B/E move
11.5%

25Δ

Calls
Pseudo strike
49.70
IV
41.9%
B/E move
11.1%
Puts
Pseudo strike
42.67
IV
37.6%
B/E move
7.7%

30Δ

Calls
Pseudo strike
48.01
IV
32.4%
B/E move
7.3%
Puts
Pseudo strike
43.53
IV
31.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
47.01
IV
26.0%
B/E move
5.1%
Puts
Pseudo strike
44.22
IV
27.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
46.47
IV
22.5%
B/E move
4.0%
Puts
Pseudo strike
44.92
IV
22.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
45.97
IV
19.3%
B/E move
3.0%
Puts
Pseudo strike
45.29
IV
21.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
45.70
IV
18.1%
B/E move
2.6%
Puts
Pseudo strike
45.62
IV
20.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
45.43
IV
16.8%
B/E move
2.1%
Puts
Pseudo strike
45.95
IV
19.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
45.16
IV
15.6%
B/E move
1.7%
Puts
Pseudo strike
46.22
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
44.91
IV
14.4%
B/E move
1.3%
Puts
Pseudo strike
46.48
IV
17.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
44.71
IV
13.4%
B/E move
1.1%
Puts
Pseudo strike
46.74
IV
16.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
44.51
IV
12.4%
B/E move
0.8%
Puts
Pseudo strike
46.99
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
44.30
IV
11.5%
B/E move
0.6%
Puts
Pseudo strike
48.00
IV
21.2%
B/E move
0.3%

Options history

No recorded observations