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JPMorgan Equity Premium Income ETF JEPI

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Market datapartial · fetched 2026-10-22T18:12:09.195Z

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 · 2026-10-22T18:12:06.907343787Z

FundamentalsAlpha Vantage · unavailable

Share price$57.19
1D+0.0%
$56.95$57.04$57.12$57.21$57.305:30 AM6:30 AM9:00 AM1:00 PMJEPI
Sold putSold call

JPMorgan Equity Premium Income ETF options

Live interpolated JEPI call and put midpoint premiums by absolute delta.JPMorgan Equity Premium Income ETF$0.00$1.55$3.09$4.64$6.19$53.94$55.27$56.60$57.93$59.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEPI spot · $57.19JEPI PRICE$0.39$0.14$0.20$0.26$0.33$0.39$0.45$0.51$0.58$0.87$1.90$2.01$2.12$0.30$0.37$0.44$0.51$0.57$0.72$0.90$1.09$1.27$1.76$2.31$3.50$5.74
PutsExpensive2.00×
CallsExpensive1.24×
SkewBearish+7.23 pp
Implied moveBearish±$1.35
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.2824.4%7.8%55.1516.5%4.1%
25Δ57.925.1%1.5%55.5815.5%3.5%
30Δ57.815.3%1.4%56.0014.4%2.8%
35Δ57.695.5%1.3%56.4213.4%2.2%
40Δ57.575.7%1.2%56.8412.4%1.6%
45Δ57.455.8%1.1%57.1712.4%1.3%
50Δ57.336.0%1.0%57.4513.0%1.1%
55Δ57.216.2%0.9%57.7213.6%1.0%
60Δ57.096.4%0.8%58.0014.3%0.8%
65Δ56.818.6%0.9%58.5316.6%0.7%
70Δ56.0017.1%1.2%59.1119.1%0.7%
75Δ55.7215.7%1.0%60.3024.8%0.7%
80Δ55.4414.2%0.7%62.5434.0%0.7%

20Δ

Calls
Pseudo strike
61.28
IV
24.4%
B/E move
7.8%
Puts
Pseudo strike
55.15
IV
16.5%
B/E move
4.1%

25Δ

Calls
Pseudo strike
57.92
IV
5.1%
B/E move
1.5%
Puts
Pseudo strike
55.58
IV
15.5%
B/E move
3.5%

30Δ

Calls
Pseudo strike
57.81
IV
5.3%
B/E move
1.4%
Puts
Pseudo strike
56.00
IV
14.4%
B/E move
2.8%

35Δ

Calls
Pseudo strike
57.69
IV
5.5%
B/E move
1.3%
Puts
Pseudo strike
56.42
IV
13.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
57.57
IV
5.7%
B/E move
1.2%
Puts
Pseudo strike
56.84
IV
12.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
57.45
IV
5.8%
B/E move
1.1%
Puts
Pseudo strike
57.17
IV
12.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
57.33
IV
6.0%
B/E move
1.0%
Puts
Pseudo strike
57.45
IV
13.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
57.21
IV
6.2%
B/E move
0.9%
Puts
Pseudo strike
57.72
IV
13.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
57.09
IV
6.4%
B/E move
0.8%
Puts
Pseudo strike
58.00
IV
14.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
56.81
IV
8.6%
B/E move
0.9%
Puts
Pseudo strike
58.53
IV
16.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
56.00
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
59.11
IV
19.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
55.72
IV
15.7%
B/E move
1.0%
Puts
Pseudo strike
60.30
IV
24.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
55.44
IV
14.2%
B/E move
0.7%
Puts
Pseudo strike
62.54
IV
34.0%
B/E move
0.7%

Options history

No recorded observations