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JPMorgan Equity Premium Income ETF JEPI

i

Market datapartial · fetched 2026-11-12T03:17:10.859Z

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 · 2026-11-12T01:00:00.082716481Z

FundamentalsAlpha Vantage · unavailable

Share price$58.21
1D+0.4%
AH$57.80$57.92$58.04$58.16$58.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJEPI
Sold putSold callAH

JPMorgan Equity Premium Income ETF options

Live interpolated JEPI call and put midpoint premiums by absolute delta.JPMorgan Equity Premium Income ETF$0.08$0.39$0.70$1.01$1.32$55.74$56.82$57.90$58.98$60.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JEPI spot · $58.21JEPI PRICE$0.11$0.16$0.22$0.27$0.33$0.38$0.43$0.49$0.54$0.70$0.88$1.05$1.23$0.15$0.19$0.24$0.28$0.32$0.41$0.49$0.57$0.66$0.74$0.83
Puts——
CallsCheap0.66×
Skew——
Implied moveBearish±$0.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.887.9%1.3%57.1314.5%2.1%
25Δ58.778.3%1.2%57.3414.0%1.8%
30Δ58.668.7%1.2%57.5613.4%1.5%
35Δ58.569.1%1.1%57.7812.8%1.2%
40Δ58.459.5%1.0%57.9912.3%0.9%
45Δ58.349.9%0.9%58.1412.2%0.8%
50Δ58.2310.2%0.8%58.2912.2%0.7%
55Δ58.1210.6%0.7%58.4312.1%0.6%
60Δ58.0211.0%0.6%58.5812.1%0.5%
65Δ57.8211.6%0.5%58.7312.1%0.4%
70Δ57.6012.3%0.5%58.8712.0%0.3%
75Δ57.3913.0%0.4%
80Δ57.1813.6%0.3%

20Δ

Calls
Pseudo strike
58.88
IV
7.9%
B/E move
1.3%
Puts
Pseudo strike
57.13
IV
14.5%
B/E move
2.1%

25Δ

Calls
Pseudo strike
58.77
IV
8.3%
B/E move
1.2%
Puts
Pseudo strike
57.34
IV
14.0%
B/E move
1.8%

30Δ

Calls
Pseudo strike
58.66
IV
8.7%
B/E move
1.2%
Puts
Pseudo strike
57.56
IV
13.4%
B/E move
1.5%

35Δ

Calls
Pseudo strike
58.56
IV
9.1%
B/E move
1.1%
Puts
Pseudo strike
57.78
IV
12.8%
B/E move
1.2%

40Δ

Calls
Pseudo strike
58.45
IV
9.5%
B/E move
1.0%
Puts
Pseudo strike
57.99
IV
12.3%
B/E move
0.9%

45Δ

Calls
Pseudo strike
58.34
IV
9.9%
B/E move
0.9%
Puts
Pseudo strike
58.14
IV
12.2%
B/E move
0.8%

50Δ

Calls
Pseudo strike
58.23
IV
10.2%
B/E move
0.8%
Puts
Pseudo strike
58.29
IV
12.2%
B/E move
0.7%

55Δ

Calls
Pseudo strike
58.12
IV
10.6%
B/E move
0.7%
Puts
Pseudo strike
58.43
IV
12.1%
B/E move
0.6%

60Δ

Calls
Pseudo strike
58.02
IV
11.0%
B/E move
0.6%
Puts
Pseudo strike
58.58
IV
12.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
57.82
IV
11.6%
B/E move
0.5%
Puts
Pseudo strike
58.73
IV
12.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
57.60
IV
12.3%
B/E move
0.5%
Puts
Pseudo strike
58.87
IV
12.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
57.39
IV
13.0%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
57.18
IV
13.6%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend12.82%
Daily EOD
JEPI9.2%11.1%13.1%2026-10-23: 9.44%2026-10-26: 11.45%2026-10-29: 12.82%Oct 23Oct 26Oct 29
3 observations2026-10-23 — 2026-10-29
Table
DateIV (%)
9.44%
11.45%
12.82%