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JPMorgan Equity Premium Income ETF JEPI

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Market datapartial · fetched 2026-10-22T20:46:07.849Z

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 · 2026-10-22T20:45:05.293750797Z

FundamentalsAlpha Vantage · unavailable

Share price$57.24
1D+0.1%
AH$56.95$57.05$57.14$57.24$57.345:30 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$0.00$1.36$2.73$4.09$5.45$54.08$55.32$56.57$57.81$59.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEPI spot · $57.23JEPI PRICE$0.51$0.13$0.19$0.25$0.32$0.38$0.45$0.51$0.57$0.64$0.91$1.24$1.56$0.28$0.34$0.42$0.50$0.58$0.75$0.94$1.13$1.39$1.88$2.43$3.28$5.06
PutsExpensive1.95×
CallsExpensive1.05×
SkewBearish+8.28 pp
Implied moveBearish±$1.39
TiltBearish42.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.6132.2%10.3%55.3415.6%3.8%
25Δ58.005.3%1.6%55.9414.0%2.9%
30Δ57.885.4%1.5%56.2913.4%2.4%
35Δ57.755.5%1.4%56.6112.9%2.0%
40Δ57.635.7%1.2%56.9312.4%1.5%
45Δ57.515.8%1.1%57.2212.8%1.3%
50Δ57.396.0%1.0%57.5013.5%1.2%
55Δ57.276.1%0.9%57.7814.2%1.0%
60Δ57.146.2%0.8%58.1215.3%0.9%
65Δ57.026.4%0.7%58.6517.7%0.8%
70Δ56.687.0%0.6%59.2620.0%0.7%
75Δ56.297.8%0.5%60.1623.3%0.6%
80Δ55.908.6%0.4%61.9630.5%0.6%

20Δ

Calls
Pseudo strike
62.61
IV
32.2%
B/E move
10.3%
Puts
Pseudo strike
55.34
IV
15.6%
B/E move
3.8%

25Δ

Calls
Pseudo strike
58.00
IV
5.3%
B/E move
1.6%
Puts
Pseudo strike
55.94
IV
14.0%
B/E move
2.9%

30Δ

Calls
Pseudo strike
57.88
IV
5.4%
B/E move
1.5%
Puts
Pseudo strike
56.29
IV
13.4%
B/E move
2.4%

35Δ

Calls
Pseudo strike
57.75
IV
5.5%
B/E move
1.4%
Puts
Pseudo strike
56.61
IV
12.9%
B/E move
2.0%

40Δ

Calls
Pseudo strike
57.63
IV
5.7%
B/E move
1.2%
Puts
Pseudo strike
56.93
IV
12.4%
B/E move
1.5%

45Δ

Calls
Pseudo strike
57.51
IV
5.8%
B/E move
1.1%
Puts
Pseudo strike
57.22
IV
12.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
57.39
IV
6.0%
B/E move
1.0%
Puts
Pseudo strike
57.50
IV
13.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
57.27
IV
6.1%
B/E move
0.9%
Puts
Pseudo strike
57.78
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
57.14
IV
6.2%
B/E move
0.8%
Puts
Pseudo strike
58.12
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
57.02
IV
6.4%
B/E move
0.7%
Puts
Pseudo strike
58.65
IV
17.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
56.68
IV
7.0%
B/E move
0.6%
Puts
Pseudo strike
59.26
IV
20.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
56.29
IV
7.8%
B/E move
0.5%
Puts
Pseudo strike
60.16
IV
23.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
55.90
IV
8.6%
B/E move
0.4%
Puts
Pseudo strike
61.96
IV
30.5%
B/E move
0.6%

Options history

No recorded observations