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JPMorgan Equity Premium Income ETF JEPI

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Market datapartial · fetched 2026-10-23T00:22:11.714Z

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 · 2026-10-23T00:00:00.054686975Z

FundamentalsAlpha Vantage · unavailable

Share price$57.29
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$1.58$3.15$4.72$6.29$53.85$55.16$56.47$57.77$59.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEPI spot · $57.29JEPI PRICE$0.53$0.19$0.17$0.23$0.29$0.35$0.41$0.48$0.54$0.60$0.68$0.97$1.26$0.29$0.35$0.43$0.51$0.60$0.79$0.98$1.17$1.51$2.00$2.60$5.10$5.84
PutsExpensive2.15×
CallsFair1.00×
SkewBearish+10.25 pp
Implied moveBearish±$1.39
TiltBearish53.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8433.4%10.6%55.3715.8%3.9%
25Δ58.739.3%2.8%55.9814.2%2.9%
30Δ57.915.1%1.4%56.3213.7%2.4%
35Δ57.795.2%1.3%56.6513.2%2.0%
40Δ57.685.2%1.2%56.9812.7%1.6%
45Δ57.565.3%1.1%57.2713.4%1.4%
50Δ57.455.4%1.0%57.5614.1%1.2%
55Δ57.335.5%0.9%57.8514.9%1.1%
60Δ57.225.6%0.8%58.2516.4%1.0%
65Δ57.105.7%0.7%58.7818.9%0.9%
70Δ56.975.8%0.6%59.4521.3%0.8%
75Δ56.616.1%0.5%61.8234.4%1.0%
80Δ56.266.3%0.4%62.7434.4%0.7%

20Δ

Calls
Pseudo strike
62.84
IV
33.4%
B/E move
10.6%
Puts
Pseudo strike
55.37
IV
15.8%
B/E move
3.9%

25Δ

Calls
Pseudo strike
58.73
IV
9.3%
B/E move
2.8%
Puts
Pseudo strike
55.98
IV
14.2%
B/E move
2.9%

30Δ

Calls
Pseudo strike
57.91
IV
5.1%
B/E move
1.4%
Puts
Pseudo strike
56.32
IV
13.7%
B/E move
2.4%

35Δ

Calls
Pseudo strike
57.79
IV
5.2%
B/E move
1.3%
Puts
Pseudo strike
56.65
IV
13.2%
B/E move
2.0%

40Δ

Calls
Pseudo strike
57.68
IV
5.2%
B/E move
1.2%
Puts
Pseudo strike
56.98
IV
12.7%
B/E move
1.6%

45Δ

Calls
Pseudo strike
57.56
IV
5.3%
B/E move
1.1%
Puts
Pseudo strike
57.27
IV
13.4%
B/E move
1.4%

50Δ

Calls
Pseudo strike
57.45
IV
5.4%
B/E move
1.0%
Puts
Pseudo strike
57.56
IV
14.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
57.33
IV
5.5%
B/E move
0.9%
Puts
Pseudo strike
57.85
IV
14.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
57.22
IV
5.6%
B/E move
0.8%
Puts
Pseudo strike
58.25
IV
16.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
57.10
IV
5.7%
B/E move
0.7%
Puts
Pseudo strike
58.78
IV
18.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
56.97
IV
5.8%
B/E move
0.6%
Puts
Pseudo strike
59.45
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
56.61
IV
6.1%
B/E move
0.5%
Puts
Pseudo strike
61.82
IV
34.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
56.26
IV
6.3%
B/E move
0.4%
Puts
Pseudo strike
62.74
IV
34.4%
B/E move
0.7%

Options history

No recorded observations