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JPMorgan Equity Premium Income ETF JEPI

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Market dataready · fetched 2026-10-22T21:13:28.578Z

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 · 2026-10-22T21:08:32.257154287Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:07:07.789487+00:00

Share price$57.23
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$1.35$2.70$4.05$5.40$54.10$55.34$56.58$57.82$59.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEPI spot · $57.23JEPI PRICE$0.51$0.13$0.19$0.26$0.32$0.38$0.45$0.51$0.58$0.64$0.93$1.26$1.58$0.28$0.34$0.42$0.50$0.58$0.75$0.94$1.13$1.38$1.87$2.42$3.10$5.01
PutsExpensive1.94×
CallsExpensive1.06×
SkewBearish+8.08 pp
Implied moveBearish±$1.39
TiltBearish41.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.5932.1%10.3%55.3415.6%3.8%
25Δ58.005.3%1.6%55.9314.0%2.9%
30Δ57.875.4%1.5%56.2813.4%2.4%
35Δ57.755.6%1.4%56.6112.9%2.0%
40Δ57.635.7%1.3%56.9312.4%1.5%
45Δ57.515.9%1.2%57.2212.8%1.3%
50Δ57.386.0%1.1%57.5013.5%1.2%
55Δ57.266.2%0.9%57.7814.2%1.0%
60Δ57.146.3%0.8%58.1115.2%0.9%
65Δ57.016.5%0.7%58.6417.6%0.8%
70Δ56.667.2%0.6%59.2419.9%0.7%
75Δ56.278.0%0.5%60.0022.2%0.6%
80Δ55.888.8%0.4%61.9130.3%0.6%

20Δ

Calls
Pseudo strike
62.59
IV
32.1%
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
55.93
IV
14.0%
B/E move
2.9%

30Δ

Calls
Pseudo strike
57.87
IV
5.4%
B/E move
1.5%
Puts
Pseudo strike
56.28
IV
13.4%
B/E move
2.4%

35Δ

Calls
Pseudo strike
57.75
IV
5.6%
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
1.3%
Puts
Pseudo strike
56.93
IV
12.4%
B/E move
1.5%

45Δ

Calls
Pseudo strike
57.51
IV
5.9%
B/E move
1.2%
Puts
Pseudo strike
57.22
IV
12.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
57.38
IV
6.0%
B/E move
1.1%
Puts
Pseudo strike
57.50
IV
13.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
57.26
IV
6.2%
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
6.3%
B/E move
0.8%
Puts
Pseudo strike
58.11
IV
15.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
57.01
IV
6.5%
B/E move
0.7%
Puts
Pseudo strike
58.64
IV
17.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
56.66
IV
7.2%
B/E move
0.6%
Puts
Pseudo strike
59.24
IV
19.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
56.27
IV
8.0%
B/E move
0.5%
Puts
Pseudo strike
60.00
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
55.88
IV
8.8%
B/E move
0.4%
Puts
Pseudo strike
61.91
IV
30.3%
B/E move
0.6%

Options history

No recorded observations