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J.P. Morgan Exchange-Traded Fund Trust JPMorgan Nasdaq Equity Premium Income ETF JEPQ

i

Market dataready · fetched 2026-11-11T14:55:29.817Z

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 · 2026-11-11T14:55:28.069097961Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:55:29.152177+00:00

Share price$56.53
1D-0.4%
$56.45$56.54$56.62$56.70$56.795:30 AM6:30 AM9:00 AM1:00 PMJEPQ
Sold putSold call

J.P. Morgan Exchange-Traded Fund Trust JPMorgan Nasdaq Equity Premium Income ETF options

Live interpolated JEPQ call and put midpoint premiums by absolute delta.J.P. Morgan Exchange-Traded Fund Trust JPMorgan Nasdaq Equity Premium Income ETF$0.12$0.68$1.25$1.81$2.37$52.71$54.57$56.44$58.31$60.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEPQ spot · $56.53JEPQ PRICE$0.18$0.25$0.32$0.39$0.47$0.61$0.76$0.91$1.06$1.27$1.51$1.76$2.21$0.24$0.31$0.39$0.46$0.55$0.64$0.73$0.82$0.92$1.06$1.20$1.34$1.48
PutsCheap0.62×
CallsCheap0.65×
SkewBullish-0.99 pp
Implied moveBalanced±$1.49
TiltBullish7.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.9918.2%2.9%54.8523.8%3.4%
25Δ57.7518.3%2.6%55.2422.7%2.8%
30Δ57.5118.4%2.3%55.5522.2%2.4%
35Δ57.2718.5%2.0%55.8621.7%2.0%
40Δ57.0318.6%1.7%56.1221.1%1.7%
45Δ56.8019.4%1.5%56.3520.6%1.4%
50Δ56.5720.4%1.4%56.5820.0%1.2%
55Δ56.3321.3%1.3%56.8119.4%1.0%
60Δ56.1022.3%1.1%57.0418.8%0.7%
65Δ55.8123.1%1.0%57.2518.3%0.6%
70Δ55.4823.7%0.8%57.4617.8%0.5%
75Δ55.1624.4%0.7%57.6817.3%0.3%
80Δ54.6426.6%0.6%57.8916.8%0.2%

20Δ

Calls
Pseudo strike
57.99
IV
18.2%
B/E move
2.9%
Puts
Pseudo strike
54.85
IV
23.8%
B/E move
3.4%

25Δ

Calls
Pseudo strike
57.75
IV
18.3%
B/E move
2.6%
Puts
Pseudo strike
55.24
IV
22.7%
B/E move
2.8%

30Δ

Calls
Pseudo strike
57.51
IV
18.4%
B/E move
2.3%
Puts
Pseudo strike
55.55
IV
22.2%
B/E move
2.4%

35Δ

Calls
Pseudo strike
57.27
IV
18.5%
B/E move
2.0%
Puts
Pseudo strike
55.86
IV
21.7%
B/E move
2.0%

40Δ

Calls
Pseudo strike
57.03
IV
18.6%
B/E move
1.7%
Puts
Pseudo strike
56.12
IV
21.1%
B/E move
1.7%

45Δ

Calls
Pseudo strike
56.80
IV
19.4%
B/E move
1.5%
Puts
Pseudo strike
56.35
IV
20.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
56.57
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
56.58
IV
20.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
56.33
IV
21.3%
B/E move
1.3%
Puts
Pseudo strike
56.81
IV
19.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
56.10
IV
22.3%
B/E move
1.1%
Puts
Pseudo strike
57.04
IV
18.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
55.81
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
57.25
IV
18.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
55.48
IV
23.7%
B/E move
0.8%
Puts
Pseudo strike
57.46
IV
17.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
55.16
IV
24.4%
B/E move
0.7%
Puts
Pseudo strike
57.68
IV
17.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
54.64
IV
26.6%
B/E move
0.6%
Puts
Pseudo strike
57.89
IV
16.8%
B/E move
0.2%

Options history

IV · four-Friday blend16.14%
Daily EOD
JEPQ13.8%15.1%16.3%2026-10-19: 14.01%2026-10-20: 14.18%2026-10-21: 13.99%2026-10-22: 15.99%2026-10-23: 15.16%2026-10-26: 15.05%2026-10-27: 14.37%2026-10-28: 14.59%2026-10-29: 14.18%2026-10-30: 16.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.01%
14.18%
13.99%
15.99%
15.16%
15.05%
14.37%
14.59%
14.18%
16.14%