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

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Market dataready · fetched 2026-10-22T09:57:15.955Z

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 · 2026-10-22T09:55:56.012185902Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:57:15.028508+00:00

Share price$59.08
1D
Price history unavailable.

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$0.13$1.42$2.70$3.99$5.27$56.17$57.89$59.61$61.33$63.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JEPQ spot · $59.08JEPQ PRICE$0.27$0.34$0.46$0.59$0.72$0.93$1.14$1.36$1.72$2.08$2.76$4.24$4.90$0.32$0.42$0.51$0.60$0.68$0.76$0.86$0.95$1.05$1.15$1.25$1.35$1.44
PutsFair0.95×
CallsExpensive1.60×
SkewBullish-6.91 pp
Implied moveBullish±$1.99
TiltBullish30.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.9416.3%5.3%56.9917.0%4.1%
25Δ60.8013.2%3.5%57.4716.4%3.4%
30Δ60.5313.9%3.2%57.9415.8%2.8%
35Δ60.2514.7%3.0%58.3214.9%2.3%
40Δ59.9715.4%2.7%58.6814.0%1.8%
45Δ59.6416.3%2.5%59.0313.2%1.4%
50Δ59.3017.1%2.3%59.2712.6%1.1%
55Δ58.9618.1%2.1%59.5112.0%0.9%
60Δ58.4919.5%1.9%59.7511.4%0.6%
65Δ58.0320.9%1.7%60.0010.9%0.4%
70Δ57.2924.2%1.6%60.1710.1%0.3%
75Δ55.8833.2%1.8%60.349.3%0.1%
80Δ55.0033.4%1.4%60.518.5%0.0%

20Δ

Calls
Pseudo strike
61.94
IV
16.3%
B/E move
5.3%
Puts
Pseudo strike
56.99
IV
17.0%
B/E move
4.1%

25Δ

Calls
Pseudo strike
60.80
IV
13.2%
B/E move
3.5%
Puts
Pseudo strike
57.47
IV
16.4%
B/E move
3.4%

30Δ

Calls
Pseudo strike
60.53
IV
13.9%
B/E move
3.2%
Puts
Pseudo strike
57.94
IV
15.8%
B/E move
2.8%

35Δ

Calls
Pseudo strike
60.25
IV
14.7%
B/E move
3.0%
Puts
Pseudo strike
58.32
IV
14.9%
B/E move
2.3%

40Δ

Calls
Pseudo strike
59.97
IV
15.4%
B/E move
2.7%
Puts
Pseudo strike
58.68
IV
14.0%
B/E move
1.8%

45Δ

Calls
Pseudo strike
59.64
IV
16.3%
B/E move
2.5%
Puts
Pseudo strike
59.03
IV
13.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
59.30
IV
17.1%
B/E move
2.3%
Puts
Pseudo strike
59.27
IV
12.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
58.96
IV
18.1%
B/E move
2.1%
Puts
Pseudo strike
59.51
IV
12.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
58.49
IV
19.5%
B/E move
1.9%
Puts
Pseudo strike
59.75
IV
11.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
58.03
IV
20.9%
B/E move
1.7%
Puts
Pseudo strike
60.00
IV
10.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
57.29
IV
24.2%
B/E move
1.6%
Puts
Pseudo strike
60.17
IV
10.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
55.88
IV
33.2%
B/E move
1.8%
Puts
Pseudo strike
60.34
IV
9.3%
B/E move
0.1%

80Δ

Calls
Pseudo strike
55.00
IV
33.4%
B/E move
1.4%
Puts
Pseudo strike
60.51
IV
8.5%
B/E move
0.0%

Options history

No recorded observations