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JPMorgan International Research Enhanced Equity ETF JIRE

i

Market dataready · fetched 2026-11-12T02:16:51.621Z

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 · 2026-11-12T01:00:00.025526514Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:16:51.266341+00:00

Share price$82.73
1D+0.9%
AH$81.96$82.18$82.40$82.62$82.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJIRE
Sold putSold callAH

JPMorgan International Research Enhanced Equity ETF options

Live interpolated JIRE call and put midpoint premiums by absolute delta.JPMorgan International Research Enhanced Equity ETF$0.60$1.55$2.51$3.46$4.42$77.04$79.54$82.05$84.56$87.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JIRE spot · $82.73JIRE PRICE$0.70$0.71$0.76$0.81$0.91$1.04$1.18$1.31$1.45$1.58$1.72$1.86$1.99$0.79$0.90$1.00$1.11$1.22$1.32$1.43$1.53$1.64$1.74$2.18$2.86$4.14
PutsExpensive1.94×
CallsFair0.99×
SkewBearish+10.90 pp
Implied moveBearish±$2.61
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.7850.8%8.2%76.5257.9%8.5%
25Δ86.4138.6%5.3%77.3253.9%7.6%
30Δ85.3032.8%4.0%78.1349.9%6.8%
35Δ84.3727.8%3.0%78.9345.9%5.9%
40Δ83.7925.2%2.4%79.7441.9%5.1%
45Δ83.4624.1%2.1%80.5537.9%4.2%
50Δ83.1223.0%1.9%81.3533.8%3.4%
55Δ82.7821.9%1.6%82.1629.8%2.5%
60Δ82.4420.8%1.4%82.9625.8%1.7%
65Δ82.1019.7%1.2%83.7721.8%0.9%
70Δ81.7618.6%0.9%84.4522.5%0.6%
75Δ81.4217.5%0.7%85.1925.7%0.5%
80Δ81.0816.4%0.4%86.5031.9%0.4%

20Δ

Calls
Pseudo strike
88.78
IV
50.8%
B/E move
8.2%
Puts
Pseudo strike
76.52
IV
57.9%
B/E move
8.5%

25Δ

Calls
Pseudo strike
86.41
IV
38.6%
B/E move
5.3%
Puts
Pseudo strike
77.32
IV
53.9%
B/E move
7.6%

30Δ

Calls
Pseudo strike
85.30
IV
32.8%
B/E move
4.0%
Puts
Pseudo strike
78.13
IV
49.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
84.37
IV
27.8%
B/E move
3.0%
Puts
Pseudo strike
78.93
IV
45.9%
B/E move
5.9%

40Δ

Calls
Pseudo strike
83.79
IV
25.2%
B/E move
2.4%
Puts
Pseudo strike
79.74
IV
41.9%
B/E move
5.1%

45Δ

Calls
Pseudo strike
83.46
IV
24.1%
B/E move
2.1%
Puts
Pseudo strike
80.55
IV
37.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
83.12
IV
23.0%
B/E move
1.9%
Puts
Pseudo strike
81.35
IV
33.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
82.78
IV
21.9%
B/E move
1.6%
Puts
Pseudo strike
82.16
IV
29.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
82.44
IV
20.8%
B/E move
1.4%
Puts
Pseudo strike
82.96
IV
25.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
82.10
IV
19.7%
B/E move
1.2%
Puts
Pseudo strike
83.77
IV
21.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
81.76
IV
18.6%
B/E move
0.9%
Puts
Pseudo strike
84.45
IV
22.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
81.42
IV
17.5%
B/E move
0.7%
Puts
Pseudo strike
85.19
IV
25.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
81.08
IV
16.4%
B/E move
0.4%
Puts
Pseudo strike
86.50
IV
31.9%
B/E move
0.4%

Options history

IV · four-Friday blend17.74%
Daily close
JIRE14.7%20.4%26.1%2026-08-13: 16.85%2026-08-14: 17.34%2026-08-17: 18.78%2026-08-18: 19.79%2026-08-19: 20.85%2026-08-20: 24.36%2026-08-21: 15.82%2026-08-24: 16.46%2026-08-25: 16.68%2026-08-26: 15.79%2026-08-27: 16.24%2026-08-28: 16.26%2026-08-31: 16.24%2026-09-01: 16.71%2026-09-02: 16.24%2026-09-03: 15.87%2026-09-04: 16.49%2026-09-08: 16.68%2026-09-09: 17.46%2026-09-10: 18.02%2026-09-11: 17.70%2026-09-14: 19.52%2026-09-15: 20.48%2026-09-16: 21.32%2026-09-17: 24.48%2026-09-18: 16.47%2026-09-21: 16.71%2026-09-22: 15.71%2026-09-23: 16.40%2026-09-24: 15.51%2026-09-25: 16.38%2026-09-28: 16.55%2026-09-29: 16.76%2026-09-30: 17.27%2026-10-01: 18.55%2026-10-02: 17.73%2026-10-05: 18.35%2026-10-06: 16.33%2026-10-07: 18.37%2026-10-08: 18.35%2026-10-09: 17.00%2026-10-12: 19.06%2026-10-13: 19.59%2026-10-14: 22.11%2026-10-15: 25.34%2026-10-16: 15.84%2026-10-19: 16.99%2026-10-20: 16.34%2026-10-21: 16.10%2026-10-22: 16.84%2026-10-23: 17.95%2026-10-26: 17.36%2026-10-27: 17.80%2026-10-28: 17.42%2026-10-29: 17.59%2026-10-30: 17.74%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.85%
17.34%
18.78%
19.79%
20.85%
24.36%
15.82%
16.46%
16.68%
15.79%
16.24%
16.26%
16.24%
16.71%
16.24%
15.87%
16.49%
16.68%
17.46%
18.02%
17.70%
19.52%
20.48%
21.32%
24.48%
16.47%
16.71%
15.71%
16.40%
15.51%
16.38%
16.55%
16.76%
17.27%
18.55%
17.73%
18.35%
16.33%
18.37%
18.35%
17.00%
19.06%
19.59%
22.11%
25.34%
15.84%
16.99%
16.34%
16.10%
16.84%
17.95%
17.36%
17.80%
17.42%
17.59%
17.74%