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JPMorgan International Research Enhanced Equity ETF JIRE

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Market datapartial · fetched 2026-10-22T22:58:36.296Z

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 · 2026-10-22T22:30:00.003223341Z

FundamentalsAlpha Vantage · unavailable

Share price$81.62
1D-0.2%
AH$81.37$81.50$81.63$81.77$81.905:30 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$0.62$1.56$2.50$3.44$4.38$76.18$78.89$81.60$84.32$87.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JIRE spot · $81.62JIRE PRICE$0.72$0.78$0.87$0.99$1.10$1.24$1.41$1.72$2.04$2.39$2.76$3.28$4.11$0.84$0.93$1.01$1.11$1.22$1.38$1.54$1.80$2.08$2.42$2.77$3.21$3.71
PutsExpensive1.23×
CallsExpensive1.13×
SkewNeutral+0.15 pp
Implied moveBearish±$2.94
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.1029.3%8.8%76.3131.5%7.5%
25Δ85.8723.6%6.2%78.1326.2%5.4%
30Δ84.6120.6%4.7%79.3722.5%4.0%
35Δ83.7518.9%3.8%80.2520.0%3.0%
40Δ83.0217.2%3.1%80.9618.1%2.3%
45Δ82.4816.4%2.6%81.4717.2%1.9%
50Δ81.9515.7%2.1%81.9616.3%1.5%
55Δ81.4716.4%1.9%82.4416.2%1.2%
60Δ80.9817.0%1.7%82.9216.2%1.0%
65Δ80.4417.1%1.5%83.4316.2%0.7%
70Δ79.8917.4%1.3%83.9616.2%0.5%
75Δ79.2217.9%1.1%84.5416.2%0.3%
80Δ78.2719.5%0.9%85.1816.2%0.2%

20Δ

Calls
Pseudo strike
88.10
IV
29.3%
B/E move
8.8%
Puts
Pseudo strike
76.31
IV
31.5%
B/E move
7.5%

25Δ

Calls
Pseudo strike
85.87
IV
23.6%
B/E move
6.2%
Puts
Pseudo strike
78.13
IV
26.2%
B/E move
5.4%

30Δ

Calls
Pseudo strike
84.61
IV
20.6%
B/E move
4.7%
Puts
Pseudo strike
79.37
IV
22.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
83.75
IV
18.9%
B/E move
3.8%
Puts
Pseudo strike
80.25
IV
20.0%
B/E move
3.0%

40Δ

Calls
Pseudo strike
83.02
IV
17.2%
B/E move
3.1%
Puts
Pseudo strike
80.96
IV
18.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
82.48
IV
16.4%
B/E move
2.6%
Puts
Pseudo strike
81.47
IV
17.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
81.95
IV
15.7%
B/E move
2.1%
Puts
Pseudo strike
81.96
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
81.47
IV
16.4%
B/E move
1.9%
Puts
Pseudo strike
82.44
IV
16.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
80.98
IV
17.0%
B/E move
1.7%
Puts
Pseudo strike
82.92
IV
16.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
80.44
IV
17.1%
B/E move
1.5%
Puts
Pseudo strike
83.43
IV
16.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
79.89
IV
17.4%
B/E move
1.3%
Puts
Pseudo strike
83.96
IV
16.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
79.22
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
84.54
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
78.27
IV
19.5%
B/E move
0.9%
Puts
Pseudo strike
85.18
IV
16.2%
B/E move
0.2%

Options history

No recorded observations