IntraAlpha
Create free account Start free

JPMorgan Ultra-Short Municipal Income ETF JMST

i

Market dataready · fetched 2026-11-12T00:52:27.172Z

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 · 2026-11-11T23:30:00.00321287Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:26.795503+00:00

Share price$50.91
1D-0.2%
AH$50.87$50.90$50.94$50.97$51.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJMST
Sold putSold callAH

JPMorgan Ultra-Short Municipal Income ETF options

Live interpolated JMST call and put midpoint premiums by absolute delta.JPMorgan Ultra-Short Municipal Income ETF$0.03$0.24$0.45$0.67$0.88$50.67$50.86$51.04$51.23$51.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JMST spot · $50.91JMST PRICE$0.05$0.05$0.05$0.05$0.05$0.11$0.22$0.32$0.42$0.52$0.62$0.72$0.82$0.08$0.10$0.12$0.13$0.15$0.17$0.19
Puts——
CallsExpensive2.65×
Skew——
Implied moveBullish±$0.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.738.5%1.7%50.199.6%1.6%
25Δ51.567.0%1.4%50.329.0%1.4%
30Δ51.395.5%1.0%50.448.4%1.2%
35Δ51.234.1%0.7%50.567.9%0.9%
40Δ51.062.6%0.4%50.697.3%0.7%
45Δ50.932.6%0.3%50.816.7%0.5%
50Δ50.833.4%0.3%50.936.1%0.3%
55Δ50.724.3%0.2%
60Δ50.615.1%0.2%
65Δ50.515.9%0.2%
70Δ50.406.8%0.2%
75Δ50.307.6%0.2%
80Δ50.198.4%0.2%

20Δ

Calls
Pseudo strike
51.73
IV
8.5%
B/E move
1.7%
Puts
Pseudo strike
50.19
IV
9.6%
B/E move
1.6%

25Δ

Calls
Pseudo strike
51.56
IV
7.0%
B/E move
1.4%
Puts
Pseudo strike
50.32
IV
9.0%
B/E move
1.4%

30Δ

Calls
Pseudo strike
51.39
IV
5.5%
B/E move
1.0%
Puts
Pseudo strike
50.44
IV
8.4%
B/E move
1.2%

35Δ

Calls
Pseudo strike
51.23
IV
4.1%
B/E move
0.7%
Puts
Pseudo strike
50.56
IV
7.9%
B/E move
0.9%

40Δ

Calls
Pseudo strike
51.06
IV
2.6%
B/E move
0.4%
Puts
Pseudo strike
50.69
IV
7.3%
B/E move
0.7%

45Δ

Calls
Pseudo strike
50.93
IV
2.6%
B/E move
0.3%
Puts
Pseudo strike
50.81
IV
6.7%
B/E move
0.5%

50Δ

Calls
Pseudo strike
50.83
IV
3.4%
B/E move
0.3%
Puts
Pseudo strike
50.93
IV
6.1%
B/E move
0.3%

55Δ

Calls
Pseudo strike
50.72
IV
4.3%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
50.61
IV
5.1%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.51
IV
5.9%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.40
IV
6.8%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
50.30
IV
7.6%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.19
IV
8.4%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.92%
Daily close
JMST12.8%24.9%36.9%2026-08-13: 18.57%2026-08-14: 18.96%2026-08-17: 21.17%2026-08-18: 23.20%2026-08-19: 25.62%2026-08-20: 32.43%2026-08-21: 14.50%2026-08-24: 14.69%2026-08-25: 15.59%2026-08-26: 16.01%2026-08-31: 15.53%2026-09-01: 15.52%2026-09-02: 15.74%2026-09-03: 15.93%2026-09-04: 16.31%2026-09-08: 17.36%2026-09-09: 17.92%2026-09-10: 18.51%2026-09-11: 19.01%2026-09-14: 21.99%2026-09-15: 23.86%2026-09-16: 28.54%2026-09-17: 35.22%2026-09-18: 14.92%Aug 13Sep 1Sep 18
24 observations2026-08-13 — 2026-09-18
Table
DateIV (%)
18.57%
18.96%
21.17%
23.20%
25.62%
32.43%
14.50%
14.69%
15.59%
16.01%
15.53%
15.52%
15.74%
15.93%
16.31%
17.36%
17.92%
18.51%
19.01%
21.99%
23.86%
28.54%
35.22%
14.92%