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JPMorgan Ultra-Short Municipal Income ETF JMST

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Market datapartial · fetched 2026-10-22T16:54:16.550Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:54:11.30356204Z

FundamentalsAlpha Vantage · unavailable

Share price$50.85
1D+0.0%
$50.79$50.82$50.84$50.86$50.895:30 AM6:30 AM9:00 AM1:00 PMJMST
Sold putSold call

JPMorgan Ultra-Short Municipal Income ETF options

Live interpolated JMST call and put midpoint premiums by absolute delta.JPMorgan Ultra-Short Municipal Income ETF$0.09$0.31$0.52$0.74$0.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEJMST PRICE$0.21$0.27$0.33$0.38$0.44$0.50$0.55$0.61$0.66$0.72$0.78$0.83$0.89$0.11$0.15$0.18$0.21$0.25
PutsExpensive1.20×
CallsExpensive1.84×
SkewBullish-2.80 pp
Implied move——
TiltBullish77.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.069.8%6.7%50.324.7%1.3%
25Δ53.749.4%6.2%50.484.6%1.0%
30Δ53.429.0%5.7%50.654.5%0.7%
35Δ53.108.6%5.2%50.824.4%0.5%
40Δ52.788.1%4.7%50.994.3%0.2%
45Δ52.467.7%4.1%
50Δ52.147.3%3.6%
55Δ51.816.8%3.1%
60Δ51.496.4%2.6%
65Δ51.176.0%2.1%
70Δ50.855.6%1.5%
75Δ50.535.1%1.0%
80Δ50.214.7%0.5%

20Δ

Calls
Pseudo strike
54.06
IV
9.8%
B/E move
6.7%
Puts
Pseudo strike
50.32
IV
4.7%
B/E move
1.3%

25Δ

Calls
Pseudo strike
53.74
IV
9.4%
B/E move
6.2%
Puts
Pseudo strike
50.48
IV
4.6%
B/E move
1.0%

30Δ

Calls
Pseudo strike
53.42
IV
9.0%
B/E move
5.7%
Puts
Pseudo strike
50.65
IV
4.5%
B/E move
0.7%

35Δ

Calls
Pseudo strike
53.10
IV
8.6%
B/E move
5.2%
Puts
Pseudo strike
50.82
IV
4.4%
B/E move
0.5%

40Δ

Calls
Pseudo strike
52.78
IV
8.1%
B/E move
4.7%
Puts
Pseudo strike
50.99
IV
4.3%
B/E move
0.2%

45Δ

Calls
Pseudo strike
52.46
IV
7.7%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
52.14
IV
7.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
51.81
IV
6.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
51.49
IV
6.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
51.17
IV
6.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.85
IV
5.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
50.53
IV
5.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.21
IV
4.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations