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JPMorgan Ultra-Short Municipal Income ETF JMST

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Market datapartial · fetched 2026-10-22T21:15:17.096Z

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 · 2026-10-22T20:10:00.003504092Z

FundamentalsAlpha Vantage · unavailable

Share price$50.88
1D+0.1%
AH$50.79$50.82$50.86$50.89$50.925:30 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$0.26$0.79$1.32$1.85$2.38$47.74$49.48$51.23$52.97$54.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JMST spot · $50.88JMST PRICE$0.71$0.80$0.80$0.80$0.80$0.82$0.84$1.00$1.25$1.50$1.64$1.70$1.77$0.80$0.80$0.82$0.82$0.60$0.32$0.38$0.56$0.74$0.91$1.09$1.47$2.22
PutsExpensive4.10×
CallsExpensive4.80×
SkewBullish-4.82 pp
Implied moveBullish±$1.23
TiltBullish11.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.1144.3%13.7%46.0846.9%11.0%
25Δ55.4239.6%10.5%47.9635.6%7.3%
30Δ53.6730.8%7.1%49.0729.0%5.2%
35Δ52.6324.9%5.0%49.8523.7%3.6%
40Δ51.9320.5%3.6%50.4015.7%2.1%
45Δ51.5417.9%2.9%50.887.0%0.6%
50Δ51.1515.3%2.2%51.145.7%0.2%
55Δ50.8015.0%1.8%51.336.7%0.2%
60Δ50.4716.1%1.6%51.517.7%0.2%
65Δ50.1317.2%1.5%51.708.8%0.2%
70Δ49.8816.6%1.3%51.889.8%0.2%
75Δ49.6915.0%1.0%52.2711.8%0.2%
80Δ49.4913.4%0.7%53.0215.6%0.2%

20Δ

Calls
Pseudo strike
57.11
IV
44.3%
B/E move
13.7%
Puts
Pseudo strike
46.08
IV
46.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
55.42
IV
39.6%
B/E move
10.5%
Puts
Pseudo strike
47.96
IV
35.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
53.67
IV
30.8%
B/E move
7.1%
Puts
Pseudo strike
49.07
IV
29.0%
B/E move
5.2%

35Δ

Calls
Pseudo strike
52.63
IV
24.9%
B/E move
5.0%
Puts
Pseudo strike
49.85
IV
23.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
51.93
IV
20.5%
B/E move
3.6%
Puts
Pseudo strike
50.40
IV
15.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
51.54
IV
17.9%
B/E move
2.9%
Puts
Pseudo strike
50.88
IV
7.0%
B/E move
0.6%

50Δ

Calls
Pseudo strike
51.15
IV
15.3%
B/E move
2.2%
Puts
Pseudo strike
51.14
IV
5.7%
B/E move
0.2%

55Δ

Calls
Pseudo strike
50.80
IV
15.0%
B/E move
1.8%
Puts
Pseudo strike
51.33
IV
6.7%
B/E move
0.2%

60Δ

Calls
Pseudo strike
50.47
IV
16.1%
B/E move
1.6%
Puts
Pseudo strike
51.51
IV
7.7%
B/E move
0.2%

65Δ

Calls
Pseudo strike
50.13
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
51.70
IV
8.8%
B/E move
0.2%

70Δ

Calls
Pseudo strike
49.88
IV
16.6%
B/E move
1.3%
Puts
Pseudo strike
51.88
IV
9.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
49.69
IV
15.0%
B/E move
1.0%
Puts
Pseudo strike
52.27
IV
11.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
49.49
IV
13.4%
B/E move
0.7%
Puts
Pseudo strike
53.02
IV
15.6%
B/E move
0.2%

Options history

No recorded observations