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JPMorgan Diversified Return Emerging Markets Equity ETF JPEM

i

Market dataready · fetched 2026-11-13T01:09:14.719Z

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 · 2026-11-13T01:00:00.104859558Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:09:14.314475+00:00

Share price$62.66
1D-0.2%
AH$62.58$62.68$62.78$62.87$62.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJPEM
Sold putSold callAH

JPMorgan Diversified Return Emerging Markets Equity ETF options

Live interpolated JPEM call and put midpoint premiums by absolute delta.JPMorgan Diversified Return Emerging Markets Equity ETF$2.00$2.50$3.00$3.51$4.01$61.01$61.85$62.70$63.55$64.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive JPEM spot · $62.66JPEM PRICE$2.05$2.05$2.05$2.11$2.25$2.51$2.76$3.02$3.28$3.51$3.68$2.05$2.06$2.13$2.25$2.40$2.64$2.89$3.14$3.39$3.63$3.86
Puts——
Calls——
Skew——
Implied moveBearish±$4.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ70.53129.2%15.8%58.44108.0%10.0%
35Δ67.24102.9%10.6%60.1588.6%7.3%
40Δ65.2284.1%7.4%61.3276.6%5.5%
45Δ63.9372.2%5.4%62.2368.0%4.3%
50Δ63.0165.1%4.1%62.9861.8%3.3%
55Δ62.3861.9%3.5%63.5358.4%2.8%
60Δ61.7458.7%2.9%64.0755.0%2.4%
65Δ61.1155.5%2.3%64.6151.7%1.9%
70Δ60.4852.2%1.8%65.1548.4%1.4%
75Δ59.9148.6%1.2%65.6945.0%1.0%
80Δ59.5543.8%0.9%66.1541.3%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
70.53
IV
129.2%
B/E move
15.8%
Puts
Pseudo strike
58.44
IV
108.0%
B/E move
10.0%

35Δ

Calls
Pseudo strike
67.24
IV
102.9%
B/E move
10.6%
Puts
Pseudo strike
60.15
IV
88.6%
B/E move
7.3%

40Δ

Calls
Pseudo strike
65.22
IV
84.1%
B/E move
7.4%
Puts
Pseudo strike
61.32
IV
76.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
63.93
IV
72.2%
B/E move
5.4%
Puts
Pseudo strike
62.23
IV
68.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
63.01
IV
65.1%
B/E move
4.1%
Puts
Pseudo strike
62.98
IV
61.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
62.38
IV
61.9%
B/E move
3.5%
Puts
Pseudo strike
63.53
IV
58.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
61.74
IV
58.7%
B/E move
2.9%
Puts
Pseudo strike
64.07
IV
55.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
61.11
IV
55.5%
B/E move
2.3%
Puts
Pseudo strike
64.61
IV
51.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
60.48
IV
52.2%
B/E move
1.8%
Puts
Pseudo strike
65.15
IV
48.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
59.91
IV
48.6%
B/E move
1.2%
Puts
Pseudo strike
65.69
IV
45.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
59.55
IV
43.8%
B/E move
0.9%
Puts
Pseudo strike
66.15
IV
41.3%
B/E move
0.6%

Options history

IV · four-Friday blend19.10%
Daily close
JPEM14.5%28.1%41.7%2026-08-14: 26.26%2026-08-17: 29.35%2026-08-18: 32.37%2026-08-19: 36.62%2026-08-20: 39.78%2026-08-21: 20.18%2026-08-24: 20.69%2026-08-25: 20.13%2026-08-26: 20.27%2026-08-27: 20.15%2026-08-28: 20.21%2026-08-31: 20.64%2026-09-01: 20.50%2026-09-02: 20.53%2026-09-03: 20.77%2026-09-04: 20.58%2026-09-08: 22.46%2026-09-09: 22.66%2026-09-10: 23.63%2026-09-11: 23.57%2026-09-14: 26.46%2026-09-15: 28.87%2026-09-16: 31.71%2026-09-17: 38.28%2026-09-18: 20.18%2026-09-21: 20.44%2026-09-22: 18.30%2026-09-23: 18.75%2026-09-24: 17.72%2026-09-25: 17.55%2026-09-28: 17.43%2026-09-29: 17.92%2026-09-30: 18.24%2026-10-01: 17.82%2026-10-02: 18.19%2026-10-05: 18.63%2026-10-06: 18.70%2026-10-07: 19.12%2026-10-08: 19.37%2026-10-09: 20.04%2026-10-12: 22.33%2026-10-13: 23.64%2026-10-14: 25.60%2026-10-15: 31.72%2026-10-16: 17.00%2026-10-19: 17.10%2026-10-20: 16.36%2026-10-21: 17.14%2026-10-22: 17.74%2026-10-23: 17.36%2026-10-26: 18.12%2026-10-27: 18.69%2026-10-28: 18.52%2026-10-29: 18.95%2026-10-30: 19.10%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
26.26%
29.35%
32.37%
36.62%
39.78%
20.18%
20.69%
20.13%
20.27%
20.15%
20.21%
20.64%
20.50%
20.53%
20.77%
20.58%
22.46%
22.66%
23.63%
23.57%
26.46%
28.87%
31.71%
38.28%
20.18%
20.44%
18.30%
18.75%
17.72%
17.55%
17.43%
17.92%
18.24%
17.82%
18.19%
18.63%
18.70%
19.12%
19.37%
20.04%
22.33%
23.64%
25.60%
31.72%
17.00%
17.10%
16.36%
17.14%
17.74%
17.36%
18.12%
18.69%
18.52%
18.95%
19.10%