IntraAlpha
Create free account Start free

JPMorgan Diversified Return International Equity ETF JPIN

i

Market datapartial · fetched 2026-10-23T17:03:30.497Z

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 · 2026-10-23T16:17:12.645507988Z

FundamentalsAlpha Vantage · unavailable

Share price$74.04
1D+0.2%
$73.61$73.74$73.88$74.01$74.155:30 AM6:30 AM9:00 AM1:00 PMJPIN
Sold putSold call

JPMorgan Diversified Return International Equity ETF options

Live interpolated JPIN call and put midpoint premiums by absolute delta.JPMorgan Diversified Return International Equity ETF$0.83$1.72$2.61$3.50$4.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEJPIN PRICE$0.93$1.23$1.52$1.82$2.12$2.42$2.71$3.01$3.31$3.61$2.57$3.24$4.13
PutsExpensive1.47×
CallsExpensive1.47×
SkewBearish+0.38 pp
Implied move——
TiltBullish39.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ75.9919.7%3.9%
40Δ75.4719.3%3.6%
45Δ74.9518.9%3.3%
50Δ74.4318.5%3.0%
55Δ73.9118.1%2.7%
60Δ73.3917.7%2.4%
65Δ72.8717.3%2.1%
70Δ72.3516.9%1.8%76.2016.8%0.6%
75Δ71.8316.5%1.5%76.9518.4%0.4%
80Δ71.3016.0%1.2%77.9619.6%0.3%

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

35Δ

Calls
Pseudo strike
75.99
IV
19.7%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
75.47
IV
19.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
74.95
IV
18.9%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
74.43
IV
18.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
73.91
IV
18.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
73.39
IV
17.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
72.87
IV
17.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
72.35
IV
16.9%
B/E move
1.8%
Puts
Pseudo strike
76.20
IV
16.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
71.83
IV
16.5%
B/E move
1.5%
Puts
Pseudo strike
76.95
IV
18.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
71.30
IV
16.0%
B/E move
1.2%
Puts
Pseudo strike
77.96
IV
19.6%
B/E move
0.3%

Options history

No recorded observations