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JPMorgan Diversified Return International Equity ETF JPIN

i

Market datapartial · fetched 2026-11-13T02:10:09.943Z

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 · 2026-11-13T01:00:00.125320167Z

FundamentalsAlpha Vantage · unavailable

Share price$74.61
1D-0.2%
AH$74.48$74.56$74.63$74.70$74.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJPIN
Sold putSold callAH

JPMorgan Diversified Return International Equity ETF options

Live interpolated JPIN call and put midpoint premiums by absolute delta.JPMorgan Diversified Return International Equity ETF$1.31$1.44$1.58$1.71$1.85$71.78$73.08$74.38$75.68$76.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive JPIN spot · $74.61JPIN PRICE$1.32$1.32$1.34$1.39$1.51$1.65$1.81$1.32$1.34$1.40$1.49$1.59$1.70
Puts——
Calls——
Skew——
Implied moveBalanced±$3.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ82.0086.7%11.7%69.6577.1%8.4%
30Δ79.0067.2%7.7%71.5061.7%6.0%
35Δ77.2954.8%5.4%72.7052.5%4.4%
40Δ76.1846.7%4.0%73.5446.5%3.4%
45Δ75.4442.5%3.1%74.2241.7%2.7%
50Δ74.8239.4%2.5%74.7738.0%2.1%
55Δ74.3137.0%2.0%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
82.00
IV
86.7%
B/E move
11.7%
Puts
Pseudo strike
69.65
IV
77.1%
B/E move
8.4%

30Δ

Calls
Pseudo strike
79.00
IV
67.2%
B/E move
7.7%
Puts
Pseudo strike
71.50
IV
61.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
77.29
IV
54.8%
B/E move
5.4%
Puts
Pseudo strike
72.70
IV
52.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
76.18
IV
46.7%
B/E move
4.0%
Puts
Pseudo strike
73.54
IV
46.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
75.44
IV
42.5%
B/E move
3.1%
Puts
Pseudo strike
74.22
IV
41.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
74.82
IV
39.4%
B/E move
2.5%
Puts
Pseudo strike
74.77
IV
38.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
74.31
IV
37.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend15.96%
Daily close
JPIN13.3%21.7%30.1%2026-08-14: 17.81%2026-08-17: 19.67%2026-08-18: 21.82%2026-08-19: 23.39%2026-08-20: 27.88%2026-08-21: 16.01%2026-08-24: 16.20%2026-08-25: 15.77%2026-08-26: 16.01%2026-08-27: 16.16%2026-08-28: 15.73%2026-08-31: 16.57%2026-09-01: 16.45%2026-09-02: 17.26%2026-09-03: 16.52%2026-09-04: 16.65%2026-09-08: 17.68%2026-09-09: 18.31%2026-09-10: 19.21%2026-09-11: 18.72%2026-09-14: 21.31%2026-09-15: 22.78%2026-09-16: 23.82%2026-09-17: 28.97%2026-09-18: 16.69%2026-09-21: 16.41%2026-09-22: 14.74%2026-09-23: 15.29%2026-09-24: 15.61%2026-09-25: 14.97%2026-09-28: 15.26%2026-09-29: 15.65%2026-09-30: 15.81%2026-10-01: 16.44%2026-10-02: 16.34%2026-10-05: 16.82%2026-10-06: 16.57%2026-10-07: 17.21%2026-10-08: 17.33%2026-10-09: 17.63%2026-10-12: 19.56%2026-10-13: 18.92%2026-10-14: 22.10%2026-10-15: 25.55%2026-10-16: 15.11%2026-10-19: 15.61%2026-10-20: 14.45%2026-10-21: 15.33%2026-10-22: 15.76%2026-10-23: 15.80%2026-10-26: 15.88%2026-10-27: 15.72%2026-10-28: 15.61%2026-10-29: 15.43%2026-10-30: 15.96%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
17.81%
19.67%
21.82%
23.39%
27.88%
16.01%
16.20%
15.77%
16.01%
16.16%
15.73%
16.57%
16.45%
17.26%
16.52%
16.65%
17.68%
18.31%
19.21%
18.72%
21.31%
22.78%
23.82%
28.97%
16.69%
16.41%
14.74%
15.29%
15.61%
14.97%
15.26%
15.65%
15.81%
16.44%
16.34%
16.82%
16.57%
17.21%
17.33%
17.63%
19.56%
18.92%
22.10%
25.55%
15.11%
15.61%
14.45%
15.33%
15.76%
15.80%
15.88%
15.72%
15.61%
15.43%
15.96%