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JPMorgan Diversified Return International Equity ETF JPIN

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Market datapartial · fetched 2026-10-23T01:37:39.958Z

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 · 2026-10-23T00:00:00.131910065Z

FundamentalsAlpha Vantage · unavailable

Share price$74.21
1D+0.0%
AH$74.00$74.08$74.17$74.25$74.335:30 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$0.69$1.49$2.30$3.11$3.91$69.10$71.59$74.07$76.56$79.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPIN spot · $74.21JPIN PRICE$0.78$0.79$0.86$0.95$1.05$1.15$1.28$1.40$1.59$1.82$2.07$2.46$2.90$0.85$0.93$1.02$1.11$1.21$1.32$1.46$1.59$1.79$1.99$2.26$2.70$3.68
PutsExpensive1.63×
CallsExpensive1.52×
SkewBearish+1.28 pp
Implied moveBearish±$2.73
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.2834.9%10.6%68.9234.8%8.3%
25Δ78.5226.3%6.9%70.7328.8%5.9%
30Δ77.1522.5%5.1%71.9724.8%4.4%
35Δ76.2520.0%4.0%72.8521.9%3.3%
40Δ75.5818.3%3.3%73.5019.9%2.6%
45Δ75.0016.7%2.6%74.0818.2%2.0%
50Δ74.5815.8%2.2%74.5217.0%1.5%
55Δ74.1714.9%1.8%74.9615.9%1.1%
60Δ73.7614.4%1.5%75.3415.3%0.9%
65Δ73.3614.3%1.3%75.7214.8%0.7%
70Δ72.9414.2%1.1%76.1314.5%0.4%
75Δ72.4414.5%0.9%76.6915.0%0.3%
80Δ71.8815.0%0.8%77.7317.6%0.2%

20Δ

Calls
Pseudo strike
81.28
IV
34.9%
B/E move
10.6%
Puts
Pseudo strike
68.92
IV
34.8%
B/E move
8.3%

25Δ

Calls
Pseudo strike
78.52
IV
26.3%
B/E move
6.9%
Puts
Pseudo strike
70.73
IV
28.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
77.15
IV
22.5%
B/E move
5.1%
Puts
Pseudo strike
71.97
IV
24.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
76.25
IV
20.0%
B/E move
4.0%
Puts
Pseudo strike
72.85
IV
21.9%
B/E move
3.3%

40Δ

Calls
Pseudo strike
75.58
IV
18.3%
B/E move
3.3%
Puts
Pseudo strike
73.50
IV
19.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
75.00
IV
16.7%
B/E move
2.6%
Puts
Pseudo strike
74.08
IV
18.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
74.58
IV
15.8%
B/E move
2.2%
Puts
Pseudo strike
74.52
IV
17.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
74.17
IV
14.9%
B/E move
1.8%
Puts
Pseudo strike
74.96
IV
15.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
73.76
IV
14.4%
B/E move
1.5%
Puts
Pseudo strike
75.34
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
73.36
IV
14.3%
B/E move
1.3%
Puts
Pseudo strike
75.72
IV
14.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
72.94
IV
14.2%
B/E move
1.1%
Puts
Pseudo strike
76.13
IV
14.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
72.44
IV
14.5%
B/E move
0.9%
Puts
Pseudo strike
76.69
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
71.88
IV
15.0%
B/E move
0.8%
Puts
Pseudo strike
77.73
IV
17.6%
B/E move
0.2%

Options history

No recorded observations