IntraAlpha
Create free account Start free

JPMorgan Diversified Return International Equity ETF JPIN

i

Market datapartial · fetched 2026-10-23T21:08:34.969Z

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 · 2026-10-23T20:10:00.003911846Z

FundamentalsAlpha Vantage · unavailable

Share price$73.97
1D+0.2%
AH$73.61$73.74$73.88$74.01$74.155:30 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$0.68$1.59$2.49$3.40$4.31$68.75$71.27$73.79$76.32$78.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPIN spot · $73.97JPIN PRICE$0.78$0.79$0.88$0.93$1.03$1.14$1.26$1.40$1.61$1.82$2.14$2.51$3.02$0.86$0.95$1.04$1.12$1.20$1.32$1.44$1.58$1.75$2.07$2.39$3.03$4.05
PutsExpensive1.69×
CallsExpensive1.60×
SkewBearish+1.72 pp
Implied moveBearish±$2.70
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.0235.5%10.6%68.5736.1%8.5%
25Δ78.3027.0%6.9%70.4329.8%6.1%
30Δ76.9523.3%5.2%71.6625.8%4.5%
35Δ75.9519.9%3.9%72.5722.5%3.4%
40Δ75.3118.2%3.2%73.2720.1%2.6%
45Δ74.7716.9%2.6%73.8318.4%2.0%
50Δ74.3315.9%2.2%74.2717.2%1.5%
55Δ73.9015.1%1.8%74.6616.2%1.2%
60Δ73.5014.9%1.5%75.0715.3%0.9%
65Δ73.1014.7%1.3%75.5315.6%0.7%
70Δ72.6414.9%1.1%75.9915.8%0.5%
75Δ72.1615.2%0.9%76.7217.2%0.4%
80Δ71.5415.8%0.8%77.8219.7%0.3%

20Δ

Calls
Pseudo strike
81.02
IV
35.5%
B/E move
10.6%
Puts
Pseudo strike
68.57
IV
36.1%
B/E move
8.5%

25Δ

Calls
Pseudo strike
78.30
IV
27.0%
B/E move
6.9%
Puts
Pseudo strike
70.43
IV
29.8%
B/E move
6.1%

30Δ

Calls
Pseudo strike
76.95
IV
23.3%
B/E move
5.2%
Puts
Pseudo strike
71.66
IV
25.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
75.95
IV
19.9%
B/E move
3.9%
Puts
Pseudo strike
72.57
IV
22.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
75.31
IV
18.2%
B/E move
3.2%
Puts
Pseudo strike
73.27
IV
20.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
74.77
IV
16.9%
B/E move
2.6%
Puts
Pseudo strike
73.83
IV
18.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
74.33
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
74.27
IV
17.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
73.90
IV
15.1%
B/E move
1.8%
Puts
Pseudo strike
74.66
IV
16.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
73.50
IV
14.9%
B/E move
1.5%
Puts
Pseudo strike
75.07
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
73.10
IV
14.7%
B/E move
1.3%
Puts
Pseudo strike
75.53
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
72.64
IV
14.9%
B/E move
1.1%
Puts
Pseudo strike
75.99
IV
15.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
72.16
IV
15.2%
B/E move
0.9%
Puts
Pseudo strike
76.72
IV
17.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
71.54
IV
15.8%
B/E move
0.8%
Puts
Pseudo strike
77.82
IV
19.7%
B/E move
0.3%

Options history

No recorded observations