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JPMorgan Chase & Co. JPM

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-11-09T20:53:59.768Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:53:58.722848896Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T20:53:59.319982+00:00

Share price$342.08
1D+0.6%
$336$338$340$342$3445:30 AM6:30 AM9:00 AM1:00 PMJPM
Sold putSold call

JPMorgan Chase & Co. options

Live interpolated JPM call and put midpoint premiums by absolute delta.JPMorgan Chase & Co.$0.76$3.43$6.09$8.76$11.43$329.24$335.96$342.68$349.41$356.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPM spot · $342.08JPM PRICE$1.05$1.42$1.81$2.29$2.78$3.38$4.00$4.74$5.53$6.51$7.63$8.92$10.66$1.26$1.63$2.04$2.49$2.96$3.49$4.02$4.66$5.31$6.11$6.95$8.09$9.34
PutsExpensive1.26×
CallsCheap0.90×
SkewBullish-0.62 pp
Implied moveBalanced±$8.02
TiltBalanced2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ350.4126.4%2.7%333.1031.0%3.0%
25Δ348.8826.7%2.4%335.1430.1%2.5%
30Δ347.4327.0%2.1%336.8229.4%2.1%
35Δ346.1327.3%1.9%338.3428.9%1.8%
40Δ344.8427.6%1.6%339.7528.5%1.5%
45Δ343.5928.0%1.4%341.0528.1%1.3%
50Δ342.3328.4%1.2%342.3227.6%1.1%
55Δ341.0328.8%1.1%343.5527.3%0.9%
60Δ339.6929.2%0.9%344.7826.9%0.8%
65Δ338.2429.7%0.8%346.0626.7%0.6%
70Δ336.6630.3%0.6%347.3526.6%0.5%
75Δ334.9531.0%0.5%348.8626.6%0.4%
80Δ332.8232.0%0.4%350.4726.6%0.3%

20Δ

Calls
Pseudo strike
350.41
IV
26.4%
B/E move
2.7%
Puts
Pseudo strike
333.10
IV
31.0%
B/E move
3.0%

25Δ

Calls
Pseudo strike
348.88
IV
26.7%
B/E move
2.4%
Puts
Pseudo strike
335.14
IV
30.1%
B/E move
2.5%

30Δ

Calls
Pseudo strike
347.43
IV
27.0%
B/E move
2.1%
Puts
Pseudo strike
336.82
IV
29.4%
B/E move
2.1%

35Δ

Calls
Pseudo strike
346.13
IV
27.3%
B/E move
1.9%
Puts
Pseudo strike
338.34
IV
28.9%
B/E move
1.8%

40Δ

Calls
Pseudo strike
344.84
IV
27.6%
B/E move
1.6%
Puts
Pseudo strike
339.75
IV
28.5%
B/E move
1.5%

45Δ

Calls
Pseudo strike
343.59
IV
28.0%
B/E move
1.4%
Puts
Pseudo strike
341.05
IV
28.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
342.33
IV
28.4%
B/E move
1.2%
Puts
Pseudo strike
342.32
IV
27.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
341.03
IV
28.8%
B/E move
1.1%
Puts
Pseudo strike
343.55
IV
27.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
339.69
IV
29.2%
B/E move
0.9%
Puts
Pseudo strike
344.78
IV
26.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
338.24
IV
29.7%
B/E move
0.8%
Puts
Pseudo strike
346.06
IV
26.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
336.66
IV
30.3%
B/E move
0.6%
Puts
Pseudo strike
347.35
IV
26.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
334.95
IV
31.0%
B/E move
0.5%
Puts
Pseudo strike
348.86
IV
26.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
332.82
IV
32.0%
B/E move
0.4%
Puts
Pseudo strike
350.47
IV
26.6%
B/E move
0.3%

Options history

IV · four-Friday blend23.51%
Daily close
JPM17.2%23.6%29.9%2026-08-11: 20.74%2026-08-12: 19.98%2026-08-13: 20.19%2026-08-14: 18.09%2026-08-17: 20.14%2026-08-18: 20.61%2026-08-19: 20.86%2026-08-20: 20.74%2026-08-21: 20.27%2026-08-24: 21.19%2026-08-25: 21.09%2026-08-26: 21.61%2026-08-27: 20.48%2026-08-28: 18.86%2026-08-31: 19.97%2026-09-01: 21.48%2026-09-02: 20.99%2026-09-03: 20.56%2026-09-04: 20.12%2026-09-08: 23.32%2026-09-09: 23.83%2026-09-10: 23.43%2026-09-11: 21.27%2026-09-14: 24.56%2026-09-15: 25.12%2026-09-16: 25.82%2026-09-17: 22.25%2026-09-18: 22.59%2026-09-21: 23.82%2026-09-22: 25.37%2026-09-23: 25.07%2026-09-24: 25.05%2026-09-25: 24.24%2026-09-28: 26.98%2026-09-29: 27.62%2026-09-30: 26.15%2026-10-01: 26.99%2026-10-02: 25.19%2026-10-05: 26.76%2026-10-06: 26.95%2026-10-07: 27.02%2026-10-08: 29.03%2026-10-09: 27.78%2026-10-12: 29.05%2026-10-13: 25.17%2026-10-14: 25.89%2026-10-15: 23.53%2026-10-16: 21.91%2026-10-19: 22.87%2026-10-20: 22.01%2026-10-21: 21.20%2026-10-22: 24.64%2026-10-23: 22.28%2026-10-26: 23.45%2026-10-27: 22.87%2026-10-28: 22.82%2026-10-29: 22.08%2026-10-30: 23.51%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
20.74%
19.98%
20.19%
18.09%
20.14%
20.61%
20.86%
20.74%
20.27%
21.19%
21.09%
21.61%
20.48%
18.86%
19.97%
21.48%
20.99%
20.56%
20.12%
23.32%
23.83%
23.43%
21.27%
24.56%
25.12%
25.82%
22.25%
22.59%
23.82%
25.37%
25.07%
25.05%
24.24%
26.98%
27.62%
26.15%
26.99%
25.19%
26.76%
26.95%
27.02%
29.03%
27.78%
29.05%
25.17%
25.89%
23.53%
21.91%
22.87%
22.01%
21.20%
24.64%
22.28%
23.45%
22.87%
22.82%
22.08%
23.51%