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JPMorgan Chase & Co JPM

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-10-20T14:16:28.775Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:16:26.155980251Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-20T14:10:20.130815+00:00

Share price$337.36
1D+1.0%
$333$335$336$338$3395:30 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$0.60$2.62$4.64$6.66$8.68$327.54$332.49$337.44$342.40$347.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPM spot · $337.36JPM PRICE$0.82$1.08$1.43$1.77$2.17$2.61$3.05$3.59$4.13$4.83$5.78$6.84$8.10$0.92$1.21$1.52$1.85$2.21$2.61$3.01$3.46$3.91$4.53$5.64$6.64$7.48
PutsExpensive1.49×
CallsExpensive1.36×
SkewBullish-0.56 pp
Implied moveBalanced±$6.06
TiltBalanced1.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ343.8123.8%2.2%330.7226.6%2.2%
25Δ342.5223.9%1.9%332.1826.1%1.9%
30Δ341.5024.3%1.7%333.4025.6%1.6%
35Δ340.4924.7%1.5%334.5625.2%1.4%
40Δ339.4924.9%1.3%335.6024.9%1.2%
45Δ338.5225.1%1.1%336.5724.6%1.0%
50Δ337.5525.3%1.0%337.5424.3%0.8%
55Δ336.5725.3%0.8%338.4423.8%0.7%
60Δ335.5925.2%0.7%339.3423.3%0.6%
65Δ334.5025.6%0.6%340.3423.3%0.5%
70Δ333.2626.6%0.5%341.6725.0%0.4%
75Δ331.8927.5%0.4%342.9325.7%0.3%
80Δ330.3428.2%0.3%344.0824.9%0.2%

20Δ

Calls
Pseudo strike
343.81
IV
23.8%
B/E move
2.2%
Puts
Pseudo strike
330.72
IV
26.6%
B/E move
2.2%

25Δ

Calls
Pseudo strike
342.52
IV
23.9%
B/E move
1.9%
Puts
Pseudo strike
332.18
IV
26.1%
B/E move
1.9%

30Δ

Calls
Pseudo strike
341.50
IV
24.3%
B/E move
1.7%
Puts
Pseudo strike
333.40
IV
25.6%
B/E move
1.6%

35Δ

Calls
Pseudo strike
340.49
IV
24.7%
B/E move
1.5%
Puts
Pseudo strike
334.56
IV
25.2%
B/E move
1.4%

40Δ

Calls
Pseudo strike
339.49
IV
24.9%
B/E move
1.3%
Puts
Pseudo strike
335.60
IV
24.9%
B/E move
1.2%

45Δ

Calls
Pseudo strike
338.52
IV
25.1%
B/E move
1.1%
Puts
Pseudo strike
336.57
IV
24.6%
B/E move
1.0%

50Δ

Calls
Pseudo strike
337.55
IV
25.3%
B/E move
1.0%
Puts
Pseudo strike
337.54
IV
24.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
336.57
IV
25.3%
B/E move
0.8%
Puts
Pseudo strike
338.44
IV
23.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
335.59
IV
25.2%
B/E move
0.7%
Puts
Pseudo strike
339.34
IV
23.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
334.50
IV
25.6%
B/E move
0.6%
Puts
Pseudo strike
340.34
IV
23.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
333.26
IV
26.6%
B/E move
0.5%
Puts
Pseudo strike
341.67
IV
25.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
331.89
IV
27.5%
B/E move
0.4%
Puts
Pseudo strike
342.93
IV
25.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
330.34
IV
28.2%
B/E move
0.3%
Puts
Pseudo strike
344.08
IV
24.9%
B/E move
0.2%

Options history

JPM21.6421.9922.352026-10-19T19:55:13.830000+00:00: 22.00%2026-10-20T13:30:03.053000+00:00: 22.29%2026-10-20T13:49:13.557000+00:00: 21.72%2026-10-20T13:49:55.412000+00:00: 21.68%2026-10-20T13:55:45.306000+00:00: 22.30%Oct 19Oct 20
Table
ObservationIVSkewImplied move
22.00%3.76 pp5.22%
22.29%2.20 pp5.19%
21.72%5.19 pp5.06%
21.68%4.18 pp5.05%
22.30%2.75 pp5.19%