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JPMorgan Chase & Co JPM

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-16T01:00:36.860Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:46:06.928161927Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T01:00:36.447653+00:00

Share price$335.67
1D-0.8%
AH$333$334$336$338$3405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJPM
Sold putSold callAH

JPMorgan Chase & Co options

Live interpolated JPM call and put midpoint premiums by absolute delta.JPMorgan Chase & Co$0.37$1.74$3.12$4.50$5.88$327.26$330.86$334.45$338.05$341.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPM spot · $335.67JPM PRICE$0.52$0.70$0.88$1.07$1.32$1.57$1.82$2.08$2.37$2.68$2.99$3.30$3.61$0.57$0.74$0.96$1.18$1.40$1.66$2.06$2.45$2.85$3.31$3.90$4.48$5.48
PutsCheap0.64×
CallsCheap0.85×
SkewBearish+3.93 pp
Implied moveBearish±$3.88
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ339.6325.7%1.3%331.4728.2%1.4%
25Δ338.9225.8%1.2%332.4128.1%1.2%
30Δ338.2125.9%1.0%333.1227.9%1.0%
35Δ337.5025.9%0.9%333.8027.6%0.9%
40Δ336.9225.8%0.8%334.4827.4%0.8%
45Δ336.3425.7%0.7%335.1527.3%0.6%
50Δ335.7625.6%0.6%335.8027.9%0.6%
55Δ335.1825.5%0.5%336.4428.6%0.5%
60Δ334.6424.9%0.4%337.0929.2%0.4%
65Δ334.1124.1%0.3%337.7929.7%0.4%
70Δ333.5823.3%0.3%338.5929.8%0.3%
75Δ333.0622.5%0.2%339.3930.0%0.2%
80Δ332.5321.7%0.1%340.5731.9%0.2%

20Δ

Calls
Pseudo strike
339.63
IV
25.7%
B/E move
1.3%
Puts
Pseudo strike
331.47
IV
28.2%
B/E move
1.4%

25Δ

Calls
Pseudo strike
338.92
IV
25.8%
B/E move
1.2%
Puts
Pseudo strike
332.41
IV
28.1%
B/E move
1.2%

30Δ

Calls
Pseudo strike
338.21
IV
25.9%
B/E move
1.0%
Puts
Pseudo strike
333.12
IV
27.9%
B/E move
1.0%

35Δ

Calls
Pseudo strike
337.50
IV
25.9%
B/E move
0.9%
Puts
Pseudo strike
333.80
IV
27.6%
B/E move
0.9%

40Δ

Calls
Pseudo strike
336.92
IV
25.8%
B/E move
0.8%
Puts
Pseudo strike
334.48
IV
27.4%
B/E move
0.8%

45Δ

Calls
Pseudo strike
336.34
IV
25.7%
B/E move
0.7%
Puts
Pseudo strike
335.15
IV
27.3%
B/E move
0.6%

50Δ

Calls
Pseudo strike
335.76
IV
25.6%
B/E move
0.6%
Puts
Pseudo strike
335.80
IV
27.9%
B/E move
0.6%

55Δ

Calls
Pseudo strike
335.18
IV
25.5%
B/E move
0.5%
Puts
Pseudo strike
336.44
IV
28.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
334.64
IV
24.9%
B/E move
0.4%
Puts
Pseudo strike
337.09
IV
29.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
334.11
IV
24.1%
B/E move
0.3%
Puts
Pseudo strike
337.79
IV
29.7%
B/E move
0.4%

70Δ

Calls
Pseudo strike
333.58
IV
23.3%
B/E move
0.3%
Puts
Pseudo strike
338.59
IV
29.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
333.06
IV
22.5%
B/E move
0.2%
Puts
Pseudo strike
339.39
IV
30.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
332.53
IV
21.7%
B/E move
0.1%
Puts
Pseudo strike
340.57
IV
31.9%
B/E move
0.2%