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JPMorgan Chase & Co JPM

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-16T00:17:21.265Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T00:17:20.487825+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$1.63$7.86$14.08$20.30$26.52$297.50$317.37$337.25$357.13$377.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPM spot · $335.67JPM PRICE$2.31$3.10$3.97$4.98$6.08$7.24$8.67$10.17$11.84$13.79$16.26$18.26$20.96$2.83$3.72$4.67$5.69$6.81$7.98$9.59$11.20$12.80$14.75$17.07$20.04$24.73
PutsCheap0.76×
CallsCheap0.66×
SkewBearish+0.73 pp
Implied moveBearish±$18.26
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ356.0720.0%6.8%317.7123.1%6.2%
25Δ352.5320.2%5.9%321.8422.8%5.2%
30Δ349.1720.3%5.2%325.5522.4%4.4%
35Δ346.2620.7%4.6%328.8522.0%3.7%
40Δ343.3820.9%4.1%331.9321.7%3.1%
45Δ340.5321.0%3.6%334.8921.4%2.6%
50Δ337.7021.3%3.2%337.7921.7%2.2%
55Δ334.8821.7%2.8%340.6821.8%1.8%
60Δ331.9421.7%2.4%343.5521.4%1.5%
65Δ328.8422.0%2.1%346.6321.3%1.1%
70Δ325.4122.7%1.8%349.9321.5%0.8%
75Δ322.3122.1%1.5%353.7721.8%0.6%
80Δ318.6122.0%1.2%359.1723.1%0.4%

20Δ

Calls
Pseudo strike
356.07
IV
20.0%
B/E move
6.8%
Puts
Pseudo strike
317.71
IV
23.1%
B/E move
6.2%

25Δ

Calls
Pseudo strike
352.53
IV
20.2%
B/E move
5.9%
Puts
Pseudo strike
321.84
IV
22.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
349.17
IV
20.3%
B/E move
5.2%
Puts
Pseudo strike
325.55
IV
22.4%
B/E move
4.4%

35Δ

Calls
Pseudo strike
346.26
IV
20.7%
B/E move
4.6%
Puts
Pseudo strike
328.85
IV
22.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
343.38
IV
20.9%
B/E move
4.1%
Puts
Pseudo strike
331.93
IV
21.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
340.53
IV
21.0%
B/E move
3.6%
Puts
Pseudo strike
334.89
IV
21.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
337.70
IV
21.3%
B/E move
3.2%
Puts
Pseudo strike
337.79
IV
21.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
334.88
IV
21.7%
B/E move
2.8%
Puts
Pseudo strike
340.68
IV
21.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
331.94
IV
21.7%
B/E move
2.4%
Puts
Pseudo strike
343.55
IV
21.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
328.84
IV
22.0%
B/E move
2.1%
Puts
Pseudo strike
346.63
IV
21.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
325.41
IV
22.7%
B/E move
1.8%
Puts
Pseudo strike
349.93
IV
21.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
322.31
IV
22.1%
B/E move
1.5%
Puts
Pseudo strike
353.77
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
318.61
IV
22.0%
B/E move
1.2%
Puts
Pseudo strike
359.17
IV
23.1%
B/E move
0.4%