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JPMorgan Diversified Return US Small Cap Equity ETF JPSE

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Market dataready · fetched 2026-10-22T10:40:46.086Z

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 · 2026-10-22T00:00:00.112574456Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:40:45.065665+00:00

Share price$56.99
1D-0.4%
AH$56.82$56.92$57.03$57.13$57.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJPSE
Sold putSold callAH

JPMorgan Diversified Return US Small Cap Equity ETF options

Live interpolated JPSE call and put midpoint premiums by absolute delta.JPMorgan Diversified Return US Small Cap Equity ETF$0.43$1.20$1.97$2.74$3.51$52.97$54.99$57.01$59.03$61.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPSE spot · $56.99JPSE PRICE$0.51$0.57$0.64$0.72$0.82$0.95$1.08$1.26$1.52$1.78$2.14$2.53$3.29$0.59$0.66$0.73$0.81$0.91$1.02$1.17$1.34$1.51$1.79$2.09$2.45$2.91
PutsExpensive1.63×
CallsExpensive1.54×
SkewBullish-0.28 pp
Implied moveBearish±$2.25
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6029.5%9.0%53.2631.3%7.6%
25Δ60.2725.0%6.8%54.4926.6%5.6%
30Δ59.2121.5%5.0%55.3423.2%4.2%
35Δ58.5719.7%4.0%56.0220.5%3.1%
40Δ58.0418.3%3.3%56.4419.3%2.6%
45Δ57.6417.8%2.8%56.8618.1%2.0%
50Δ57.2617.3%2.4%57.2317.5%1.6%
55Δ56.8817.2%2.0%57.5817.2%1.3%
60Δ56.4917.8%1.8%57.9316.9%1.0%
65Δ56.1018.4%1.6%58.3317.0%0.8%
70Δ55.6319.1%1.4%58.7417.3%0.6%
75Δ55.1219.9%1.2%59.2117.6%0.4%
80Δ54.2822.5%1.0%59.7718.0%0.2%

20Δ

Calls
Pseudo strike
61.60
IV
29.5%
B/E move
9.0%
Puts
Pseudo strike
53.26
IV
31.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
60.27
IV
25.0%
B/E move
6.8%
Puts
Pseudo strike
54.49
IV
26.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
59.21
IV
21.5%
B/E move
5.0%
Puts
Pseudo strike
55.34
IV
23.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
58.57
IV
19.7%
B/E move
4.0%
Puts
Pseudo strike
56.02
IV
20.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
58.04
IV
18.3%
B/E move
3.3%
Puts
Pseudo strike
56.44
IV
19.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
57.64
IV
17.8%
B/E move
2.8%
Puts
Pseudo strike
56.86
IV
18.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
57.26
IV
17.3%
B/E move
2.4%
Puts
Pseudo strike
57.23
IV
17.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
56.88
IV
17.2%
B/E move
2.0%
Puts
Pseudo strike
57.58
IV
17.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
56.49
IV
17.8%
B/E move
1.8%
Puts
Pseudo strike
57.93
IV
16.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
56.10
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
58.33
IV
17.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
55.63
IV
19.1%
B/E move
1.4%
Puts
Pseudo strike
58.74
IV
17.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
55.12
IV
19.9%
B/E move
1.2%
Puts
Pseudo strike
59.21
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
54.28
IV
22.5%
B/E move
1.0%
Puts
Pseudo strike
59.77
IV
18.0%
B/E move
0.2%

Options history

No recorded observations