Share price$50.28
1D-0.0%
Sold putSold callAH
JPMorgan Ultra-Short Income ETF JPST
i
Market dataready · fetched 2026-11-12T02:37:40.810Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.102900665Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:37:40.309461+00:00
JPMorgan Ultra-Short Income ETF options
PutsExpensive4.09×
CallsExpensive3.20×
SkewBearish+0.48 pp
Implied moveBearish±$0.56
TiltBearish25.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.92 | 7.9% | 1.4% | 49.91 | 6.1% | 0.8% |
| 25Δ | 50.84 | 7.6% | 1.3% | 50.06 | 5.6% | 0.6% |
| 30Δ | 50.77 | 7.4% | 1.2% | 50.14 | 5.8% | 0.6% |
| 35Δ | 50.69 | 7.1% | 1.1% | 50.22 | 6.0% | 0.5% |
| 40Δ | 50.61 | 6.8% | 1.0% | 50.30 | 6.3% | 0.5% |
| 45Δ | 50.53 | 6.5% | 0.8% | 50.38 | 6.5% | 0.4% |
| 50Δ | 50.45 | 6.2% | 0.7% | 50.46 | 6.7% | 0.4% |
| 55Δ | 50.37 | 5.9% | 0.6% | 50.54 | 7.0% | 0.3% |
| 60Δ | 50.29 | 5.7% | 0.5% | 50.62 | 7.2% | 0.3% |
| 65Δ | 50.21 | 5.4% | 0.4% | 50.70 | 7.5% | 0.2% |
| 70Δ | 50.13 | 5.1% | 0.3% | 50.78 | 7.7% | 0.2% |
| 75Δ | 50.05 | 4.8% | 0.2% | 50.86 | 7.9% | 0.1% |
| 80Δ | 49.86 | 5.8% | 0.1% | 50.93 | 8.2% | 0.1% |
20Δ
- Pseudo strike
- 50.92
- IV
- 7.9%
- B/E move
- 1.4%
- Pseudo strike
- 49.91
- IV
- 6.1%
- B/E move
- 0.8%
25Δ
- Pseudo strike
- 50.84
- IV
- 7.6%
- B/E move
- 1.3%
- Pseudo strike
- 50.06
- IV
- 5.6%
- B/E move
- 0.6%
30Δ
- Pseudo strike
- 50.77
- IV
- 7.4%
- B/E move
- 1.2%
- Pseudo strike
- 50.14
- IV
- 5.8%
- B/E move
- 0.6%
35Δ
- Pseudo strike
- 50.69
- IV
- 7.1%
- B/E move
- 1.1%
- Pseudo strike
- 50.22
- IV
- 6.0%
- B/E move
- 0.5%
40Δ
- Pseudo strike
- 50.61
- IV
- 6.8%
- B/E move
- 1.0%
- Pseudo strike
- 50.30
- IV
- 6.3%
- B/E move
- 0.5%
45Δ
- Pseudo strike
- 50.53
- IV
- 6.5%
- B/E move
- 0.8%
- Pseudo strike
- 50.38
- IV
- 6.5%
- B/E move
- 0.4%
50Δ
- Pseudo strike
- 50.45
- IV
- 6.2%
- B/E move
- 0.7%
- Pseudo strike
- 50.46
- IV
- 6.7%
- B/E move
- 0.4%
55Δ
- Pseudo strike
- 50.37
- IV
- 5.9%
- B/E move
- 0.6%
- Pseudo strike
- 50.54
- IV
- 7.0%
- B/E move
- 0.3%
60Δ
- Pseudo strike
- 50.29
- IV
- 5.7%
- B/E move
- 0.5%
- Pseudo strike
- 50.62
- IV
- 7.2%
- B/E move
- 0.3%
65Δ
- Pseudo strike
- 50.21
- IV
- 5.4%
- B/E move
- 0.4%
- Pseudo strike
- 50.70
- IV
- 7.5%
- B/E move
- 0.2%
70Δ
- Pseudo strike
- 50.13
- IV
- 5.1%
- B/E move
- 0.3%
- Pseudo strike
- 50.78
- IV
- 7.7%
- B/E move
- 0.2%
75Δ
- Pseudo strike
- 50.05
- IV
- 4.8%
- B/E move
- 0.2%
- Pseudo strike
- 50.86
- IV
- 7.9%
- B/E move
- 0.1%
80Δ
- Pseudo strike
- 49.86
- IV
- 5.8%
- B/E move
- 0.1%
- Pseudo strike
- 50.93
- IV
- 8.2%
- B/E move
- 0.1%
Options history
IV · four-Friday blend19.14%
Daily close
25 observations2026-08-13 — 2026-09-24
Table
| Date | IV (%) |
|---|---|
| 23.71% | |
| 25.13% | |
| 31.54% | |
| 33.37% | |
| 41.99% | |
| 17.54% | |
| 18.30% | |
| 18.01% | |
| 18.96% | |
| 19.09% | |
| 18.05% | |
| 18.90% | |
| 19.15% | |
| 19.17% | |
| 20.77% | |
| 21.59% | |
| 22.19% | |
| 22.80% | |
| 28.23% | |
| 30.61% | |
| 34.45% | |
| 43.28% | |
| 17.41% | |
| 15.48% | |
| 19.14% |