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JPMorgan Ultra-Short Income ETF JPST

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Market datapartial · fetched 2026-10-22T23:45:15.055Z

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 · 2026-10-22T22:30:00.003990596Z

FundamentalsAlpha Vantage · unavailable

Share price$50.38
1D+0.0%
AH$50.33$50.35$50.37$50.39$50.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJPST
Sold putSold callAH

JPMorgan Ultra-Short Income ETF options

Live interpolated JPST call and put midpoint premiums by absolute delta.JPMorgan Ultra-Short Income ETF$0.16$0.79$1.42$2.06$2.69$46.28$48.24$50.20$52.16$54.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPST spot · $50.38JPST PRICE$0.23$0.92$1.05$1.05$1.02$0.95$0.88$0.81$0.73$0.66$0.59$0.51$0.44$0.90$1.07$1.07$1.08$1.09$1.05$0.97$0.89$0.81$0.73$1.16$1.61$2.51
PutsExpensive8.39×
CallsExpensive12.65×
SkewBearish+2.48 pp
Implied moveBearish±$1.85
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.8811.8%3.4%45.8346.7%10.8%
25Δ55.3444.5%11.7%46.5947.7%9.7%
30Δ54.1141.4%9.5%48.0837.8%6.7%
35Δ52.6833.3%6.6%49.0730.9%4.7%
40Δ51.9128.0%5.1%49.7226.2%3.5%
45Δ51.6825.0%4.5%50.1222.2%2.6%
50Δ51.4522.0%3.9%50.3418.7%2.0%
55Δ51.2218.9%3.3%50.5615.2%1.4%
60Δ50.9815.9%2.7%50.7711.7%0.8%
65Δ50.7512.9%2.0%50.998.2%0.2%
70Δ50.529.8%1.4%51.4310.5%0.2%
75Δ50.296.8%0.8%51.8813.1%0.2%
80Δ50.053.8%0.2%52.7817.6%0.2%

20Δ

Calls
Pseudo strike
51.88
IV
11.8%
B/E move
3.4%
Puts
Pseudo strike
45.83
IV
46.7%
B/E move
10.8%

25Δ

Calls
Pseudo strike
55.34
IV
44.5%
B/E move
11.7%
Puts
Pseudo strike
46.59
IV
47.7%
B/E move
9.7%

30Δ

Calls
Pseudo strike
54.11
IV
41.4%
B/E move
9.5%
Puts
Pseudo strike
48.08
IV
37.8%
B/E move
6.7%

35Δ

Calls
Pseudo strike
52.68
IV
33.3%
B/E move
6.6%
Puts
Pseudo strike
49.07
IV
30.9%
B/E move
4.7%

40Δ

Calls
Pseudo strike
51.91
IV
28.0%
B/E move
5.1%
Puts
Pseudo strike
49.72
IV
26.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
51.68
IV
25.0%
B/E move
4.5%
Puts
Pseudo strike
50.12
IV
22.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
51.45
IV
22.0%
B/E move
3.9%
Puts
Pseudo strike
50.34
IV
18.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
51.22
IV
18.9%
B/E move
3.3%
Puts
Pseudo strike
50.56
IV
15.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
50.98
IV
15.9%
B/E move
2.7%
Puts
Pseudo strike
50.77
IV
11.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
50.75
IV
12.9%
B/E move
2.0%
Puts
Pseudo strike
50.99
IV
8.2%
B/E move
0.2%

70Δ

Calls
Pseudo strike
50.52
IV
9.8%
B/E move
1.4%
Puts
Pseudo strike
51.43
IV
10.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
50.29
IV
6.8%
B/E move
0.8%
Puts
Pseudo strike
51.88
IV
13.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
50.05
IV
3.8%
B/E move
0.2%
Puts
Pseudo strike
52.78
IV
17.6%
B/E move
0.2%

Options history

No recorded observations