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JPMorgan Diversified Return US Equity ETF JPUS

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Market dataready · fetched 2026-10-22T23:56:46.054Z

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 · 2026-10-22T22:30:00.004053253Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:56:44.437193+00:00

Share price$142.05
1D+0.7%
AH$140.43$140.86$141.30$141.73$142.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJPUS
Sold putSold callAH

JPMorgan Diversified Return US Equity ETF options

Live interpolated JPUS call and put midpoint premiums by absolute delta.JPMorgan Diversified Return US Equity ETF$4.27$5.06$5.85$6.65$7.44$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEJPUS PRICE$4.93$5.03$4.36$4.83$5.52$7.21
PutsExpensive2.11×
CallsExpensive1.26×
SkewBearish+7.69 pp
Implied move——
TiltBearish37.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ143.9122.5%1.8%
60Δ144.9621.5%1.4%
65Δ146.0821.2%1.0%
70Δ147.9623.9%0.9%
75Δ138.5515.5%1.0%
80Δ138.0813.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
143.91
IV
22.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
144.96
IV
21.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
146.08
IV
21.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
147.96
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
138.55
IV
15.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
138.08
IV
13.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations