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JPMorgan Diversified Return US Equity ETF JPUS

i

Market dataready · fetched 2026-11-12T03:00:20.388Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T01:00:00.108442699Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:00:19.993880+00:00

Share price$144.13
1D-0.5%
AH$143.09$143.59$144.08$144.58$145.085:30 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$2.29$2.98$3.68$4.38$5.08$136.22$140.11$144.00$147.89$151.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JPUS spot · $144.13JPUS PRICE$2.36$2.40$2.42$2.44$2.45$2.45$2.45$2.45$2.45$2.36$2.43$2.41$2.44$2.45$2.45$2.48$3.19$3.90$4.31$4.62$4.88
Puts——
Calls——
Skew——
Implied moveBalanced±$4.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ135.2267.3%7.8%
30Δ138.5154.6%5.6%
35Δ148.7746.8%4.9%140.6844.8%4.1%
40Δ146.8639.3%3.6%142.2737.7%3.0%
45Δ145.7434.1%2.8%143.4332.0%2.2%
50Δ144.6228.8%2.0%144.2427.5%1.6%
55Δ143.8624.8%1.5%145.0423.3%1.1%
60Δ143.5522.4%1.3%145.9125.0%1.0%
65Δ143.2519.9%1.1%146.7926.7%0.9%
70Δ142.9417.4%0.9%147.4825.8%0.7%
75Δ142.6315.0%0.7%148.0924.0%0.5%
80Δ148.5821.9%0.3%

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
135.22
IV
67.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.51
IV
54.6%
B/E move
5.6%

35Δ

Calls
Pseudo strike
148.77
IV
46.8%
B/E move
4.9%
Puts
Pseudo strike
140.68
IV
44.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
146.86
IV
39.3%
B/E move
3.6%
Puts
Pseudo strike
142.27
IV
37.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
145.74
IV
34.1%
B/E move
2.8%
Puts
Pseudo strike
143.43
IV
32.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
144.62
IV
28.8%
B/E move
2.0%
Puts
Pseudo strike
144.24
IV
27.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
143.86
IV
24.8%
B/E move
1.5%
Puts
Pseudo strike
145.04
IV
23.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
143.55
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
145.91
IV
25.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
143.25
IV
19.9%
B/E move
1.1%
Puts
Pseudo strike
146.79
IV
26.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
142.94
IV
17.4%
B/E move
0.9%
Puts
Pseudo strike
147.48
IV
25.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
142.63
IV
15.0%
B/E move
0.7%
Puts
Pseudo strike
148.09
IV
24.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
148.58
IV
21.9%
B/E move
0.3%

Options history

IV · four-Friday blend17.25%
Daily close
JPUS12.9%25.0%37.0%2026-08-18: 22.51%2026-08-20: 31.49%2026-08-21: 14.77%2026-08-25: 15.39%2026-08-27: 14.70%2026-08-28: 18.17%2026-08-31: 16.46%2026-09-01: 18.78%2026-09-02: 16.97%2026-09-03: 17.94%2026-09-04: 17.43%2026-09-08: 21.17%2026-09-09: 21.60%2026-09-10: 20.48%2026-09-11: 21.22%2026-09-14: 23.17%2026-09-15: 25.32%2026-09-16: 27.52%2026-09-17: 35.37%2026-09-18: 17.48%2026-09-21: 17.07%2026-09-22: 16.88%2026-09-23: 18.28%2026-09-24: 18.31%2026-09-25: 17.92%2026-09-28: 19.10%2026-09-29: 18.67%2026-09-30: 19.68%2026-10-01: 18.80%2026-10-02: 18.82%2026-10-05: 19.45%2026-10-06: 19.84%2026-10-07: 20.45%2026-10-08: 20.29%2026-10-09: 20.73%2026-10-12: 23.03%2026-10-13: 25.18%2026-10-14: 27.93%2026-10-15: 33.17%2026-10-16: 15.46%2026-10-19: 15.24%2026-10-20: 16.08%2026-10-21: 14.93%2026-10-23: 15.35%2026-10-26: 15.01%2026-10-27: 15.50%2026-10-28: 14.61%2026-10-30: 17.25%Aug 18Sep 24Oct 30
48 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
22.51%
31.49%
14.77%
15.39%
14.70%
18.17%
16.46%
18.78%
16.97%
17.94%
17.43%
21.17%
21.60%
20.48%
21.22%
23.17%
25.32%
27.52%
35.37%
17.48%
17.07%
16.88%
18.28%
18.31%
17.92%
19.10%
18.67%
19.68%
18.80%
18.82%
19.45%
19.84%
20.45%
20.29%
20.73%
23.03%
25.18%
27.93%
33.17%
15.46%
15.24%
16.08%
14.93%
15.35%
15.01%
15.50%
14.61%
17.25%