IntraAlpha
Create free account Start free

JPMorgan U.S. Quality Factor ETF JQUA

i

Market dataready · fetched 2026-11-12T03:46:39.761Z

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 · 2026-11-12T01:00:00.023075653Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:46:39.368394+00:00

Share price$76.21
1D-0.5%
AH$75.56$75.83$76.11$76.38$76.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJQUA
Sold putSold callAH

JPMorgan U.S. Quality Factor ETF options

Live interpolated JQUA call and put midpoint premiums by absolute delta.JPMorgan U.S. Quality Factor ETF$0.51$1.10$1.69$2.28$2.87$72.01$74.25$76.49$78.73$80.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JQUA spot · $76.21JQUA PRICE$0.57$0.60$0.61$0.64$0.69$0.75$0.80$0.87$0.96$1.04$1.13$1.21$0.60$0.63$0.67$0.72$0.77$0.83$0.91$0.99$1.08$1.18$1.55$1.91$2.70
PutsCheap0.83×
Calls——
Skew——
Implied moveBearish±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.1644.6%6.1%
25Δ79.1433.7%4.6%73.6534.9%4.2%
30Δ78.0827.3%3.2%74.5429.3%3.1%
35Δ77.4523.0%2.4%75.1625.6%2.3%
40Δ76.9319.5%1.8%75.6023.0%1.8%
45Δ76.6618.0%1.5%76.0220.4%1.3%
50Δ76.3916.5%1.2%76.2719.2%1.1%
55Δ76.1315.0%0.9%76.5217.9%0.9%
60Δ75.9113.8%0.8%76.7716.6%0.7%
65Δ75.7513.0%0.7%77.0315.5%0.5%
70Δ75.5912.2%0.5%77.4517.1%0.4%
75Δ75.4211.4%0.4%77.8718.7%0.3%
80Δ75.2610.6%0.3%78.6922.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.16
IV
44.6%
B/E move
6.1%

25Δ

Calls
Pseudo strike
79.14
IV
33.7%
B/E move
4.6%
Puts
Pseudo strike
73.65
IV
34.9%
B/E move
4.2%

30Δ

Calls
Pseudo strike
78.08
IV
27.3%
B/E move
3.2%
Puts
Pseudo strike
74.54
IV
29.3%
B/E move
3.1%

35Δ

Calls
Pseudo strike
77.45
IV
23.0%
B/E move
2.4%
Puts
Pseudo strike
75.16
IV
25.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
76.93
IV
19.5%
B/E move
1.8%
Puts
Pseudo strike
75.60
IV
23.0%
B/E move
1.8%

45Δ

Calls
Pseudo strike
76.66
IV
18.0%
B/E move
1.5%
Puts
Pseudo strike
76.02
IV
20.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
76.39
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
76.27
IV
19.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
76.13
IV
15.0%
B/E move
0.9%
Puts
Pseudo strike
76.52
IV
17.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
75.91
IV
13.8%
B/E move
0.8%
Puts
Pseudo strike
76.77
IV
16.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
75.75
IV
13.0%
B/E move
0.7%
Puts
Pseudo strike
77.03
IV
15.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
75.59
IV
12.2%
B/E move
0.5%
Puts
Pseudo strike
77.45
IV
17.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
75.42
IV
11.4%
B/E move
0.4%
Puts
Pseudo strike
77.87
IV
18.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
75.26
IV
10.6%
B/E move
0.3%
Puts
Pseudo strike
78.69
IV
22.7%
B/E move
0.3%

Options history

IV · four-Friday blend15.18%
Daily close
JQUA12.3%17.0%21.7%2026-08-13: 14.02%2026-08-14: 15.26%2026-08-17: 16.20%2026-08-18: 17.15%2026-08-19: 18.23%2026-08-20: 18.61%2026-08-21: 13.58%2026-08-24: 13.83%2026-08-25: 13.72%2026-08-26: 13.53%2026-08-27: 13.34%2026-08-28: 12.99%2026-08-31: 13.53%2026-09-01: 13.74%2026-09-02: 13.72%2026-09-03: 13.02%2026-09-04: 13.39%2026-09-08: 14.06%2026-09-09: 14.84%2026-09-10: 15.59%2026-09-11: 14.80%2026-09-14: 16.09%2026-09-15: 17.77%2026-09-17: 21.05%2026-09-18: 14.19%2026-09-21: 13.37%2026-09-22: 13.28%2026-09-23: 13.49%2026-09-24: 13.12%2026-09-25: 13.04%2026-09-28: 13.90%2026-09-29: 13.93%2026-09-30: 14.22%2026-10-01: 14.03%2026-10-02: 14.21%2026-10-05: 14.09%2026-10-06: 14.29%2026-10-07: 14.37%2026-10-08: 14.43%2026-10-09: 13.88%2026-10-12: 14.94%2026-10-13: 16.09%2026-10-16: 13.49%2026-10-19: 13.26%2026-10-20: 13.14%2026-10-21: 12.98%2026-10-22: 13.79%2026-10-23: 14.09%2026-10-26: 13.98%2026-10-27: 13.73%2026-10-28: 13.53%2026-10-29: 13.57%2026-10-30: 15.18%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.02%
15.26%
16.20%
17.15%
18.23%
18.61%
13.58%
13.83%
13.72%
13.53%
13.34%
12.99%
13.53%
13.74%
13.72%
13.02%
13.39%
14.06%
14.84%
15.59%
14.80%
16.09%
17.77%
21.05%
14.19%
13.37%
13.28%
13.49%
13.12%
13.04%
13.90%
13.93%
14.22%
14.03%
14.21%
14.09%
14.29%
14.37%
14.43%
13.88%
14.94%
16.09%
13.49%
13.26%
13.14%
12.98%
13.79%
14.09%
13.98%
13.73%
13.53%
13.57%
15.18%