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JPMorgan U.S. Quality Factor ETF JQUA

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Market datapartial · fetched 2026-10-22T16:42:31.180Z

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 · 2026-10-22T16:42:17.414066231Z

FundamentalsAlpha Vantage · unavailable

Share price$75.98
1D-0.1%
$75.65$75.80$75.95$76.10$76.255:30 AM6:30 AM9:00 AM1:00 PMJQUA
Sold putSold call

JPMorgan U.S. Quality Factor ETF options

Live interpolated JQUA call and put midpoint premiums by absolute delta.JPMorgan U.S. Quality Factor ETF$0.56$1.33$2.09$2.85$3.62$71.78$73.82$75.86$77.90$79.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JQUA spot · $75.97JQUA PRICE$0.65$0.74$0.83$0.95$1.08$1.25$1.58$1.90$2.40$2.92$3.40$0.65$0.73$0.79$0.89$0.95$1.02$1.19$1.38$1.57$1.84$2.11$2.44$2.86
PutsExpensive1.47×
CallsExpensive1.32×
SkewBearish+1.05 pp
Implied moveBearish±$2.27
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.8526.1%6.3%
25Δ73.2122.2%4.6%
30Δ78.2316.4%3.8%74.2418.8%3.3%
35Δ77.6215.1%3.1%74.9217.1%2.6%
40Δ77.0914.0%2.6%75.4315.4%2.0%
45Δ76.6813.4%2.2%75.9213.7%1.4%
50Δ76.3012.9%1.8%76.2913.3%1.1%
55Δ75.9012.7%1.6%76.6413.3%0.9%
60Δ75.4813.7%1.4%76.9913.3%0.7%
65Δ75.0614.7%1.3%77.3913.3%0.6%
70Δ74.4716.0%1.2%77.7913.3%0.4%
75Δ73.8517.1%1.0%78.2413.3%0.2%
80Δ73.2317.2%0.9%78.7613.4%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.85
IV
26.1%
B/E move
6.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.21
IV
22.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
78.23
IV
16.4%
B/E move
3.8%
Puts
Pseudo strike
74.24
IV
18.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
77.62
IV
15.1%
B/E move
3.1%
Puts
Pseudo strike
74.92
IV
17.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
77.09
IV
14.0%
B/E move
2.6%
Puts
Pseudo strike
75.43
IV
15.4%
B/E move
2.0%

45Δ

Calls
Pseudo strike
76.68
IV
13.4%
B/E move
2.2%
Puts
Pseudo strike
75.92
IV
13.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
76.30
IV
12.9%
B/E move
1.8%
Puts
Pseudo strike
76.29
IV
13.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
75.90
IV
12.7%
B/E move
1.6%
Puts
Pseudo strike
76.64
IV
13.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
75.48
IV
13.7%
B/E move
1.4%
Puts
Pseudo strike
76.99
IV
13.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
75.06
IV
14.7%
B/E move
1.3%
Puts
Pseudo strike
77.39
IV
13.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
74.47
IV
16.0%
B/E move
1.2%
Puts
Pseudo strike
77.79
IV
13.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
73.85
IV
17.1%
B/E move
1.0%
Puts
Pseudo strike
78.24
IV
13.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
73.23
IV
17.2%
B/E move
0.9%
Puts
Pseudo strike
78.76
IV
13.4%
B/E move
0.1%

Options history

No recorded observations