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JPMorgan U.S. Quality Factor ETF JQUA

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Market datapartial · fetched 2026-10-23T02:43:25.200Z

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 · 2026-10-23T00:00:00.090859513Z

FundamentalsAlpha Vantage · unavailable

Share price$76.14
1D+0.2%
AH$75.65$75.80$75.95$76.10$76.255:30 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$0.57$1.22$1.88$2.53$3.19$71.70$73.75$75.79$77.84$79.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JQUA spot · $76.14JQUA PRICE$0.64$0.72$0.81$0.93$1.08$1.24$1.47$1.73$2.03$2.53$3.00$0.65$0.73$0.80$0.91$1.00$1.10$1.29$1.49$1.75$2.04$2.39$2.85
PutsExpensive1.59×
CallsExpensive1.23×
SkewBearish+3.26 pp
Implied moveBearish±$2.38
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.0026.3%6.3%
25Δ73.3522.4%4.6%
30Δ78.3616.2%3.8%74.3519.3%3.4%
35Δ77.7414.7%3.0%75.0517.6%2.6%
40Δ77.2413.6%2.5%75.5516.1%2.1%
45Δ76.8113.0%2.1%76.0514.7%1.6%
50Δ76.4512.8%1.8%76.4414.6%1.3%
55Δ76.0912.6%1.6%76.8314.5%1.0%
60Δ75.7112.8%1.4%77.2514.5%0.8%
65Δ75.3313.1%1.2%77.6914.7%0.6%
70Δ74.9113.5%1.0%78.1715.0%0.5%
75Δ74.3114.6%0.9%78.7515.4%0.3%
80Δ73.7515.0%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.00
IV
26.3%
B/E move
6.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.35
IV
22.4%
B/E move
4.6%

30Δ

Calls
Pseudo strike
78.36
IV
16.2%
B/E move
3.8%
Puts
Pseudo strike
74.35
IV
19.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
77.74
IV
14.7%
B/E move
3.0%
Puts
Pseudo strike
75.05
IV
17.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
77.24
IV
13.6%
B/E move
2.5%
Puts
Pseudo strike
75.55
IV
16.1%
B/E move
2.1%

45Δ

Calls
Pseudo strike
76.81
IV
13.0%
B/E move
2.1%
Puts
Pseudo strike
76.05
IV
14.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
76.45
IV
12.8%
B/E move
1.8%
Puts
Pseudo strike
76.44
IV
14.6%
B/E move
1.3%

55Δ

Calls
Pseudo strike
76.09
IV
12.6%
B/E move
1.6%
Puts
Pseudo strike
76.83
IV
14.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
75.71
IV
12.8%
B/E move
1.4%
Puts
Pseudo strike
77.25
IV
14.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
75.33
IV
13.1%
B/E move
1.2%
Puts
Pseudo strike
77.69
IV
14.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
74.91
IV
13.5%
B/E move
1.0%
Puts
Pseudo strike
78.17
IV
15.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
74.31
IV
14.6%
B/E move
0.9%
Puts
Pseudo strike
78.75
IV
15.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
73.75
IV
15.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations