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JPMorgan U.S. Value Factor ETF JVAL

i

Market dataready · fetched 2026-10-22T16:54:18.082Z

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 · 2026-10-22T16:50:14.977019257Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:54:16.748546+00:00

Share price$58.53
1D+0.2%
$58.34$58.46$58.58$58.70$58.825:30 AM6:30 AM9:00 AM1:00 PMJVAL
Sold putSold call

JPMorgan U.S. Value Factor ETF options

Live interpolated JVAL call and put midpoint premiums by absolute delta.JPMorgan U.S. Value Factor ETF$0.36$1.17$1.99$2.80$3.61$54.80$56.69$58.57$60.46$62.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JVAL spot · $58.53JVAL PRICE$0.45$0.49$0.56$0.65$0.75$0.85$1.03$1.24$1.46$1.81$2.19$2.76$3.38$0.57$0.64$0.70$0.74$0.82$0.96$1.10$1.25$1.41$1.57$1.74$2.17$2.68
PutsExpensive1.48×
CallsExpensive1.58×
SkewBullish-0.53 pp
Implied moveBearish±$2.13
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.5725.3%7.7%54.9229.7%7.1%
25Δ61.2120.5%5.4%56.1424.9%5.2%
30Δ60.5018.5%4.3%57.0021.5%3.8%
35Δ59.9217.0%3.5%57.5818.8%2.9%
40Δ59.5116.3%3.0%58.1016.8%2.1%
45Δ59.1115.5%2.4%58.4316.4%1.8%
50Δ58.7515.7%2.1%58.7716.1%1.5%
55Δ58.4116.3%1.9%59.1015.8%1.2%
60Δ58.0716.8%1.7%59.4015.3%0.9%
65Δ57.6217.9%1.5%59.7014.7%0.7%
70Δ57.1319.2%1.4%60.0214.3%0.4%
75Δ56.4821.0%1.2%60.5315.2%0.3%
80Δ55.7522.5%1.0%61.1116.2%0.2%

20Δ

Calls
Pseudo strike
62.57
IV
25.3%
B/E move
7.7%
Puts
Pseudo strike
54.92
IV
29.7%
B/E move
7.1%

25Δ

Calls
Pseudo strike
61.21
IV
20.5%
B/E move
5.4%
Puts
Pseudo strike
56.14
IV
24.9%
B/E move
5.2%

30Δ

Calls
Pseudo strike
60.50
IV
18.5%
B/E move
4.3%
Puts
Pseudo strike
57.00
IV
21.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
59.92
IV
17.0%
B/E move
3.5%
Puts
Pseudo strike
57.58
IV
18.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
59.51
IV
16.3%
B/E move
3.0%
Puts
Pseudo strike
58.10
IV
16.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
59.11
IV
15.5%
B/E move
2.4%
Puts
Pseudo strike
58.43
IV
16.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
58.75
IV
15.7%
B/E move
2.1%
Puts
Pseudo strike
58.77
IV
16.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
58.41
IV
16.3%
B/E move
1.9%
Puts
Pseudo strike
59.10
IV
15.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
58.07
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
59.40
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
57.62
IV
17.9%
B/E move
1.5%
Puts
Pseudo strike
59.70
IV
14.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
57.13
IV
19.2%
B/E move
1.4%
Puts
Pseudo strike
60.02
IV
14.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
56.48
IV
21.0%
B/E move
1.2%
Puts
Pseudo strike
60.53
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
55.75
IV
22.5%
B/E move
1.0%
Puts
Pseudo strike
61.11
IV
16.2%
B/E move
0.2%

Options history

No recorded observations