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JPMorgan U.S. Value Factor ETF JVAL

i

Market dataready · fetched 2026-11-12T01:55:38.683Z

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 · 2026-11-12T01:00:00.139765139Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:55:38.293403+00:00

Share price$59.13
1D+0.4%
AH$58.67$58.82$58.98$59.13$59.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJVAL
Sold putSold callAH

JPMorgan U.S. Value Factor ETF options

Live interpolated JVAL call and put midpoint premiums by absolute delta.JPMorgan U.S. Value Factor ETF$0.55$0.99$1.42$1.85$2.29$55.95$57.35$58.76$60.16$61.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JVAL spot · $59.13JVAL PRICE$0.60$0.60$0.64$0.69$0.73$0.78$0.83$0.91$1.00$1.08$1.16$1.25$0.60$0.63$0.66$0.71$0.75$0.79$0.87$0.96$1.05$1.13$1.36$1.72$2.16
PutsExpensive1.67×
Calls——
Skew——
Implied moveBearish±$1.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.1756.7%7.7%
25Δ62.2645.6%6.3%56.6144.5%5.3%
30Δ61.0235.4%4.2%57.4937.1%3.9%
35Δ60.4231.0%3.3%58.1132.3%2.9%
40Δ59.9127.2%2.5%58.5228.6%2.3%
45Δ59.6124.7%2.0%58.9325.0%1.7%
50Δ59.3022.2%1.6%59.1923.3%1.4%
55Δ59.0019.8%1.2%59.4322.0%1.1%
60Δ58.8218.7%1.0%59.6620.6%0.9%
65Δ58.6417.6%0.9%59.8919.3%0.6%
70Δ58.4616.5%0.7%60.2119.5%0.5%
75Δ58.2915.4%0.5%60.6221.2%0.4%
80Δ58.1114.3%0.4%61.1123.5%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.17
IV
56.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
62.26
IV
45.6%
B/E move
6.3%
Puts
Pseudo strike
56.61
IV
44.5%
B/E move
5.3%

30Δ

Calls
Pseudo strike
61.02
IV
35.4%
B/E move
4.2%
Puts
Pseudo strike
57.49
IV
37.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
60.42
IV
31.0%
B/E move
3.3%
Puts
Pseudo strike
58.11
IV
32.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
59.91
IV
27.2%
B/E move
2.5%
Puts
Pseudo strike
58.52
IV
28.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
59.61
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
58.93
IV
25.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
59.30
IV
22.2%
B/E move
1.6%
Puts
Pseudo strike
59.19
IV
23.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
59.00
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
59.43
IV
22.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
58.82
IV
18.7%
B/E move
1.0%
Puts
Pseudo strike
59.66
IV
20.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
58.64
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
59.89
IV
19.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
58.46
IV
16.5%
B/E move
0.7%
Puts
Pseudo strike
60.21
IV
19.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
58.29
IV
15.4%
B/E move
0.5%
Puts
Pseudo strike
60.62
IV
21.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
58.11
IV
14.3%
B/E move
0.4%
Puts
Pseudo strike
61.11
IV
23.5%
B/E move
0.3%

Options history

IV · four-Friday blend17.54%
Daily close
JVAL13.0%25.6%38.2%2026-08-13: 21.65%2026-08-14: 22.28%2026-08-17: 25.44%2026-08-18: 26.76%2026-08-19: 30.08%2026-08-20: 36.42%2026-08-21: 19.40%2026-08-24: 20.74%2026-08-25: 20.77%2026-08-26: 20.60%2026-08-27: 20.16%2026-08-28: 20.61%2026-08-31: 21.47%2026-09-01: 21.43%2026-09-02: 20.65%2026-09-03: 20.92%2026-09-04: 20.69%2026-09-08: 22.84%2026-09-09: 23.24%2026-09-10: 24.79%2026-09-11: 23.76%2026-09-14: 26.62%2026-09-15: 29.26%2026-09-16: 29.40%2026-09-17: 36.01%2026-09-18: 21.74%2026-09-21: 15.57%2026-09-22: 14.71%2026-09-23: 15.08%2026-09-24: 15.72%2026-09-25: 15.39%2026-09-28: 15.66%2026-09-29: 15.70%2026-09-30: 15.69%2026-10-01: 16.12%2026-10-02: 15.79%2026-10-05: 15.53%2026-10-06: 15.86%2026-10-07: 16.12%2026-10-09: 16.28%2026-10-12: 17.53%2026-10-16: 15.88%2026-10-19: 15.33%2026-10-20: 15.25%2026-10-21: 15.26%2026-10-22: 15.98%2026-10-23: 16.47%2026-10-26: 16.23%2026-10-27: 16.25%2026-10-28: 15.99%2026-10-29: 15.82%2026-10-30: 17.54%Aug 13Sep 18Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.65%
22.28%
25.44%
26.76%
30.08%
36.42%
19.40%
20.74%
20.77%
20.60%
20.16%
20.61%
21.47%
21.43%
20.65%
20.92%
20.69%
22.84%
23.24%
24.79%
23.76%
26.62%
29.26%
29.40%
36.01%
21.74%
15.57%
14.71%
15.08%
15.72%
15.39%
15.66%
15.70%
15.69%
16.12%
15.79%
15.53%
15.86%
16.12%
16.28%
17.53%
15.88%
15.33%
15.25%
15.26%
15.98%
16.47%
16.23%
16.25%
15.99%
15.82%
17.54%