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JPMorgan U.S. Value Factor ETF JVAL

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Market datapartial · fetched 2026-10-22T21:15:53.062Z

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 · 2026-10-22T20:10:00.002569208Z

FundamentalsAlpha Vantage · unavailable

Share price$58.88
1D+0.8%
AH$58.33$58.48$58.62$58.77$58.925:30 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$0.37$1.09$1.80$2.51$3.22$54.76$56.63$58.50$60.37$62.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JVAL spot · $58.88JVAL PRICE$0.45$0.48$0.53$0.60$0.69$0.79$0.89$1.05$1.24$1.43$1.67$2.02$2.37$0.58$0.65$0.72$0.77$0.91$1.06$1.23$1.45$1.67$1.99$2.35$3.02
PutsExpensive1.73×
CallsExpensive1.34×
SkewBearish+4.51 pp
Implied moveBearish±$2.12
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8925.2%7.6%55.1730.3%7.3%
25Δ61.5019.9%5.3%56.3925.7%5.3%
30Δ60.7417.4%4.1%57.2622.2%4.0%
35Δ60.2015.8%3.3%57.9419.2%2.9%
40Δ59.7914.9%2.7%58.3618.5%2.4%
45Δ59.4514.3%2.3%58.7518.1%2.0%
50Δ59.1213.7%1.9%59.1417.8%1.6%
55Δ58.8013.7%1.7%59.5217.9%1.4%
60Δ58.5013.8%1.5%59.9017.9%1.1%
65Δ58.2014.0%1.3%60.3518.3%0.9%
70Δ57.8514.4%1.1%60.8318.9%0.7%
75Δ57.4114.9%0.9%61.5920.8%0.5%
80Δ56.9815.5%0.8%

20Δ

Calls
Pseudo strike
62.89
IV
25.2%
B/E move
7.6%
Puts
Pseudo strike
55.17
IV
30.3%
B/E move
7.3%

25Δ

Calls
Pseudo strike
61.50
IV
19.9%
B/E move
5.3%
Puts
Pseudo strike
56.39
IV
25.7%
B/E move
5.3%

30Δ

Calls
Pseudo strike
60.74
IV
17.4%
B/E move
4.1%
Puts
Pseudo strike
57.26
IV
22.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
60.20
IV
15.8%
B/E move
3.3%
Puts
Pseudo strike
57.94
IV
19.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
59.79
IV
14.9%
B/E move
2.7%
Puts
Pseudo strike
58.36
IV
18.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
59.45
IV
14.3%
B/E move
2.3%
Puts
Pseudo strike
58.75
IV
18.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
59.12
IV
13.7%
B/E move
1.9%
Puts
Pseudo strike
59.14
IV
17.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
58.80
IV
13.7%
B/E move
1.7%
Puts
Pseudo strike
59.52
IV
17.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
58.50
IV
13.8%
B/E move
1.5%
Puts
Pseudo strike
59.90
IV
17.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
58.20
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
60.35
IV
18.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
57.85
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
60.83
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
57.41
IV
14.9%
B/E move
0.9%
Puts
Pseudo strike
61.59
IV
20.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
56.98
IV
15.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations