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JPMorgan BetaBuilders International Equity ETF BBIN

i

Market dataready · fetched 2026-11-03T16:07:44.736Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-03T15:43:32.662923963Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T16:07:41.852213+00:00

Share price$77.76
1D-0.0%
$77.58$77.65$77.73$77.80$77.875:30 AM6:30 AM9:00 AM1:00 PMBBIN
Sold putSold call

JPMorgan BetaBuilders International Equity ETF options

Live interpolated BBIN call and put midpoint premiums by absolute delta.JPMorgan BetaBuilders International Equity ETF$1.39$1.74$2.08$2.43$2.77$71.07$74.31$77.55$80.79$84.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BBIN spot · $77.75BBIN PRICE$1.43$1.59$1.82$1.61$1.88$2.14$2.41$2.67
Puts——
Calls——
Skew——
Implied moveBearish±$4.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ74.5323.2%6.2%
35Δ75.5322.0%5.3%
40Δ79.9815.0%4.7%76.5220.8%4.3%
45Δ79.2614.0%4.0%77.5219.6%3.4%
50Δ78.5713.6%3.4%78.5218.4%2.5%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.53
IV
23.2%
B/E move
6.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.53
IV
22.0%
B/E move
5.3%

40Δ

Calls
Pseudo strike
79.98
IV
15.0%
B/E move
4.7%
Puts
Pseudo strike
76.52
IV
20.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
79.26
IV
14.0%
B/E move
4.0%
Puts
Pseudo strike
77.52
IV
19.6%
B/E move
3.4%

50Δ

Calls
Pseudo strike
78.57
IV
13.6%
B/E move
3.4%
Puts
Pseudo strike
78.52
IV
18.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.16%
Daily close
BBIN14.0%20.4%26.8%2026-08-05: 16.30%2026-08-06: 16.46%2026-08-07: 16.81%2026-08-10: 16.93%2026-08-11: 16.57%2026-08-12: 15.60%2026-08-13: 16.24%2026-08-14: 16.48%2026-08-17: 18.18%2026-08-18: 19.19%2026-08-19: 21.18%2026-08-20: 24.16%2026-08-21: 15.67%2026-08-24: 15.86%2026-08-25: 15.86%2026-08-26: 15.35%2026-08-27: 15.65%2026-08-28: 15.08%2026-08-31: 15.60%2026-09-01: 15.90%2026-09-02: 16.14%2026-09-03: 15.59%2026-09-04: 15.71%2026-09-08: 16.21%2026-09-09: 16.68%2026-09-10: 17.73%2026-09-11: 17.37%2026-09-14: 19.19%2026-09-15: 21.07%2026-09-16: 21.00%2026-09-17: 24.15%2026-09-18: 16.16%2026-09-21: 15.96%2026-09-22: 15.29%2026-09-23: 15.50%2026-09-24: 15.51%2026-09-25: 15.43%2026-09-28: 15.76%2026-09-29: 16.19%2026-09-30: 16.24%2026-10-01: 17.26%2026-10-02: 17.31%2026-10-05: 17.83%2026-10-06: 17.40%2026-10-07: 17.90%2026-10-08: 17.92%2026-10-09: 18.42%2026-10-12: 19.38%2026-10-13: 20.19%2026-10-14: 21.87%2026-10-15: 25.95%2026-10-16: 14.92%2026-10-19: 15.41%2026-10-20: 15.47%2026-10-21: 15.19%2026-10-22: 15.67%2026-10-23: 16.25%2026-10-26: 16.14%2026-10-27: 16.39%2026-10-28: 15.90%2026-10-29: 15.76%2026-10-30: 16.16%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
16.30%
16.46%
16.81%
16.93%
16.57%
15.60%
16.24%
16.48%
18.18%
19.19%
21.18%
24.16%
15.67%
15.86%
15.86%
15.35%
15.65%
15.08%
15.60%
15.90%
16.14%
15.59%
15.71%
16.21%
16.68%
17.73%
17.37%
19.19%
21.07%
21.00%
24.15%
16.16%
15.96%
15.29%
15.50%
15.51%
15.43%
15.76%
16.19%
16.24%
17.26%
17.31%
17.83%
17.40%
17.90%
17.92%
18.42%
19.38%
20.19%
21.87%
25.95%
14.92%
15.41%
15.47%
15.19%
15.67%
16.25%
16.14%
16.39%
15.90%
15.76%
16.16%