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JPMorgan Equity Premium Income ETF JEPI

i

Market dataready · fetched 2026-11-04T00:52:07.341Z

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 · 2026-11-04T00:51:36.707675565Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:52:06.840815+00:00

Share price$57.31
1D-0.2%
AH$57.26$57.34$57.43$57.52$57.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJEPI
Sold putSold callAH

JPMorgan Equity Premium Income ETF options

Live interpolated JEPI call and put midpoint premiums by absolute delta.JPMorgan Equity Premium Income ETF$0.00$1.25$2.50$3.75$5.00$55.05$55.97$56.90$57.82$58.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive JEPI spot · $57.31JEPI PRICE$0.13$0.17$0.21$0.31$0.41$0.52$0.62$0.73$0.83$1.11$1.44$1.77$0.20$0.27$0.35$0.43$0.50$0.53$0.57$0.60$0.63$0.67$0.70$3.60$4.64
PutsExpensive1.68×
Calls——
Skew——
Implied moveBullish±$1.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.769.9%2.8%55.9814.2%2.7%
25Δ58.379.3%2.1%56.2414.1%2.3%
30Δ57.998.7%1.5%56.5014.0%2.0%
35Δ57.839.4%1.4%56.7514.0%1.7%
40Δ57.6710.0%1.4%57.0014.0%1.4%
45Δ57.5110.6%1.3%57.1513.0%1.2%
50Δ57.3511.3%1.2%57.3012.0%1.0%
55Δ57.1911.9%1.1%57.4411.0%0.8%
60Δ57.0312.5%1.0%57.5910.0%0.6%
65Δ56.7114.2%0.9%57.749.0%0.4%
70Δ56.3516.0%0.8%57.888.0%0.2%
75Δ55.9817.8%0.8%60.4432.5%0.8%
80Δ61.6035.1%0.6%

20Δ

Calls
Pseudo strike
58.76
IV
9.9%
B/E move
2.8%
Puts
Pseudo strike
55.98
IV
14.2%
B/E move
2.7%

25Δ

Calls
Pseudo strike
58.37
IV
9.3%
B/E move
2.1%
Puts
Pseudo strike
56.24
IV
14.1%
B/E move
2.3%

30Δ

Calls
Pseudo strike
57.99
IV
8.7%
B/E move
1.5%
Puts
Pseudo strike
56.50
IV
14.0%
B/E move
2.0%

35Δ

Calls
Pseudo strike
57.83
IV
9.4%
B/E move
1.4%
Puts
Pseudo strike
56.75
IV
14.0%
B/E move
1.7%

40Δ

Calls
Pseudo strike
57.67
IV
10.0%
B/E move
1.4%
Puts
Pseudo strike
57.00
IV
14.0%
B/E move
1.4%

45Δ

Calls
Pseudo strike
57.51
IV
10.6%
B/E move
1.3%
Puts
Pseudo strike
57.15
IV
13.0%
B/E move
1.2%

50Δ

Calls
Pseudo strike
57.35
IV
11.3%
B/E move
1.2%
Puts
Pseudo strike
57.30
IV
12.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
57.19
IV
11.9%
B/E move
1.1%
Puts
Pseudo strike
57.44
IV
11.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
57.03
IV
12.5%
B/E move
1.0%
Puts
Pseudo strike
57.59
IV
10.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
56.71
IV
14.2%
B/E move
0.9%
Puts
Pseudo strike
57.74
IV
9.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
56.35
IV
16.0%
B/E move
0.8%
Puts
Pseudo strike
57.88
IV
8.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
55.98
IV
17.8%
B/E move
0.8%
Puts
Pseudo strike
60.44
IV
32.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.60
IV
35.1%
B/E move
0.6%

Options history

IV · four-Friday blend12.82%
Daily EOD
JEPI9.2%11.1%13.1%2026-10-23: 9.44%2026-10-26: 11.45%2026-10-29: 12.82%Oct 23Oct 26Oct 29
3 observations2026-10-23 — 2026-10-29
Table
DateIV (%)
9.44%
11.45%
12.82%