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JPMorgan Ultra-Short Municipal Income ETF JMST

i

Market dataready · fetched 2026-11-04T00:14:38.262Z

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 · 2026-11-03T23:30:00.003420757Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:14:38.047837+00:00

Share price$50.85
1D-0.0%
AH$50.71$50.76$50.80$50.84$50.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJMST
Sold putSold callAH

JPMorgan Ultra-Short Municipal Income ETF options

Live interpolated JMST call and put midpoint premiums by absolute delta.JPMorgan Ultra-Short Municipal Income ETF$0.00$0.42$0.84$1.26$1.68$50.24$50.56$50.88$51.21$51.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JMST spot · $50.85JMST PRICE$0.05$0.05$0.05$0.05$0.05$0.15$0.25$0.35$0.45$0.55$0.65$0.75$0.85$0.08$0.10$0.11$0.13$0.15$0.17$0.19$1.56
Puts——
CallsCheap0.89×
Skew——
Implied moveBullish±$0.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.716.1%1.8%50.196.9%1.5%
25Δ51.535.0%1.4%50.316.5%1.3%
30Δ51.363.9%1.1%50.436.1%1.1%
35Δ51.182.7%0.7%50.555.7%0.9%
40Δ51.001.6%0.4%50.675.2%0.7%
45Δ50.892.3%0.4%50.794.8%0.5%
50Δ50.773.0%0.3%50.914.4%0.3%
55Δ50.663.8%0.3%
60Δ50.554.5%0.3%
65Δ50.435.2%0.3%
70Δ50.326.0%0.2%
75Δ50.206.7%0.2%
80Δ50.097.4%0.2%52.3513.6%0.1%

20Δ

Calls
Pseudo strike
51.71
IV
6.1%
B/E move
1.8%
Puts
Pseudo strike
50.19
IV
6.9%
B/E move
1.5%

25Δ

Calls
Pseudo strike
51.53
IV
5.0%
B/E move
1.4%
Puts
Pseudo strike
50.31
IV
6.5%
B/E move
1.3%

30Δ

Calls
Pseudo strike
51.36
IV
3.9%
B/E move
1.1%
Puts
Pseudo strike
50.43
IV
6.1%
B/E move
1.1%

35Δ

Calls
Pseudo strike
51.18
IV
2.7%
B/E move
0.7%
Puts
Pseudo strike
50.55
IV
5.7%
B/E move
0.9%

40Δ

Calls
Pseudo strike
51.00
IV
1.6%
B/E move
0.4%
Puts
Pseudo strike
50.67
IV
5.2%
B/E move
0.7%

45Δ

Calls
Pseudo strike
50.89
IV
2.3%
B/E move
0.4%
Puts
Pseudo strike
50.79
IV
4.8%
B/E move
0.5%

50Δ

Calls
Pseudo strike
50.77
IV
3.0%
B/E move
0.3%
Puts
Pseudo strike
50.91
IV
4.4%
B/E move
0.3%

55Δ

Calls
Pseudo strike
50.66
IV
3.8%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
50.55
IV
4.5%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.43
IV
5.2%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.32
IV
6.0%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
50.20
IV
6.7%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.09
IV
7.4%
B/E move
0.2%
Puts
Pseudo strike
52.35
IV
13.6%
B/E move
0.1%

Options history

IV · four-Friday blend14.92%
Daily close
JMST12.8%24.9%36.9%2026-08-12: 17.30%2026-08-13: 18.57%2026-08-14: 18.96%2026-08-17: 21.17%2026-08-18: 23.20%2026-08-19: 25.62%2026-08-20: 32.43%2026-08-21: 14.50%2026-08-24: 14.69%2026-08-25: 15.59%2026-08-26: 16.01%2026-08-31: 15.53%2026-09-01: 15.52%2026-09-02: 15.74%2026-09-03: 15.93%2026-09-04: 16.31%2026-09-08: 17.36%2026-09-09: 17.92%2026-09-10: 18.51%2026-09-11: 19.01%2026-09-14: 21.99%2026-09-15: 23.86%2026-09-16: 28.54%2026-09-17: 35.22%2026-09-18: 14.92%Aug 12Sep 1Sep 18
25 observations2026-08-12 — 2026-09-18
Table
DateIV (%)
17.30%
18.57%
18.96%
21.17%
23.20%
25.62%
32.43%
14.50%
14.69%
15.59%
16.01%
15.53%
15.52%
15.74%
15.93%
16.31%
17.36%
17.92%
18.51%
19.01%
21.99%
23.86%
28.54%
35.22%
14.92%