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JPMorgan Diversified Return International Equity ETF JPIN

i

Market dataready · fetched 2026-11-04T00:56:49.123Z

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 · 2026-11-03T23:30:00.003529846Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:56:48.686729+00:00

Share price$73.92
1D-0.8%
AH$73.86$74.04$74.21$74.38$74.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJPIN
Sold putSold callAH

JPMorgan Diversified Return International Equity ETF options

Live interpolated JPIN call and put midpoint premiums by absolute delta.JPMorgan Diversified Return International Equity ETF$0.66$1.47$2.28$3.08$3.89$72.21$73.12$74.02$74.93$75.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JPIN spot · $73.92JPIN PRICE$0.75$0.77$0.84$0.79$1.01$1.22$1.47$1.72$2.02$2.42$2.93$3.66$0.78$0.83$0.89$0.95$1.01$1.08$1.15$1.21$1.27$1.32
Puts——
Calls——
Skew——
Implied moveBullish±$2.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.6344.3%10.1%68.9541.9%7.8%
25Δ78.0133.9%6.6%70.6834.1%5.5%
30Δ76.6928.8%4.9%71.8428.7%4.0%
35Δ72.6424.8%3.0%
40Δ74.8117.4%2.3%73.2421.9%2.3%
45Δ74.4718.5%2.1%73.7019.7%1.8%
50Δ74.1219.6%1.9%74.0917.8%1.3%
55Δ73.7220.1%1.7%74.3616.3%1.0%
60Δ73.3020.5%1.5%74.6214.8%0.8%
65Δ72.8420.9%1.3%74.8913.3%0.5%
70Δ72.3121.7%1.1%
75Δ71.6823.0%0.9%
80Δ70.8525.0%0.8%

20Δ

Calls
Pseudo strike
80.63
IV
44.3%
B/E move
10.1%
Puts
Pseudo strike
68.95
IV
41.9%
B/E move
7.8%

25Δ

Calls
Pseudo strike
78.01
IV
33.9%
B/E move
6.6%
Puts
Pseudo strike
70.68
IV
34.1%
B/E move
5.5%

30Δ

Calls
Pseudo strike
76.69
IV
28.8%
B/E move
4.9%
Puts
Pseudo strike
71.84
IV
28.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.64
IV
24.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
74.81
IV
17.4%
B/E move
2.3%
Puts
Pseudo strike
73.24
IV
21.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
74.47
IV
18.5%
B/E move
2.1%
Puts
Pseudo strike
73.70
IV
19.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
74.12
IV
19.6%
B/E move
1.9%
Puts
Pseudo strike
74.09
IV
17.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
73.72
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
74.36
IV
16.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
73.30
IV
20.5%
B/E move
1.5%
Puts
Pseudo strike
74.62
IV
14.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
72.84
IV
20.9%
B/E move
1.3%
Puts
Pseudo strike
74.89
IV
13.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
72.31
IV
21.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
71.68
IV
23.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
70.85
IV
25.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.96%
Daily close
JPIN13.3%21.7%30.1%2026-08-05: 15.44%2026-08-06: 15.86%2026-08-07: 15.32%2026-08-10: 16.53%2026-08-11: 16.01%2026-08-12: 17.59%2026-08-13: 17.65%2026-08-14: 17.81%2026-08-17: 19.67%2026-08-18: 21.82%2026-08-19: 23.39%2026-08-20: 27.88%2026-08-21: 16.01%2026-08-24: 16.20%2026-08-25: 15.77%2026-08-26: 16.01%2026-08-27: 16.16%2026-08-28: 15.73%2026-08-31: 16.57%2026-09-01: 16.45%2026-09-02: 17.26%2026-09-03: 16.52%2026-09-04: 16.65%2026-09-08: 17.68%2026-09-09: 18.31%2026-09-10: 19.21%2026-09-11: 18.72%2026-09-14: 21.31%2026-09-15: 22.78%2026-09-16: 23.82%2026-09-17: 28.97%2026-09-18: 16.69%2026-09-21: 16.41%2026-09-22: 14.74%2026-09-23: 15.29%2026-09-24: 15.61%2026-09-25: 14.97%2026-09-28: 15.26%2026-09-29: 15.65%2026-09-30: 15.81%2026-10-01: 16.44%2026-10-02: 16.34%2026-10-05: 16.82%2026-10-06: 16.57%2026-10-07: 17.21%2026-10-08: 17.33%2026-10-09: 17.63%2026-10-12: 19.56%2026-10-13: 18.92%2026-10-14: 22.10%2026-10-15: 25.55%2026-10-16: 15.11%2026-10-19: 15.61%2026-10-20: 14.45%2026-10-21: 15.33%2026-10-22: 15.76%2026-10-23: 15.80%2026-10-26: 15.88%2026-10-27: 15.72%2026-10-28: 15.61%2026-10-29: 15.43%2026-10-30: 15.96%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
15.44%
15.86%
15.32%
16.53%
16.01%
17.59%
17.65%
17.81%
19.67%
21.82%
23.39%
27.88%
16.01%
16.20%
15.77%
16.01%
16.16%
15.73%
16.57%
16.45%
17.26%
16.52%
16.65%
17.68%
18.31%
19.21%
18.72%
21.31%
22.78%
23.82%
28.97%
16.69%
16.41%
14.74%
15.29%
15.61%
14.97%
15.26%
15.65%
15.81%
16.44%
16.34%
16.82%
16.57%
17.21%
17.33%
17.63%
19.56%
18.92%
22.10%
25.55%
15.11%
15.61%
14.45%
15.33%
15.76%
15.80%
15.88%
15.72%
15.61%
15.43%
15.96%