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JPMorgan Chase & Co. JPM

i

Market datapartial · fetched 2026-11-04T09:26:27.000Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T09:23:58.399526995Z

FundamentalsAlpha Vantage · unavailable

Share price$339.57
1D
Price history unavailable.

JPMorgan Chase & Co. options

Live interpolated JPM call and put midpoint premiums by absolute delta.JPMorgan Chase & Co.$0.45$6.19$11.92$17.66$23.40$320.89$328.87$336.85$344.82$352.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JPM spot · $339.57JPM PRICE$1.07$1.42$1.79$2.20$2.64$3.13$3.64$4.20$4.76$5.44$6.13$6.89$7.67$1.48$1.97$2.51$3.11$3.79$4.52$5.32$6.30$7.43$8.78$10.49$13.15$21.75
PutsExpensive2.77×
CallsExpensive1.68×
SkewBearish+19.46 pp
Implied moveBearish±$8.96
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ348.0538.4%2.8%329.0751.7%3.5%
25Δ346.3638.1%2.4%331.2451.3%3.0%
30Δ344.8137.8%2.1%333.1751.3%2.6%
35Δ343.4737.5%1.8%334.9451.3%2.3%
40Δ342.1737.3%1.5%336.6151.5%2.0%
45Δ340.9637.1%1.3%338.2651.6%1.7%
50Δ339.7736.8%1.1%339.8951.8%1.5%
55Δ338.6336.3%1.0%341.5752.3%1.3%
60Δ337.4935.8%0.8%343.3453.2%1.1%
65Δ336.3535.2%0.7%345.2654.5%0.9%
70Δ335.2134.7%0.5%347.4956.5%0.8%
75Δ334.0633.6%0.4%350.5661.1%0.6%
80Δ332.9132.5%0.3%359.0585.9%0.7%

20Δ

Calls
Pseudo strike
348.05
IV
38.4%
B/E move
2.8%
Puts
Pseudo strike
329.07
IV
51.7%
B/E move
3.5%

25Δ

Calls
Pseudo strike
346.36
IV
38.1%
B/E move
2.4%
Puts
Pseudo strike
331.24
IV
51.3%
B/E move
3.0%

30Δ

Calls
Pseudo strike
344.81
IV
37.8%
B/E move
2.1%
Puts
Pseudo strike
333.17
IV
51.3%
B/E move
2.6%

35Δ

Calls
Pseudo strike
343.47
IV
37.5%
B/E move
1.8%
Puts
Pseudo strike
334.94
IV
51.3%
B/E move
2.3%

40Δ

Calls
Pseudo strike
342.17
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
336.61
IV
51.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
340.96
IV
37.1%
B/E move
1.3%
Puts
Pseudo strike
338.26
IV
51.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
339.77
IV
36.8%
B/E move
1.1%
Puts
Pseudo strike
339.89
IV
51.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
338.63
IV
36.3%
B/E move
1.0%
Puts
Pseudo strike
341.57
IV
52.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
337.49
IV
35.8%
B/E move
0.8%
Puts
Pseudo strike
343.34
IV
53.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
336.35
IV
35.2%
B/E move
0.7%
Puts
Pseudo strike
345.26
IV
54.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
335.21
IV
34.7%
B/E move
0.5%
Puts
Pseudo strike
347.49
IV
56.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
334.06
IV
33.6%
B/E move
0.4%
Puts
Pseudo strike
350.56
IV
61.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
332.91
IV
32.5%
B/E move
0.3%
Puts
Pseudo strike
359.05
IV
85.9%
B/E move
0.7%

Options history

IV · four-Friday blend23.51%
Daily close
JPM17.2%23.6%29.9%2026-08-06: 21.67%2026-08-07: 19.78%2026-08-10: 20.80%2026-08-11: 20.74%2026-08-12: 19.98%2026-08-13: 20.19%2026-08-14: 18.09%2026-08-17: 20.14%2026-08-18: 20.61%2026-08-19: 20.86%2026-08-20: 20.74%2026-08-21: 20.27%2026-08-24: 21.19%2026-08-25: 21.09%2026-08-26: 21.61%2026-08-27: 20.48%2026-08-28: 18.86%2026-08-31: 19.97%2026-09-01: 21.48%2026-09-02: 20.99%2026-09-03: 20.56%2026-09-04: 20.12%2026-09-08: 23.32%2026-09-09: 23.83%2026-09-10: 23.43%2026-09-11: 21.27%2026-09-14: 24.56%2026-09-15: 25.12%2026-09-16: 25.82%2026-09-17: 22.25%2026-09-18: 22.59%2026-09-21: 23.82%2026-09-22: 25.37%2026-09-23: 25.07%2026-09-24: 25.05%2026-09-25: 24.24%2026-09-28: 26.98%2026-09-29: 27.62%2026-09-30: 26.15%2026-10-01: 26.99%2026-10-02: 25.19%2026-10-05: 26.76%2026-10-06: 26.95%2026-10-07: 27.02%2026-10-08: 29.03%2026-10-09: 27.78%2026-10-12: 29.05%2026-10-13: 25.17%2026-10-14: 25.89%2026-10-15: 23.53%2026-10-16: 21.91%2026-10-19: 22.87%2026-10-20: 22.01%2026-10-21: 21.20%2026-10-22: 24.64%2026-10-23: 22.28%2026-10-26: 23.45%2026-10-27: 22.87%2026-10-28: 22.82%2026-10-29: 22.08%2026-10-30: 23.51%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
21.67%
19.78%
20.80%
20.74%
19.98%
20.19%
18.09%
20.14%
20.61%
20.86%
20.74%
20.27%
21.19%
21.09%
21.61%
20.48%
18.86%
19.97%
21.48%
20.99%
20.56%
20.12%
23.32%
23.83%
23.43%
21.27%
24.56%
25.12%
25.82%
22.25%
22.59%
23.82%
25.37%
25.07%
25.05%
24.24%
26.98%
27.62%
26.15%
26.99%
25.19%
26.76%
26.95%
27.02%
29.03%
27.78%
29.05%
25.17%
25.89%
23.53%
21.91%
22.87%
22.01%
21.20%
24.64%
22.28%
23.45%
22.87%
22.82%
22.08%
23.51%