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JPMorgan Diversified Return US Equity ETF JPUS

i

Market dataready · fetched 2026-11-04T02:49:18.735Z

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 · 2026-11-04T01:00:00.165615667Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:49:18.340614+00:00

Share price$142.06
1D-1.6%
AH$141.87$142.53$143.20$143.86$144.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJPUS
Sold putSold callAH

JPMorgan Diversified Return US Equity ETF options

Live interpolated JPUS call and put midpoint premiums by absolute delta.JPMorgan Diversified Return US Equity ETF$2.24$4.15$6.05$7.95$9.85$136.48$139.25$142.02$144.78$147.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive JPUS spot · $142.06JPUS PRICE$2.47$2.97$3.46$3.96$4.37$4.73$5.32$6.61$9.30$2.45$2.45$2.45$2.45$2.45$2.45$4.71$4.90
Puts——
Calls——
Skew——
Implied moveBullish±$5.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ144.9529.5%3.8%140.4127.6%2.9%
45Δ143.8029.2%3.3%141.3723.8%2.2%
50Δ142.6529.0%2.9%141.9821.1%1.8%
55Δ141.5128.7%2.4%142.5918.4%1.4%
60Δ140.4527.5%1.9%143.2015.7%0.9%
65Δ139.5225.8%1.5%143.8113.0%0.5%
70Δ138.5125.2%1.2%
75Δ136.9927.4%1.1%146.2018.1%0.4%
80Δ134.2033.8%1.0%146.6416.3%0.2%

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
IV
B/E move

35Δ

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

40Δ

Calls
Pseudo strike
144.95
IV
29.5%
B/E move
3.8%
Puts
Pseudo strike
140.41
IV
27.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
143.80
IV
29.2%
B/E move
3.3%
Puts
Pseudo strike
141.37
IV
23.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
142.65
IV
29.0%
B/E move
2.9%
Puts
Pseudo strike
141.98
IV
21.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
141.51
IV
28.7%
B/E move
2.4%
Puts
Pseudo strike
142.59
IV
18.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
140.45
IV
27.5%
B/E move
1.9%
Puts
Pseudo strike
143.20
IV
15.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
139.52
IV
25.8%
B/E move
1.5%
Puts
Pseudo strike
143.81
IV
13.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
138.51
IV
25.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
136.99
IV
27.4%
B/E move
1.1%
Puts
Pseudo strike
146.20
IV
18.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
134.20
IV
33.8%
B/E move
1.0%
Puts
Pseudo strike
146.64
IV
16.3%
B/E move
0.2%

Options history

IV · four-Friday blend17.25%
Daily close
JPUS12.9%25.0%37.0%2026-08-05: 15.68%2026-08-06: 16.04%2026-08-07: 15.53%2026-08-10: 16.49%2026-08-11: 17.05%2026-08-18: 22.51%2026-08-20: 31.49%2026-08-21: 14.77%2026-08-25: 15.39%2026-08-27: 14.70%2026-08-28: 18.17%2026-08-31: 16.46%2026-09-01: 18.78%2026-09-02: 16.97%2026-09-03: 17.94%2026-09-04: 17.43%2026-09-08: 21.17%2026-09-09: 21.60%2026-09-10: 20.48%2026-09-11: 21.22%2026-09-14: 23.17%2026-09-15: 25.32%2026-09-16: 27.52%2026-09-17: 35.37%2026-09-18: 17.48%2026-09-21: 17.07%2026-09-22: 16.88%2026-09-23: 18.28%2026-09-24: 18.31%2026-09-25: 17.92%2026-09-28: 19.10%2026-09-29: 18.67%2026-09-30: 19.68%2026-10-01: 18.80%2026-10-02: 18.82%2026-10-05: 19.45%2026-10-06: 19.84%2026-10-07: 20.45%2026-10-08: 20.29%2026-10-09: 20.73%2026-10-12: 23.03%2026-10-13: 25.18%2026-10-14: 27.93%2026-10-15: 33.17%2026-10-16: 15.46%2026-10-19: 15.24%2026-10-20: 16.08%2026-10-21: 14.93%2026-10-23: 15.35%2026-10-26: 15.01%2026-10-27: 15.50%2026-10-28: 14.61%2026-10-30: 17.25%Aug 5Sep 22Oct 30
53 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
15.68%
16.04%
15.53%
16.49%
17.05%
22.51%
31.49%
14.77%
15.39%
14.70%
18.17%
16.46%
18.78%
16.97%
17.94%
17.43%
21.17%
21.60%
20.48%
21.22%
23.17%
25.32%
27.52%
35.37%
17.48%
17.07%
16.88%
18.28%
18.31%
17.92%
19.10%
18.67%
19.68%
18.80%
18.82%
19.45%
19.84%
20.45%
20.29%
20.73%
23.03%
25.18%
27.93%
33.17%
15.46%
15.24%
16.08%
14.93%
15.35%
15.01%
15.50%
14.61%
17.25%