JPMorgan Nasdaq Equity Premium Income ETF
(JEPQ)
NASDAQ Global Market - Financial Services - Asset Management - Income
Total Open Interest
Report Date: 2025-06-30
Total Volume
Report Date: 2025-06-30
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
8,431
Vol 5D
6,611
Vol 20D
6,256
Vol 60D
7,353
52 High
$58.54
52 Low
$44.31
$ Target
-
Mkt Cap
24.3B
Beta
0.83
Profit %
-
Divd %
11.25%
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
1
1D
0.26%
5D
2.88%
10D
2.32%
1M
4.47%
3M
3.51%
6M
-2.55%
1Y
-
Open Interest by Expiration
Report Date: 2025-06-30
30D RVOL & IVOL
Report Date: 2025-06-30
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-06-30
Upcoming OpEx: 2025-07-18
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | PUT | 52.0 | 11,235.0 |
| 2025-07-18 | CALL | 53.0 | 3,504.0 |
| 2025-07-18 | CALL | 54.0 | 2,660.0 |
| 2025-07-18 | CALL | 52.0 | 1,542.0 |
| 2025-07-18 | PUT | 51.0 | 740.0 |
| 2025-07-18 | PUT | 53.0 | 631.0 |
| 2025-07-18 | PUT | 50.0 | 374.0 |
| 2025-07-18 | CALL | 55.0 | 252.0 |
| 2025-07-18 | PUT | 54.0 | 199.0 |
| 2025-07-18 | PUT | 49.0 | 161.0 |
| 2025-07-18 | CALL | 50.0 | 101.0 |
| 2025-07-18 | CALL | 56.0 | 93.0 |
| 2025-07-18 | CALL | 51.0 | 84.0 |
| 2025-07-18 | PUT | 48.0 | 65.0 |
| 2025-07-18 | PUT | 55.0 | 59.0 |
| 2025-07-18 | CALL | 43.0 | 35.0 |
| 2025-07-18 | CALL | 45.0 | 14.0 |
| 2025-07-18 | CALL | 40.0 | 12.0 |
| 2025-07-18 | CALL | 46.0 | 10.0 |
| 2025-07-18 | CALL | 57.0 | 9.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | PUT | 52.0 | 11,235.0 |
| 2025-07-18 | CALL | 53.0 | 3,504.0 |
| 2025-07-18 | CALL | 54.0 | 2,660.0 |
| 2025-08-15 | CALL | 56.0 | 1,657.0 |
| 2025-07-18 | CALL | 52.0 | 1,542.0 |
| 2025-08-15 | CALL | 53.0 | 1,428.0 |
| 2025-08-15 | CALL | 54.0 | 1,355.0 |
| 2025-08-15 | CALL | 55.0 | 1,003.0 |
| 2025-08-15 | CALL | 58.0 | 965.0 |
| 2025-11-21 | CALL | 55.0 | 913.0 |
| 2026-01-16 | CALL | 51.0 | 904.0 |
| 2025-08-15 | PUT | 50.0 | 888.0 |
| 2025-07-18 | PUT | 51.0 | 740.0 |
| 2025-11-21 | CALL | 54.0 | 731.0 |
| 2025-07-18 | PUT | 53.0 | 631.0 |
| 2025-08-15 | CALL | 59.0 | 558.0 |
| 2025-11-21 | CALL | 52.0 | 500.0 |
| 2026-01-16 | CALL | 57.0 | 478.0 |
| 2026-01-16 | CALL | 55.0 | 478.0 |
| 2026-01-16 | PUT | 50.0 | 466.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-07-18 | 46.00 | PUT | 6 | 0.00 | $135.00 | 900.0% | 0.0% | $0.04 |
| 2025-07-18 | 47.00 | PUT | 5 | 0.00 | $115.00 | 329.0% | 0.0% | $0.13 |
| 2025-07-18 | 48.00 | PUT | 65 | 0.01 | $140.00 | 1400.0% | 0.0% | $0.61 |
| 2025-07-18 | 49.00 | PUT | 161 | 0.04 | $140.00 | 1400.0% | 2.0% | $2.63 |
| 2025-07-18 | 50.00 | PUT | 374 | 0.14 | $145.00 | 2900.0% | 5.0% | $7.42 |
| 2025-07-18 | 51.00 | PUT | 740 | 0.41 | $140.00 | 1400.0% | 15.0% | $20.59 |
| 2025-07-18 | 52.00 | PUT | 11,235 | 10.76 | $130.00 | 650.0% | 29.0% | $38.18 |
| 2025-07-18 | 53.00 | PUT | 631 | 1.01 | $120.00 | 400.0% | 52.0% | $61.88 |
| 2025-07-18 | 54.00 | PUT | 199 | 0.40 | $85.00 | 131.0% | 88.0% | $74.86 |
| 2025-07-18 | 55.00 | CALL | 252 | 1.09 | $35.00 | 350.0% | 73.0% | $25.42 |
| 2025-07-18 | 56.00 | CALL | 93 | 0.04 | $40.00 | 800.0% | 40.0% | $15.81 |
| 2025-07-18 | 57.00 | CALL | 9 | 0.00 | $40.00 | 800.0% | 21.0% | $8.45 |
| 2025-07-18 | 58.00 | CALL | 0 | 0.00 | $35.00 | 350.0% | 10.0% | $3.46 |
| 2025-07-18 | 59.00 | CALL | 0 | 0.00 | $20.00 | 80.0% | 3.0% | $0.63 |
| 2025-07-18 | 60.00 | CALL | 0 | 0.00 | $35.00 | 350.0% | 1.0% | $0.38 |
| 2025-07-18 | 61.00 | CALL | 0 | 0.00 | $10.00 | 29.0% | 0.0% | $0.02 |
| 2025-07-18 | 62.00 | CALL | 0 | 0.00 | $10.00 | 29.0% | 0.0% | $0.01 |
| 2025-07-18 | 63.00 | CALL | 0 | 0.00 | $10.00 | 29.0% | 0.0% | $0.00 |
| 2025-08-15 | 45.00 | PUT | 455 | 0.06 | $190.00 | 1900.0% | 1.0% | $1.13 |
| 2025-08-15 | 46.00 | PUT | 180 | 0.03 | $170.00 | 567.0% | 1.0% | $2.43 |
| 2025-08-15 | 47.00 | PUT | 274 | 0.06 | $185.00 | 1233.0% | 3.0% | $5.84 |
| 2025-08-15 | 48.00 | PUT | 360 | 0.10 | $170.00 | 567.0% | 6.0% | $10.93 |
| 2025-08-15 | 49.00 | PUT | 278 | 0.10 | $155.00 | 344.0% | 12.0% | $18.78 |
| 2025-08-15 | 50.00 | PUT | 888 | 0.43 | $165.00 | 471.0% | 21.0% | $34.86 |
| 2025-08-15 | 51.00 | PUT | 351 | 0.22 | $160.00 | 400.0% | 34.0% | $54.74 |
| 2025-08-15 | 52.00 | PUT | 334 | 0.27 | $145.00 | 264.0% | 45.0% | $65.72 |
| 2025-08-15 | 53.00 | PUT | 268 | 0.28 | $125.00 | 167.0% | 65.0% | $81.59 |
| 2025-08-15 | 54.00 | PUT | 192 | 0.26 | $80.00 | 67.0% | 88.0% | $70.46 |
| 2025-08-15 | 55.00 | CALL | 1,003 | 3.73 | $50.00 | 167.0% | 80.0% | $40.13 |
| 2025-08-15 | 56.00 | CALL | 1,657 | 3.11 | $70.00 | 700.0% | 58.0% | $40.76 |
| 2025-08-15 | 57.00 | CALL | 271 | 0.14 | $75.00 | 1500.0% | 40.0% | $29.65 |
| 2025-08-15 | 58.00 | CALL | 965 | 0.07 | $75.00 | 1500.0% | 25.0% | $18.76 |
| 2025-08-15 | 59.00 | CALL | 558 | 0.00 | $75.00 | 1500.0% | 15.0% | $11.03 |
| 2025-08-15 | 60.00 | CALL | 140 | 0.00 | $75.00 | 1500.0% | 10.0% | $7.42 |
| 2025-08-15 | 61.00 | CALL | 177 | 0.00 | $75.00 | 1500.0% | 5.0% | $3.84 |
| 2025-08-15 | 62.00 | CALL | 249 | 0.00 | $60.00 | 300.0% | 2.0% | $1.47 |
| 2025-08-15 | 63.00 | CALL | 0 | 0.00 | $40.00 | 100.0% | 1.0% | $0.43 |
| 2025-08-15 | 64.00 | CALL | 11 | 0.00 | $75.00 | 1500.0% | 0.0% | $0.33 |
| 2025-08-15 | 65.00 | CALL | 1 | 0.00 | $40.00 | 100.0% | 0.0% | $0.07 |
| 2025-08-15 | 66.00 | CALL | 202 | 0.00 | $70.00 | 700.0% | 0.0% | $0.04 |
| 2025-08-15 | 67.00 | CALL | 0 | 0.00 | $40.00 | 100.0% | 0.0% | $0.01 |
| 2025-08-15 | 68.00 | CALL | 0 | 0.00 | $40.00 | 100.0% | 0.0% | $0.00 |
Call/Put Open Interest and Volatility Skew
Vega