JPFP JPMorgan Managed Futures Plus ETF

ETF

ETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

JPFP — —
Key stats
About

JPMorgan Managed Futures Plus ETF (JPFP) ETF

No description available.

Exchange
XNAS
Inception
2026-05-27
Has Options
No
Fund profile
holdings as of Jul 31, 2026SEC filingthrough Jul 2026flows, SEC filings
Expense ratio
—
Assets
$33M
SEC filing, Jul 31, 2026
Trailing yield
—
Average daily volume
$223K
30 sessions
Holdings
545
top 10 are 24.8%
Listed
May 27, 2026
Nasdaq
Closure risk, 12 months
3.0%
low: trading volume, age · model
FrenzyCap ETF score
28
how it is built
Costn/a
Liquidity12
Scale2
Diversification75

All 545 holdingsFlow historySimilar fundsOverlap toolAll Managed Futures ETFs

Fund flows
through Jul 2026SEC filings
Jul 2026
+$16M
latest reported month
Latest 3 months
+$33M
+99.8% of assets
Latest 12 months
—
May 2026: +$15MMayJun 2026: +$2.5M+$2.5MJunJul 2026: +$16M+$16MJul
View as a table
Net flows of JPFP by month, May 2026 to Jul 2026
MonthNet flow
Jul 2026+$16M
Jun 2026+$2.5M
May 2026+$15M

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 3 months ago

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SPYINEOS S&P 500 High Income ETF57%0.68%$12.5B+2.7%compare
SCHKSchwab 1000 Index ETF56%0.03%$5.8B+15.2%compare
MLRGiShares MSCI USA ETF56%0.03%$1.3B—compare
BKLCBNY Mellon US Large Cap Core Equity ETF56%0.00%$5.9B+15.6%compare

Ranked by how much of the two portfolios is the same securities.

Look-through: what the holdings say
weights as of Jul 31, 2026SEC filing
Holdings vs fair value
+3.2%
27% under, 17% over · 97% covered
Price / earnings
24.4
2% loss-making · 97% covered
Price / book · sales
5.0 · 3.5
revenue growth +15.4%
Above 200-day average
75%
68% above 50-day · by weight
Short interest
2.0%
of float, weighted · 2.8 days to cover
Insider buying
3%
of weight had net insider buying, 90 days; 68% net selling
13F holders
+2.5%
change in shares held by institutions, latest quarter
Reporting earnings
6.0%
of weight in 7 days; 17.8% in 14
Largest contributors below fair value
Largest contributors above fair value

Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.

ETF Profile
holdings as of 2026-10-31
Holdings
545
AUM
$28.8M
Provider
Nport
Inception
2026-05-27
Exchange
XNAS
Data As Of
2026-10-31
Expense Ratio
—
Dividend Yield
—
Distribution
—
Asset Allocation
Top Holdings
top 50 of 545 holdings
Symbol Name Weight % Asset Class Country
— JPMorgan U.S. Government Money Market Fund 17.39% Short-term investment US
— JPMorgan Prime Money Market Fund 6.98% Short-term investment US
NVDA NVIDIA Corp. 4.43% Equity (common) US
AAPL Apple, Inc. 4.14% Equity (common) US
MSFT Microsoft Corp. 3.15% Equity (common) US
GOOGL Alphabet, Inc. 2.58% Equity (common) US
AMZN Amazon.com, Inc. 2.46% Equity (common) US
GOOG Alphabet, Inc. 2.08% Equity (common) US
XOM ExxonMobil Holdings Corp. 1.74% Equity (common) US
AVGO Broadcom, Inc. 1.68% Equity (common) US
META Meta Platforms, Inc. 1.51% Equity (common) US
CVX Chevron Corp. 1.00% Equity (common) US
BRK.B Berkshire Hathaway, Inc. 0.99% Equity (common) US
MU Micron Technology, Inc. 0.85% Equity (common) US
TSLA Tesla, Inc. 0.81% Equity (common) US
AMD Advanced Micro Devices, Inc. 0.71% Equity (common) US
V Visa, Inc. 0.64% Equity (common) US
LLY Eli Lilly & Co. 0.62% Equity (common) US
GE GE Aerospace 0.49% Equity (common) US
MA Mastercard, Inc. 0.49% Equity (common) US
CAT Caterpillar, Inc. 0.48% Equity (common) US
BAC Bank of America Corp. 0.43% Equity (common) US
JNJ Johnson & Johnson 0.42% Equity (common) US
CSCO Cisco Systems, Inc. 0.41% Equity (common) US
COP ConocoPhillips 0.40% Equity (common) US
INTC Intel Corp. 0.39% Equity (common) US
NFLX Netflix, Inc. 0.37% Equity (common) US
RTX RTX Corp. 0.37% Equity (common) US
AMAT Applied Materials, Inc. 0.37% Equity (common) US
GEV GE Vernova, Inc. 0.34% Equity (common) US
— N/A 0.34% Derivative (interest rate) US
LRCX Lam Research Corp. 0.33% Equity (common) US
GS Goldman Sachs Group, Inc. (The) 0.32% Equity (common) US
ABBV AbbVie, Inc. 0.30% Equity (common) US
HD Home Depot, Inc. (The) 0.30% Equity (common) US
— N/A 0.30% Derivative (interest rate) DE
— N/A 0.29% Derivative (equity) US
WFC Wells Fargo & Co. 0.27% Equity (common) US
MS Morgan Stanley 0.27% Equity (common) US
UNH UnitedHealth Group, Inc. 0.26% Equity (common) US
PLTR Palantir Technologies, Inc. 0.26% Equity (common) US
VLO Valero Energy Corp. 0.26% Equity (common) US
MPC Marathon Petroleum Corp. 0.26% Equity (common) US
PANW Palo Alto Networks, Inc. 0.24% Equity (common) US
VZ Verizon Communications, Inc. 0.24% Equity (common) US
WMB Williams Cos., Inc. (The) 0.24% Equity (common) US
PSX Phillips 66 0.24% Equity (common) US
C Citigroup, Inc. 0.24% Equity (common) US
UNP Union Pacific Corp. 0.22% Equity (common) US
TXN Texas Instruments, Inc. 0.22% Equity (common) US
Non-Equity Breakdown
JPMorgan Managed Futures Plus ETF · NPORT-P period 2026-07-31 (filed 2026-09-28)
Net assets: $33M · 545 total positions · equity 59.64% · non-equity 26.75%
Non-equity holdings — 155 positions, 26.75% of NAV
Category Weight Value Positions
Short-term investment 24.88% $8.3M 10
Derivative (interest rate) 0.80% $266350 12
Derivative (equity) 0.73% $243714 23
Derivative (commodity) 0.19% $63274 15
Derivative (FX) 0.15% $49756 95
Chart
Seasonality
Month'26Avg
Jan----
Feb----
Mar----
Apr----
May0.34%0.34%
Jun-3.43%-3.43%
Jul0.86%0.86%
Aug2.95%2.95%
Sep2.66%2.66%
Oct1.74%*1.74%
Nov----
Dec----
Total5.09%5.09%
* Only 1 year(s) of data available.
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $52.69
SMA 50: $51.81
SMA 200: —
Current: $53.21
EMA 12: $52.94
EMA 26: $52.50
MACD: 0.4377 | Signal: -0.0208
BULLISH
ADX (14): 22.04
WEAK TREND
+DI: 43.51
−DI: 29.84

Momentum Oscillators

RSI (14): 57.64
NEUTRAL
Stoch %K: 60.68
Stoch %D: 73.98
Williams %R: -33.99

Volume & Volatility

BB Upper: $53.94
BB Lower: $51.44
NEUTRAL
OBV: -195,767
Vol SMA 20: 5,076
Vol ROC: -77.10%
ATR: $0.49
True Range: $0.57
HV 20: 12.6%
HV 30: 11.8%
HV 60: 13.9%

Data Summary

Data Points: 94
Last Updated:
Date Range: 2026-05-28T00:00:00 – 2026-10-09T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

JPFP Options Activity & IV Rank

Loading options activity...
Spread Scanner GPU

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis

Risk Metrics

Beta: 1.0931
Alpha: 6.76%
Correlation: 0.8461
R-Squared: 71.6%
Stock Volatility: 16.1%
Market Volatility: 12.5%

Analysis Details

Benchmark: SPY
Data Points: 93
Period: 252 trading days
Interpretation:
Above average volatility - stock moves with market amplification
Beta & Alpha Over Time

JPFP Institutional Ownership (13F)

Latest filings — 2026-06-30

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

5 filers334,766 shares$16.13M value
# Filer Shares Value % of Total % of Float Period
1 JPMorgan Chase & Co Custodian 300,000 $14.42M 89.42% — 2026-06-30
2 Susquehanna International Group, LLP Custodian 28,254 $1.39M 8.60% — 2026-06-30
3 Jane Street Group, LLC Custodian 6,443 $316.22K 1.96% — 2026-06-30
4 FIDUCIARY FINANCIAL ADVISORS Custodian 60 $2.94K 0.02% — 2026-06-30
5 UBS Group AG Custodian 9 $442 <0.01% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
Constituent Performance

Click any bar to view the full quote for that stock.

Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month