Data as ofAug 24 2021Supplemental IDSecurity NameEstimated SPX Equivalent Unit Delta1Estimated SPX Equivalent Unit Gamma2SPX Reference PriceSPX Reference TimeABG9921V799TCDF9RSSPX113611249448623 ID: 871860
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1 Data as of: Aug 24, 2021 Security ID Sup
Data as of: Aug 24, 2021 Security ID Supplemental ID Security Name Estimated SPX - Equivalent Unit Delta 1 Estimated SPX - Equivalent Unit Gamma 2 SPX Reference Price SPX Reference Time ABG9921V7 99TCDF9RS SPX_1 -1.361 -1.249 4486.23 ABG9980X1 99TCDF9UV SPX_2 -1.329 -0.920 4486.23 4:00 PM EST: 8/24/2021 ABH9910A5 99TCDF9XY SPX_3 -0.973 -0.736 4486.23 4:00 PM EST: 8/24/2021 ABH9953C9 99TCDF9AB SPX_4 -0.670 -0.599 4486.23 4:00 PM EST: 8/24/2021 ABG9963Q7 99TCDF9KL -1.764 -1.802 4486.23 4:00 PM EST: 8/24/2021 0903c02a82af7d0b 0903c02a82af7b00 0903c02a82af7bdd J.P. Morgan ETFs are distributed by JPMorgan Distribution Services, Inc., which is an affiliate of JPMorgan Chase & Co. Affiliates of JPMorgan Chase & Co. receive fees for providing various services to the funds. JPMorgan Distribution Services, Inc. is a member of FINRA. J.P. Morgan Asset Management is the brand name for the asset management business of JPMorgan Chase & Co and its affiliates worldwide. ©JPMorgan Chase & Co., 2021 Additional information regarding Equity-Linked Note (ELN) investments. Must be preceded or accompanied by a prospectus. Holdings are subject to change. 1 Estimated SPX-Equivalent Unit Delta is an estimate of the underlying option's sensitivity to movement in the S&P 500 Index. Estimated SPX-Equivalent Unit Delta is only an estimate and 2 Estimated SPX-Equivalent Unit Gamma is an estimate of the sensitivity of the security's delta to movement in the S&P 500 Index. Estimated SPX-Equivalent Unit Gamma is only an estimate and for informational purposes.