This paragraph or two will answer your question about why jalapeno peppers are spicy.
They are spicy because of the capsaicin trapped inside the pepper. Capsaicin itself does not taste or smell like anything but they do produce spiciness. Another fascinating thing about these peppers is that casaicin is only found in the jalapeno pepper itself.
Capaisin is made by the glands which are stored in the placenta of the pepper the placenta is right under the stem. Alot of people take the placenta and the seeds out since they are so spicy. The placenta is the hottest part of the pepper because it holds the Capsaivin in it.

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