← Back to Stock / ETF implied volatility screenerJPM - JPMorgan Chase & Co.
JPM - JPMorgan Chase & Co.
Implied Volatility Analysis
Implied Volatility:
40.2%
40.2%
Put/Call-Ratio:
1.13
1.13
JPMorgan Chase & Co. has an Implied Volatility (IV) of 40.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JPM is 78 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for JPM is 1.74 standard deviations away from its 1 year mean.
| Market Cap | $323.73B |
|---|---|
| Dividend Yield | 3.59% ($3.97) |
| Next Earnings Date | 10/14/2022 (7d) ! |
| Implied Volatility (IV) 30d | 40.19 |
| Implied Volatility Rank (IVR) 1y | 77.55 |
| Implied Volatility Percentile (IVP) 1y | 94.86 |
| Historical Volatility (HV) 30d | 32.81 |
| IV / HV | 1.22 |
| Open Interest | 1.33M |
| Option Volume | 69.22K |
| Put/Call Ratio (Volume) | 1.13 |
Data was calculated after the 10/6/2022 closing.
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