← Back to Stock / ETF implied volatility screenerJPM - JPMorgan Chase & Co.
JPM - JPMorgan Chase & Co.
Implied Volatility Analysis
Implied Volatility:
21.8%
21.8%
Put/Call-Ratio:
0.71
0.71
JPMorgan Chase & Co. has an Implied Volatility (IV) of 21.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JPM is 5 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for JPM is -1.77 standard deviations away from its 1 year mean.
| Market Cap | $413.85B |
|---|---|
| Dividend Yield | 2.81% ($3.96) |
| Next Earnings Date | 4/14/2023 (65d) |
| Implied Volatility (IV) 30d | 21.82 |
| Implied Volatility Rank (IVR) 1y | 5.40 |
| Implied Volatility Percentile (IVP) 1y | 3.17 |
| Historical Volatility (HV) 30d | 19.11 |
| IV / HV | 1.14 |
| Open Interest | 1.17M |
| Option Volume | 52.99K |
| Put/Call Ratio (Volume) | 0.71 |
Data was calculated after the 2/6/2023 closing.
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