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JPM - JPMorgan Chase & Co.
Implied Volatility Analysis

Implied Volatility:
21.8%
Put/Call-Ratio:
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 Yield2.81% ($3.96)
Next Earnings Date4/14/2023 (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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