← Back to Stock / ETF implied volatility screener

JPM - JPMorgan Chase & Co.
Implied Volatility Analysis

Implied Volatility:
34.8%
Put/Call-Ratio:
0.55

JPMorgan Chase & Co. has an Implied Volatility (IV) of 34.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JPM is 58 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for JPM is 1.21 standard deviations away from its 1 year mean.

Market Cap$330.74B
Dividend Yield3.43% ($3.86)
Next Earnings Date7/14/2022 (11d) !
Next Dividend Date7/5/2022 (2d) !
Implied Volatility (IV) 30d
34.81
Implied Volatility Rank (IVR) 1y
57.78
Implied Volatility Percentile (IVP) 1y
85.38
Historical Volatility (HV) 30d
28.30
IV / HV
1.23
Open Interest
1.13M
Option Volume
70.74K
Put/Call Ratio (Volume)
0.55

Data was calculated after the 7/1/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.