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JPM - JPMorgan Chase & Co.
Implied Volatility Analysis

Implied Volatility:
40.2%
Put/Call-Ratio:
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 Yield3.59% ($3.97)
Next Earnings Date10/14/2022 (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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