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.