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JPUS - JPMorgan Diversified Return U.S. Equity ETF
Implied Volatility Analysis

Implied Volatility:
47.3%

JPMorgan Diversified Return U.S. Equity ETF has an Implied Volatility (IV) of 47.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JPUS is 42 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for JPUS is 0.52 standard deviations away from its 1 year mean.

Market Cap$506.79M
Dividend Yield2.09% ($1.96)
Next Dividend Date9/20/2022 (1d) !
Implied Volatility (IV) 30d
47.25
Implied Volatility Rank (IVR) 1y
42.06
Implied Volatility Percentile (IVP) 1y
72.98
Historical Volatility (HV) 30d
20.92
IV / HV
2.26
Open Interest
10.00

Data was calculated after the 9/16/2022 closing.

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