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JQUA - JPMorgan U.S. Quality Factor ETF
Implied Volatility Analysis

Implied Volatility:
71.8%

JPMorgan U.S. Quality Factor ETF has an Implied Volatility (IV) of 71.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for JQUA is 81 and the Implied Volatility Percentile (IVP) is 67. The current Implied Volatility Index for JQUA is 0.42 standard deviations away from its 1 year mean.

Market Cap$640.14M
Dividend Yield1.57% ($0.63)
Next Dividend Date12/20/2022 (20d)
Implied Volatility (IV) 30d
71.80
Implied Volatility Rank (IVR) 1y
80.80
Implied Volatility Percentile (IVP) 1y
66.67
Historical Volatility (HV) 30d
23.31
IV / HV
3.08

Data was calculated after the 11/29/2022 closing.

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