JCPB · Expected Move

JPMorgan Core Plus Bond ETF · ETF

The expected move for JCPB is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

JCPB straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current JCPB Expected Move
30-Day Straddle
$1.92
7-Day Straddle
$1.92
30-Day ATM IV
30.0%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to JCPB's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
JCPB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.92 $1.92 30.0% 45%
20261021 $1.83 $1.83 31.3% 49%
20261020 $1.90 $1.90 30.8% 48%
20261019 $1.88 $1.88 30.4% 46%
20261016 $1.98 $2.92 29.0% 42%
20261015 $2.00 $1.57 28.6% 41%
20261014 $1.93 $1.62 19.8% 16%
20261013 $2.00 $1.62 20.2% 17%
20261012 $5.00 $3.42 19.9% 16%
20261009 $2.08 $3.42 29.5% 44%
20261008 $3.65 $3.40 31.8% 50%
20261007 $2.15 $1.73 36.5% 64%
20261006 $2.20 $1.73 32.5% 52%
20261005 $2.17 $1.80 37.0% 65%
20261002 $1.73 $1.73 31.5% 50%
20261001 $1.73 $1.73 29.5% 44%
20260930 $1.82 $1.82 28.6% 41%
20260929 $1.85 $1.85 29.9% 45%
20260928 $1.82 $1.82 29.3% 43%
20260925 $1.80 $1.80 25.1% 31%
20260924 $1.75 $1.75 28.2% 40%
20260923 $1.07 $1.07 26.1% 39%
20260922 $1.85 $1.85 29.4% 48%
20260921 $1.88 $1.88 37.9% 71%
20260918 $1.88 $1.07 29.4% 48%
20260917 $1.90 $1.25 38.7% 73%
20260916 $1.93 $1.10 27.4% 43%
20260915 $1.92 $1.07 27.9% 44%
20260914 $1.95 $1.05 27.5% 44%
20260911 $2.00 $1.20 31.0% 53%
20260910 $1.98 $1.25 31.9% 55%
20260909 $1.90 $1.07 30.1% 50%
20260908 $1.90 $1.12 30.2% 51%
20260904 $2.00 $1.12 24.5% 36%
20260903 $1.98 $1.12 39.7% 76%
20260902 $3.30 $3.30 32.8% 58%
20260901 $1.67 $1.67 40.6% 78%
20260831 $3.38 $3.38 25.4% 38%
20260828 $1.23 $1.23 24.2% 35%
20260827 $1.77 $1.77 26.1% 40%
20260826 $1.77 $1.77 24.0% 34%
20260825 $1.80 $1.80 24.6% 36%
20260824 $1.80 $1.80 25.8% 39%
20260821 $1.80 $0.90 24.5% 36%
20260820 $1.80 $1.02 24.1% 34%
20260819 $1.82 $1.07 23.6% 33%
20260818 $1.80 $0.90 23.5% 33%
20260817 $1.85 $1.00 21.0% 26%
20260814 $1.88 $1.02 21.9% 29%
20260813 $1.92 $3.45 20.5% 25%
20260812 $1.90 $1.10 23.7% 33%
20260811 $1.90 $1.00 22.7% 31%
20260810 $2.40 $1.20 22.4% 30%
20260807 — — 24.2% 35%
20260806 $2.42 $1.32 25.2% 38%
20260805 $1.35 $1.35 24.8% 36%
20260804 $1.32 $1.32 25.0% 37%
20260803 $1.30 $1.30 20.9% 26%
20260731 $3.62 $3.62 21.2% 27%
20260730 $1.28 $1.28 21.1% 27%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.