JCPI · Expected Move

JPMorgan Inflation Managed Bond ETF · ETF

The expected move for JCPI 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).

JCPI 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 JCPI Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to JCPI'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.
JCPI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260515 $0.00 $0.00 — —
20260514 $0.00 $0.00 — —
20260513 $0.00 $0.00 — —
20260512 $0.00 $0.00 — —
20260511 $0.00 $0.00 — —
20260510 $0.00 $0.00 — —
20260508 $0.00 $0.00 40.9% 100%
20260507 $0.00 $0.00 38.4% 100%
20260506 $1.45 $0.00 14.8% 38%
20260505 $1.45 $1.12 15.0% 39%
20260504 $1.48 $1.20 15.1% 40%
20260502 $1.17 $1.17 — —
20260501 $1.17 $1.17 16.0% 45%
20260430 $1.25 $1.25 17.4% 52%
20260429 $5.45 $5.45 16.6% 48%
20260428 $1.25 $1.25 17.7% 54%
20260427 $1.23 $1.23 17.4% 52%
20260424 $1.30 $1.30 18.4% 58%
20260423 $1.30 $1.30 18.7% 59%
20260422 $1.30 $1.30 18.5% 58%
20260421 $1.32 $1.32 18.6% 59%
20260420 $1.32 $1.32 18.9% 60%
20260417 $1.30 $1.12 20.7% 70%
20260416 $1.38 $1.15 20.4% 68%
20260415 $1.38 $1.15 20.0% 66%
20260414 $1.40 $1.12 19.7% 65%
20260413 $1.45 $1.23 19.3% 62%
20260410 $1.35 $1.15 19.3% 62%
20260409 $1.38 $1.10 19.1% 62%
20260408 $1.35 $1.12 18.2% 57%
20260407 $1.40 $1.12 18.1% 56%
20260406 $1.45 $1.15 18.7% 59%
20260402 $1.35 $1.07 18.0% 56%
20260401 $1.12 $1.12 15.9% 44%
20260331 $1.20 $1.20 17.9% 55%
20260330 $1.23 $1.23 14.9% 38%
20260327 $1.30 $1.30 13.3% 30%
20260326 $1.27 $1.27 13.0% 29%
20260325 $1.25 $1.25 13.0% 28%
20260324 $1.27 $1.27 13.6% 31%
20260323 $1.30 $1.30 13.0% 29%
20260320 $1.33 $1.05 10.6% 15%
20260319 $1.38 $1.12 9.9% 12%
20260318 $1.40 $1.10 10.1% 13%
20260317 $1.43 $1.15 7.8% 0%
20260316 $1.40 $1.18 9.3% 5%
20260313 $1.43 $1.18 9.5% 6%
20260312 $1.43 $1.18 10.1% 10%
20260311 $1.38 $1.20 9.6% 7%
20260310 $1.38 $1.12 9.5% 7%
20260309 $1.40 $1.15 9.4% 6%
20260308 $1.43 $1.15 — —
20260306 $1.43 $1.15 8.5% 1%
20260305 $1.40 $1.23 8.6% 2%
20260304 $1.15 $1.15 8.9% 3%
20260303 $1.23 $1.23 9.0% 4%
20260302 $10.00 $10.00 21.4% 73%
20260227 $1.20 $1.20 26.2% 100%
20260226 $1.25 $1.25 11.7% 21%
20260225 $1.30 $1.30 12.3% 25%

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.