JEPQ · Expected Move
J.P. Morgan Nasdaq Equity Premium Income ETF · ETF
The expected move for JEPQ 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).
JEPQ straddle price & implied vol
60 sessionsBars: 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 JEPQ Expected Move
30-Day Straddle
$2.23
7-Day Straddle
$2.23
30-Day ATM IV
15.9%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to JEPQ'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.
JEPQ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.23 | $2.23 | 15.9% | 30% |
| 20261021 | $1.90 | $1.90 | 13.5% | 18% |
| 20261020 | $1.92 | $1.92 | 13.3% | 16% |
| 20261019 | $2.12 | $2.12 | 13.3% | 17% |
| 20261016 | $2.08 | $0.23 | 14.0% | 20% |
| 20261015 | $1.92 | $0.43 | 12.3% | 12% |
| 20261014 | $2.08 | $0.50 | 13.0% | 15% |
| 20261013 | $1.90 | $0.45 | 25.5% | 79% |
| 20261012 | $1.98 | $0.57 | 12.0% | 14% |
| 20261009 | $1.98 | $0.68 | 11.3% | 10% |
| 20261008 | $2.10 | $0.80 | 12.1% | 14% |
| 20261007 | $2.12 | $0.83 | 11.6% | 11% |
| 20261006 | $2.22 | $0.90 | 11.9% | 16% |
| 20261005 | $2.20 | $0.88 | 11.8% | 15% |
| 20261002 | $1.00 | $1.00 | 12.2% | 18% |
| 20261001 | $1.07 | $1.07 | 12.2% | 17% |
| 20260930 | $1.17 | $1.17 | 12.1% | 17% |
| 20260929 | $1.23 | $1.23 | 11.8% | 15% |
| 20260928 | $1.18 | $1.18 | 11.3% | 13% |
| 20260925 | $1.27 | $1.27 | 11.4% | 14% |
| 20260924 | $1.30 | $1.30 | 11.2% | 13% |
| 20260923 | $1.27 | $1.27 | 10.7% | 10% |
| 20260922 | $1.30 | $1.30 | 10.5% | 10% |
| 20260921 | $1.48 | $1.48 | 11.8% | 16% |
| 20260918 | $1.38 | $0.28 | 10.0% | 7% |
| 20260917 | $1.52 | $0.30 | 10.9% | 12% |
| 20260916 | $1.77 | $0.53 | 12.8% | 20% |
| 20260915 | $1.73 | $0.65 | 12.1% | 17% |
| 20260914 | $1.95 | $0.88 | 13.0% | 21% |
| 20260911 | $1.80 | $0.73 | 11.7% | 15% |
| 20260910 | $2.08 | $1.07 | 13.6% | 24% |
| 20260909 | $1.90 | $0.97 | 12.1% | 17% |
| 20260908 | $1.92 | $0.85 | 12.0% | 16% |
| 20260904 | $1.95 | $0.93 | 11.1% | 12% |
| 20260903 | $1.92 | $1.02 | 10.8% | 11% |
| 20260902 | $1.20 | $1.20 | 11.0% | 12% |
| 20260901 | $1.20 | $1.20 | 11.5% | 14% |
| 20260831 | $1.10 | $1.10 | 10.4% | 9% |
| 20260828 | $1.25 | $1.25 | 10.8% | 11% |
| 20260827 | $1.35 | $1.35 | 11.5% | 14% |
| 20260826 | $1.43 | $1.43 | 11.2% | 13% |
| 20260825 | $1.33 | $1.33 | 11.3% | 13% |
| 20260824 | $1.60 | $1.60 | 11.5% | 14% |
| 20260821 | $1.60 | $0.20 | 11.9% | 16% |
| 20260820 | $1.57 | $0.53 | 11.5% | 14% |
| 20260819 | $1.60 | $0.43 | 11.4% | 13% |
| 20260818 | $1.73 | $0.50 | 12.0% | 16% |
| 20260817 | $1.68 | $0.50 | 11.2% | 13% |
| 20260814 | $1.77 | $0.55 | 10.9% | 11% |
| 20260813 | $1.88 | $0.80 | 11.6% | 15% |
| 20260812 | $1.83 | $0.70 | 11.4% | 14% |
| 20260811 | $2.00 | $0.90 | 12.3% | 18% |
| 20260810 | $1.98 | $0.90 | 12.1% | 17% |
| 20260807 | — | — | 10.5% | 10% |
| 20260806 | $2.73 | $1.48 | 15.3% | 32% |
| 20260805 | $1.42 | $1.42 | 14.3% | 27% |
| 20260804 | $1.57 | $1.57 | 15.1% | 31% |
| 20260803 | $1.80 | $1.80 | 17.0% | 40% |
| 20260731 | $1.82 | $1.82 | 15.3% | 32% |
| 20260730 | $2.27 | $2.27 | 18.1% | 45% |
More on JEPQ
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.