JMST · Expected Move
JPMorgan Ultra-Short Municipal Income ETF · ETF
The expected move for JMST 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).
JMST 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 JMST Expected Move
30-Day Straddle
$0.05
7-Day Straddle
$0.05
30-Day ATM IV
4.3%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to JMST'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.
JMST Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.05 | $0.05 | 4.3% | 7% |
| 20261020 | $0.33 | $0.33 | 3.0% | 0% |
| 20261019 | $1.12 | $1.12 | 4.4% | 5% |
| 20261016 | $1.12 | $2.48 | 3.6% | 1% |
| 20261015 | $0.38 | $0.35 | 3.4% | 0% |
| 20261014 | $0.38 | $0.38 | 4.6% | 6% |
| 20261013 | $1.18 | $0.40 | 17.6% | 75% |
| 20261012 | $0.42 | $0.42 | 3.5% | 0% |
| 20261009 | $1.27 | $1.18 | 9.9% | 33% |
| 20261008 | $0.47 | $0.50 | 7.2% | 19% |
| 20261007 | $0.50 | $0.50 | 7.0% | 18% |
| 20261006 | $1.23 | $1.15 | 8.6% | 26% |
| 20261005 | $0.50 | $1.10 | 5.3% | 9% |
| 20261002 | $2.05 | $2.05 | 11.1% | 39% |
| 20261001 | $1.27 | $1.27 | 11.2% | 40% |
| 20260930 | $1.45 | $1.45 | 11.9% | 44% |
| 20260929 | $1.45 | $1.45 | 13.7% | 53% |
| 20260928 | $1.33 | $1.33 | 4.3% | 3% |
| 20260925 | $1.30 | $1.30 | 6.8% | 17% |
| 20260924 | $1.05 | $1.05 | 14.2% | 56% |
| 20260923 | $2.08 | $2.08 | 13.4% | 52% |
| 20260922 | $0.38 | $0.38 | 3.7% | 0% |
| 20260921 | $2.02 | $2.02 | 10.5% | 19% |
| 20260918 | $1.90 | $0.60 | 9.4% | 12% |
| 20260917 | $3.27 | $1.90 | 10.2% | 17% |
| 20260916 | $1.90 | $0.97 | 8.9% | 9% |
| 20260915 | $1.95 | $0.40 | 8.7% | 7% |
| 20260914 | $3.27 | $0.38 | 8.9% | 9% |
| 20260911 | $3.30 | $0.53 | 10.6% | 20% |
| 20260910 | $3.30 | $0.62 | 11.6% | 27% |
| 20260909 | $3.33 | $0.53 | 11.0% | 16% |
| 20260908 | $1.98 | $0.60 | 9.4% | 9% |
| 20260904 | $2.02 | $0.70 | 9.4% | 9% |
| 20260903 | $2.02 | $0.62 | 10.0% | 12% |
| 20260902 | $0.65 | $0.65 | 10.2% | 13% |
| 20260901 | $0.55 | $0.55 | 11.3% | 18% |
| 20260831 | $2.95 | $2.95 | 12.4% | 24% |
| 20260828 | $0.12 | $0.12 | 13.5% | 29% |
| 20260827 | $0.15 | $0.15 | 13.0% | 26% |
| 20260826 | $1.02 | $1.02 | 18.2% | 52% |
| 20260825 | $1.88 | $1.88 | 11.0% | 17% |
| 20260824 | $3.30 | $3.30 | 11.8% | 21% |
| 20260821 | $1.73 | $1.82 | 13.4% | 28% |
| 20260820 | $1.95 | $0.58 | 12.9% | 26% |
| 20260819 | $1.95 | $0.50 | 12.7% | 25% |
| 20260818 | $1.95 | $0.62 | 10.8% | 16% |
| 20260817 | $1.92 | $0.43 | 11.2% | 17% |
| 20260814 | $2.02 | $1.43 | 8.9% | 4% |
| 20260813 | $2.05 | $1.00 | 9.6% | 7% |
| 20260812 | $1.97 | $0.50 | 9.1% | 5% |
| 20260811 | $1.15 | $0.65 | 9.7% | 7% |
| 20260810 | $1.25 | $3.05 | 10.3% | 9% |
| 20260806 | $1.30 | $0.72 | 10.0% | 8% |
| 20260805 | $3.10 | $3.10 | 10.1% | 9% |
| 20260804 | $3.10 | $3.10 | 10.1% | 8% |
| 20260803 | $3.05 | $3.05 | 8.5% | 3% |
| 20260731 | $1.20 | $1.20 | 13.3% | 18% |
| 20260730 | $3.10 | $3.10 | 14.2% | 21% |
| 20260729 | $1.23 | $1.23 | 14.6% | 23% |
| 20260728 | $0.97 | $0.97 | 9.6% | 7% |
More on JMST
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.