JPM · Expected Move
JPMorgan Chase & Co.
The expected move for JPM 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).
JPM 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 JPM Expected Move
30-Day Straddle
$16.77
7-Day Straddle
$8.22
30-Day ATM IV
22.4%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to JPM'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.
JPM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $16.77 | $8.22 | 22.4% | 45% |
| 20261015 | $16.65 | $8.78 | 21.9% | 39% |
| 20261014 | $17.68 | $10.47 | 23.1% | 51% |
| 20261013 | $18.12 | $10.57 | 23.0% | 51% |
| 20261012 | $19.60 | $10.57 | 24.9% | 72% |
| 20261009 | $18.65 | $11.93 | 25.1% | 73% |
| 20261008 | $20.23 | $13.05 | 26.8% | 92% |
| 20261007 | $19.45 | $13.00 | 25.9% | 82% |
| 20261006 | $20.23 | $13.45 | 26.0% | 83% |
| 20261005 | $19.77 | $7.00 | 25.3% | 76% |
| 20261002 | $18.88 | $7.52 | 25.2% | 75% |
| 20261001 | $19.98 | $8.95 | 26.4% | 88% |
| 20260930 | $20.12 | $9.70 | 26.5% | 89% |
| 20260929 | $20.48 | $10.90 | 26.7% | 91% |
| 20260928 | $21.77 | $7.38 | 27.2% | 96% |
| 20260925 | $19.80 | $8.35 | 25.7% | 80% |
| 20260924 | $20.75 | $9.35 | 26.9% | 93% |
| 20260923 | $21.10 | $9.75 | 26.6% | 90% |
| 20260922 | $20.80 | $10.82 | 26.6% | 90% |
| 20260921 | $20.73 | $7.03 | 25.0% | 73% |
| 20260918 | $19.73 | $8.47 | 25.2% | 75% |
| 20260917 | $19.98 | $8.95 | 25.2% | 75% |
| 20260916 | $20.77 | $11.85 | 26.1% | 84% |
| 20260915 | $21.65 | $11.40 | 25.7% | 80% |
| 20260914 | $21.35 | $8.30 | 25.3% | 75% |
| 20260911 | $16.93 | $8.62 | 22.3% | 43% |
| 20260910 | $17.95 | $9.68 | 23.0% | 51% |
| 20260909 | $18.93 | $10.52 | 23.3% | 55% |
| 20260908 | $18.93 | $11.15 | 22.7% | 48% |
| 20260904 | $16.55 | $7.23 | 21.0% | 29% |
| 20260903 | $16.75 | $8.15 | 20.0% | 19% |
| 20260902 | $17.35 | $9.12 | 21.0% | 29% |
| 20260901 | $17.48 | $9.70 | 21.3% | 32% |
| 20260831 | $17.32 | $6.59 | 20.2% | 21% |
| 20260828 | $15.60 | $7.45 | 19.7% | 15% |
| 20260827 | $15.95 | $7.97 | 20.2% | 20% |
| 20260826 | $17.38 | $9.72 | 21.2% | 31% |
| 20260825 | $17.52 | $10.22 | 21.0% | 30% |
| 20260824 | $17.12 | $6.72 | 20.3% | 22% |
| 20260821 | $15.85 | $7.88 | 20.0% | 18% |
| 20260820 | $16.48 | $8.25 | 20.3% | 21% |
| 20260819 | $16.62 | $9.10 | 19.7% | 16% |
| 20260818 | $16.52 | $10.07 | 19.5% | 14% |
| 20260817 | $16.75 | $6.53 | 19.3% | 10% |
| 20260814 | $14.50 | $6.80 | 18.3% | 0% |
| 20260813 | $15.93 | $8.25 | 19.6% | 0% |
| 20260812 | $16.77 | $8.90 | 20.1% | 0% |
| 20260811 | $17.40 | $9.70 | 20.2% | 0% |
| 20260810 | $17.57 | $6.42 | 20.7% | 1% |
| 20260807 | — | — | 20.5% | 0% |
| 20260806 | $17.25 | $9.80 | 21.2% | 2% |
| 20260805 | $17.15 | $9.40 | 21.0% | 0% |
| 20260804 | $17.48 | $10.38 | 21.1% | 0% |
| 20260803 | $18.73 | $7.10 | 21.8% | 3% |
| 20260731 | $16.70 | $7.73 | 21.3% | 0% |
| 20260730 | $17.85 | $9.72 | 22.4% | 5% |
| 20260729 | $18.77 | $11.20 | 23.9% | 15% |
| 20260728 | $18.68 | $10.78 | 21.7% | 0% |
| 20260727 | $19.75 | $8.18 | 23.0% | 9% |
| 20260724 | $17.50 | $9.05 | 22.4% | 5% |
More on JPM
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.