JPSE · Expected Move
JPMorgan Diversified Return US Small Cap Equity ETF · ETF
The expected move for JPSE 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).
JPSE 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 JPSE Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$2.33
30-Day ATM IV
18.4%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to JPSE'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.
JPSE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.33 | $2.33 | 18.4% | 30% |
| 20261021 | $2.23 | $2.23 | 17.1% | 17% |
| 20261020 | $2.30 | $2.30 | 17.5% | 20% |
| 20261019 | $2.45 | $2.45 | 17.5% | 21% |
| 20261016 | $2.70 | $3.27 | 18.0% | 25% |
| 20261015 | $2.40 | $1.23 | 16.9% | 14% |
| 20261014 | $2.58 | $1.27 | 17.4% | 17% |
| 20261013 | $2.50 | $1.30 | 16.9% | 13% |
| 20261012 | $2.58 | $1.35 | 17.1% | 15% |
| 20261009 | $2.67 | $1.45 | 18.9% | 30% |
| 20261008 | $2.70 | $1.42 | 19.0% | 31% |
| 20261007 | $2.77 | $1.48 | 19.5% | 36% |
| 20261006 | $2.85 | $1.62 | 18.9% | 30% |
| 20261005 | $2.75 | $1.62 | 18.4% | 26% |
| 20261002 | $1.67 | $1.67 | 18.9% | 31% |
| 20261001 | $1.80 | $1.80 | 18.4% | 26% |
| 20260930 | $1.93 | $1.93 | 17.6% | 19% |
| 20260929 | $1.75 | $1.75 | 17.6% | 20% |
| 20260928 | $1.80 | $1.80 | 17.6% | 20% |
| 20260925 | $1.85 | $1.85 | 17.5% | 19% |
| 20260924 | $1.85 | $1.85 | 17.1% | 15% |
| 20260923 | $1.90 | $1.90 | 15.9% | 5% |
| 20260922 | $1.83 | $1.83 | 17.6% | 19% |
| 20260921 | $1.95 | $1.95 | 17.2% | 16% |
| 20260918 | $2.00 | $3.17 | 16.9% | 13% |
| 20260917 | $2.08 | $1.15 | 17.8% | 21% |
| 20260916 | $2.25 | $1.17 | 17.0% | 14% |
| 20260915 | $2.27 | $1.48 | 17.0% | 14% |
| 20260914 | $2.40 | $1.42 | 17.3% | 16% |
| 20260911 | $2.33 | $1.43 | 17.5% | 18% |
| 20260910 | $2.65 | $1.65 | 18.5% | 27% |
| 20260909 | $2.42 | $1.50 | 18.1% | 23% |
| 20260908 | $2.42 | $1.65 | 16.8% | 13% |
| 20260904 | $2.40 | $1.52 | 16.1% | 7% |
| 20260903 | $2.50 | $1.60 | 16.9% | 13% |
| 20260902 | $1.73 | $1.73 | 18.1% | 23% |
| 20260901 | $1.65 | $1.65 | 19.4% | 35% |
| 20260831 | $1.83 | $1.83 | 18.2% | 24% |
| 20260828 | $1.67 | $1.67 | 17.0% | 14% |
| 20260827 | $1.77 | $1.77 | 15.7% | 3% |
| 20260826 | $1.85 | $1.85 | 16.4% | 9% |
| 20260825 | $1.88 | $1.88 | 15.5% | 2% |
| 20260824 | $1.98 | $1.98 | 16.9% | 14% |
| 20260821 | $2.08 | $5.00 | 15.8% | 4% |
| 20260820 | $2.10 | $1.10 | 16.9% | 14% |
| 20260819 | $2.30 | $1.07 | 16.2% | 8% |
| 20260818 | $2.33 | $1.15 | 16.6% | 11% |
| 20260817 | $2.20 | $1.23 | 15.3% | 0% |
| 20260814 | $2.27 | $1.32 | 16.7% | 0% |
| 20260813 | $2.38 | $1.40 | 16.9% | 0% |
| 20260812 | $2.42 | $1.40 | 17.1% | 0% |
| 20260811 | $2.65 | $1.52 | 18.1% | 0% |
| 20260810 | $2.92 | $1.95 | 20.5% | 21% |
| 20260807 | — | — | 19.3% | 6% |
| 20260806 | $3.00 | $2.10 | 19.9% | 11% |
| 20260805 | $2.20 | $2.20 | 20.1% | 12% |
| 20260804 | $2.02 | $2.02 | 18.6% | 1% |
| 20260803 | $2.10 | $2.10 | 20.5% | 16% |
| 20260731 | $2.22 | $2.22 | 20.9% | 19% |
| 20260730 | $2.35 | $2.35 | 21.1% | 21% |
More on JPSE
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.