JPUS · Expected Move

JPMorgan Diversified Return US Equity ETF · ETF

The expected move for JPUS 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).

JPUS 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 JPUS Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
30.1%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to JPUS'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.
JPUS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 30.1% 78%
20261020 $2.45 $2.45 29.1% 72%
20261019 $2.45 $2.45 26.1% 53%
20261016 $6.73 $4.90 25.6% 51%
20261015 $8.15 $6.05 26.7% 57%
20261014 $6.58 $4.90 24.5% 43%
20261013 $4.90 $4.90 24.4% 43%
20261012 $6.83 $4.90 24.6% 44%
20261009 $4.90 $4.90 28.3% 67%
20261008 $6.62 $4.90 27.6% 63%
20261007 $7.28 $4.90 27.6% 63%
20261006 $6.92 $4.90 28.3% 67%
20261005 $4.42 $0.00 27.2% 60%
20261002 $4.90 $4.90 27.2% 60%
20261001 $4.90 $4.90 25.8% 51%
20260930 $4.90 $4.90 23.7% 39%
20260929 $4.90 $4.90 25.3% 48%
20260928 $4.80 $4.80 25.5% 50%
20260925 $4.80 $4.80 25.1% 47%
20260924 $4.80 $4.80 24.8% 45%
20260923 $4.80 $4.80 22.4% 31%
20260922 $4.80 $4.80 25.5% 50%
20260921 $4.80 $4.80 27.1% 60%
20260918 $4.80 $4.80 28.0% 65%
20260917 $4.80 $4.80 33.6% 100%
20260916 $4.80 $4.80 31.8% 100%
20260915 $4.80 $4.80 28.7% 91%
20260914 $4.80 $4.80 28.4% 89%
20260911 $4.80 $4.80 29.8% 100%
20260910 $4.80 $4.80 28.5% 100%
20260909 $4.80 $7.35 26.9% 89%
20260908 $4.80 $4.80 27.5% 94%
20260904 $4.80 $4.80 26.4% 83%
20260903 $4.80 $4.80 26.0% 80%
20260902 $4.80 $4.80 25.6% 76%
20260901 $7.43 $7.43 27.1% 90%
20260831 $4.80 $4.80 26.0% 80%
20260828 $4.80 $4.80 25.3% 74%
20260827 $4.80 $4.80 24.4% 65%
20260826 $4.80 $4.80 20.6% 30%
20260825 $4.80 $4.80 22.8% 50%
20260824 $4.80 $4.80 22.2% 44%
20260821 $4.80 $4.80 21.2% 35%
20260820 $4.80 $4.80 20.3% 26%
20260819 $4.80 $4.80 20.8% 31%
20260818 $4.80 $4.80 22.1% 44%
20260817 $4.80 $4.80 20.2% 26%
20260814 $4.80 $4.80 19.8% 22%
20260813 $4.80 $4.80 20.7% 30%
20260812 $4.80 $4.80 18.0% 5%
20260811 $4.80 $4.80 19.6% 21%
20260810 $4.80 $4.80 19.7% 21%
20260807 — — 19.1% 16%
20260806 $4.80 $4.80 20.5% 29%
20260805 $4.80 $4.80 20.8% 32%
20260804 $4.80 $4.80 17.4% 0%
20260803 $4.80 $4.80 20.9% 20%
20260731 $4.80 $4.80 21.6% 28%
20260730 $4.80 $4.80 21.1% 22%
20260729 $5.82 $5.82 21.4% 26%

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.