JQUA · Expected Move
JPMorgan U.S. Quality Factor ETF · ETF
The expected move for JQUA 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).
JQUA 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 JQUA Expected Move
30-Day Straddle
$1.27
7-Day Straddle
$1.27
30-Day ATM IV
15.1%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to JQUA'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.
JQUA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.27 | $1.27 | 15.1% | 21% |
| 20261021 | $1.30 | $1.30 | 20.1% | 49% |
| 20261020 | $1.05 | $1.05 | 12.9% | 8% |
| 20261019 | $0.95 | $0.95 | 13.4% | 11% |
| 20261016 | $2.60 | $3.50 | 14.6% | 18% |
| 20261015 | $2.35 | $1.20 | 12.3% | 5% |
| 20261014 | $2.45 | $1.25 | 12.7% | 8% |
| 20261013 | $2.25 | $1.32 | 12.2% | 12% |
| 20261012 | $2.35 | $1.30 | 12.6% | 23% |
| 20261009 | $2.42 | $1.38 | 13.1% | 25% |
| 20261008 | $2.67 | $1.50 | 14.4% | 31% |
| 20261007 | $2.65 | $1.50 | 14.6% | 32% |
| 20261006 | $2.88 | $1.60 | 14.6% | 32% |
| 20261005 | $2.65 | $1.50 | 14.8% | 33% |
| 20261002 | $1.62 | $1.62 | 15.6% | 37% |
| 20261001 | $1.62 | $1.62 | 15.4% | 36% |
| 20260930 | $1.73 | $1.73 | 16.0% | 39% |
| 20260929 | $1.70 | $1.70 | 15.3% | 35% |
| 20260928 | $1.73 | $1.73 | 15.4% | 36% |
| 20260925 | $1.83 | $1.83 | 15.0% | 34% |
| 20260924 | $1.85 | $1.85 | 15.1% | 34% |
| 20260923 | $1.95 | $1.95 | 15.0% | 34% |
| 20260922 | $1.75 | $1.75 | 15.3% | 35% |
| 20260921 | $1.83 | $1.83 | 14.7% | 33% |
| 20260918 | $1.98 | $4.80 | 14.8% | 33% |
| 20260917 | $2.08 | $1.30 | 14.7% | 32% |
| 20260916 | $2.27 | $1.23 | 13.6% | 27% |
| 20260915 | $2.30 | $1.52 | 14.4% | 31% |
| 20260914 | $2.17 | $1.45 | 13.5% | 27% |
| 20260911 | $2.25 | $1.52 | 14.9% | 34% |
| 20260910 | $2.42 | $1.68 | 15.3% | 35% |
| 20260909 | $2.48 | $1.68 | 13.2% | 26% |
| 20260908 | $2.25 | $1.55 | 14.0% | 29% |
| 20260904 | $2.58 | $1.70 | 14.9% | 33% |
| 20260903 | $2.35 | $1.62 | 14.9% | 34% |
| 20260902 | $1.77 | $1.77 | 16.4% | 41% |
| 20260901 | $1.80 | $1.80 | 16.9% | 43% |
| 20260831 | $1.80 | $1.80 | 15.3% | 36% |
| 20260828 | $1.73 | $1.73 | 15.7% | 37% |
| 20260827 | $1.90 | $1.90 | 14.0% | 29% |
| 20260826 | $1.92 | $1.92 | 15.6% | 37% |
| 20260825 | $2.00 | $2.00 | 16.1% | 39% |
| 20260824 | $2.05 | $2.05 | 15.9% | 38% |
| 20260821 | $2.00 | $3.17 | 15.8% | 38% |
| 20260820 | $2.30 | $1.20 | 17.8% | 47% |
| 20260819 | $2.08 | $1.27 | 16.7% | 42% |
| 20260818 | $2.40 | $1.45 | 16.9% | 43% |
| 20260817 | $2.20 | $1.40 | 15.7% | 37% |
| 20260814 | $2.42 | $1.55 | 13.0% | 24% |
| 20260813 | $2.40 | $1.50 | 11.4% | 17% |
| 20260812 | $2.30 | $1.62 | 14.8% | 33% |
| 20260811 | $2.40 | $1.60 | 15.6% | 37% |
| 20260810 | $2.85 | $2.10 | 13.6% | 27% |
| 20260807 | — | — | 15.0% | 34% |
| 20260806 | $3.05 | $2.28 | 18.4% | 50% |
| 20260805 | $2.28 | $2.28 | 16.8% | 42% |
| 20260804 | $1.85 | $1.85 | 14.1% | 30% |
| 20260803 | $2.23 | $2.23 | 14.3% | 31% |
| 20260731 | $2.35 | $2.35 | 13.9% | 29% |
| 20260730 | $2.40 | $2.40 | 14.5% | 32% |
More on JQUA
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.