JPM volatilidad JPMorgan Chase & Co.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.20.3%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.13.7%
HV6020.3%
Diferencial IV − HV20
+6.6pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
14
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de 21:51 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 23.2% | -0.1pt | ±1.0% |
| Sep 11, 2026 | 8 | 19.0% | +1.1pt | ±2.3% |
| Sep 18, 2026 | 15 | 20.1% | +1.4pt | ±3.3% |
| Sep 25, 2026 | 22 | 20.6% | +2.1pt | ±4.1% |
| Oct 02, 2026 | 29 | 20.3% | +2.0pt | ±4.6% |
| Oct 09, 2026 | 36 | 20.5% | +2.4pt | ±5.3% |
| Oct 16, 2026 | 43 | 23.5% | +2.8pt | ±6.5% |
| Oct 23, 2026 | 50 | 23.2% | +2.9pt | ±6.9% |
| Nov 20, 2026 | 78 | 22.8% | +2.8pt | ±8.5% |
| Dec 18, 2026 | 106 | 23.1% | +3.1pt | ±9.9% |
| Jan 15, 2027 | 134 | 24.0% | +3.8pt | ±11.6% |
| Mar 19, 2027 | 197 | 24.5% | +3.9pt | ±14.3% |
| Jun 17, 2027 | 287 | 25.2% | +3.4pt | ±17.8% |
| Sep 17, 2027 | 379 | 25.2% | +2.9pt | ±20.3% |
| Dec 17, 2027 | 470 | 25.7% | +4.5pt | ±22.9% |
| Jan 21, 2028 | 505 | 25.9% | +4.0pt | ±23.7% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20