JPM volatilità 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.20.4%
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.12.7%
HV6020.1%
Spread IV − HV20
+7.7pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
13
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 13:03 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 23.1% | +1.9pt | ±1.4% |
| Sep 11, 2026 | 8 | 19.7% | +1.7pt | ±2.5% |
| Sep 18, 2026 | 15 | 20.1% | +2.5pt | ±3.4% |
| Sep 25, 2026 | 22 | 20.2% | +2.1pt | ±4.1% |
| Oct 02, 2026 | 29 | 20.4% | +3.0pt | ±4.7% |
| Oct 09, 2026 | 36 | 20.7% | +3.5pt | ±5.4% |
| Oct 16, 2026 | 43 | 23.7% | +3.6pt | ±6.7% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 23.2% | +3.6pt | ±8.7% |
| Dec 18, 2026 | 106 | 23.0% | +4.0pt | ±10.1% |
| Jan 15, 2027 | 134 | 24.1% | +3.9pt | ±11.7% |
| Mar 19, 2027 | 197 | 24.7% | +4.1pt | ±14.5% |
| Jun 17, 2027 | 287 | 25.0% | +3.9pt | ±17.6% |
| Sep 17, 2027 | 379 | 25.4% | +4.0pt | ±20.4% |
| Dec 17, 2027 | 470 | 25.5% | +4.3pt | ±22.8% |
| Jan 21, 2028 | 505 | 25.8% | +3.2pt | ±23.7% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20