JPM volatiliteit 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.22.0%
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.18.9%
HV6017.4%
IV − HV20 spreiding
+3.0pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
11
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dagen vastgelegd
Cboe delayed options data · per 09:38 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 22.9% | +2.2pt | ±1.9% |
| Oct 30, 2026 | 10 | 22.5% | +2.8pt | ±3.1% |
| Nov 06, 2026 | 17 | 22.1% | +2.3pt | ±4.0% |
| Nov 13, 2026 | 24 | 22.6% | +3.6pt | ±4.8% |
| Nov 20, 2026 | 31 | 21.9% | +3.0pt | ±5.2% |
| Nov 27, 2026 | 38 | 21.1% | +2.2pt | ±5.5% |
| Dec 18, 2026 | 59 | 22.5% | +3.4pt | ±7.3% |
| Jan 15, 2027 | 87 | 23.0% | +3.6pt | ±9.1% |
| Mar 19, 2027 | 150 | 23.3% | +3.3pt | ±12.0% |
| Jun 17, 2027 | 240 | 24.1% | +3.0pt | ±15.6% |
| Sep 17, 2027 | 332 | 24.6% | +3.2pt | ±18.8% |
| Dec 17, 2027 | 423 | 25.2% | +3.7pt | ±21.4% |
| Jan 21, 2028 | 458 | 25.3% | +3.2pt | ±22.3% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20