JPM volatilite 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.20.7%
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%
IV − HV20 farkı
+8.0pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
15
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 kaydedilen gün
Cboe delayed options data · itibarıyla 17:03 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 24.5% | -0.2pt | ±1.2% |
| Sep 11, 2026 | 8 | 20.1% | +1.0pt | ±2.4% |
| Sep 18, 2026 | 15 | 20.8% | +1.4pt | ±3.4% |
| Sep 25, 2026 | 22 | 20.5% | +1.7pt | ±4.1% |
| Oct 02, 2026 | 29 | 20.7% | +1.9pt | ±4.7% |
| Oct 09, 2026 | 36 | 20.6% | +3.0pt | ±5.3% |
| Oct 16, 2026 | 43 | 23.8% | +2.5pt | ±6.6% |
| Oct 23, 2026 | 50 | 23.6% | +3.6pt | ±7.0% |
| Nov 20, 2026 | 78 | 23.5% | +3.1pt | ±8.7% |
| Dec 18, 2026 | 106 | 23.4% | +3.0pt | ±10.1% |
| Jan 15, 2027 | 134 | 23.9% | +3.4pt | ±11.6% |
| Mar 19, 2027 | 197 | 24.5% | +3.6pt | ±14.4% |
| Jun 17, 2027 | 287 | 25.2% | +3.9pt | ±17.7% |
| Sep 17, 2027 | 379 | 25.1% | +3.1pt | ±20.2% |
| Dec 17, 2027 | 470 | 25.4% | +3.7pt | ±22.7% |
| Jan 21, 2028 | 505 | 25.8% | +3.6pt | ±23.6% |
Volatilite gülümsemesi — Sep 18, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20