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JPM options: IV rank, expected move and trade screens

Jpmorgan Chase & Co · Financials

As of the close on . In the app, data is refreshed intraday.

JPM closed at $336.59 on Sep 28, 2026 with 30-day implied volatility of 27.4%. That is in the upper half of its one-year range (IV rank 51), so premiums are somewhat richer than usual for JPM. Measured by IV percentile, IV is higher than 83% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $27.26, or 8.1%.

The price is above its 200-day moving average (+4.8%) but below its 50-day (-4.6%), a pullback inside a longer uptrend. It is 7.8% below its 52-week high and 19.0% above its 52-week low. The 14-day RSI of 36.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $6.69, about 2.0% of the price, a measure of a typical day's range.

Option volume at the close (42.3K contracts) was 1.0x its average, close to normal. A beta of 0.79 means JPM has tended to move about 0.8 times as much as the broad market. 2 of our preset screens found trades on JPM at the close, led by Cash-Secured Put Entries on Mega Caps with 7 trades.

JPM stats at the close

Price
$336.59
Market cap $895B
Implied volatility
27.4%
30-day, at the money
IV rank
51
IV sits 51% of the way from its one-year low to its one-year high.
IV percentile
83
IV is higher than 83% of the past year's readings.
ATR (14-day)
$6.69
2.0% of the price on a typical day
RSI (14-day)
36.2
Between 30 and 70, neutral
52-week range
-7.8% from high
+19.0% from the 52-week low
Moving averages
-4.6% vs 50-day
+4.8% vs the 200-day
Beta
0.79
Sensitivity to the broad market
Option volume
1.0x avg
42.3K contracts vs 41.9K average

JPM expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days26.1%±$9.20 (2.7%)$327.39 to $345.79$7.38
Oct 30, 202632 days27.4%±$27.26 (8.1%)$309.33 to $363.85$21.78
Nov 20, 202653 days25.9%±$33.26 (9.9%)$303.33 to $369.85$26.55
Dec 18, 202681 days25.0%±$39.67 (11.8%)$296.92 to $376.26$31.65

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for JPM from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

JPM options FAQ

What is JPM's IV rank?
At the close on Sep 28, 2026, JPM's IV rank was 51 with 30-day implied volatility of 27.4%. IV sits 51% of the way from its one-year low to its one-year high. Its IV percentile was 83: IV is higher than 83% of the past year's readings.
What is the expected move for JPM?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $27.26 (8.1%), a range of $309.33 to $363.85. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on JPM?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on JPM: Cash-Secured Put Entries on Mega Caps (7), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is JPM option volume above average?
On Sep 28, 2026, JPM option volume was 1.0x its average, close to normal.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.