JPM Implied Volatility
JPM $334.04 · Updated Oct 26, 4:00 PM ET
JPM at-the-money implied volatility is 26.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 23.9%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 335 | 26.2% |
| Nov 6, 2026 | 11 | 335 | 25.5% |
| Nov 13, 2026 | 18 | 335 | 25.8% |
| Nov 20, 2026 | 25 | 335 | 23.2% |
| Nov 27, 2026 | 32 | 335 | 23.9% |
| Dec 4, 2026 | 39 | 335 | 24.2% |
| Dec 18, 2026 | 53 | 335 | 23.1% |
| Jan 15, 2027 | 81 | 330 | 25.2% |
| Mar 19, 2027 | 144 | 335 | 24.6% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 315 | 65.9% | 31.4% |
| 317.5 | n/a | 29.2% |
| 320 | 50.8% | 27.5% |
| 322.5 | 46.6% | 27.5% |
| 325 | 41.2% | 26.9% |
| 327.5 | 35.5% | 26.9% |
| 330 | 32.4% | 25.6% |
| 332.5 | 33.0% | 25.6% |
| 335 | 27.3% | 25.0% |
| 337.5 | 26.1% | 25.4% |
| 340 | 25.7% | 25.7% |
| 342.5 | 25.5% | 25.4% |
| 345 | 25.1% | 32.3% |
| 347.5 | 24.9% | 33.7% |
| 350 | 25.6% | 37.8% |
| 352.5 | 26.3% | n/a |
| 355 | 25.9% | 52.6% |
How this is calculated: Implied Volatility methodology