JPM Implied Volatility
JPM $334.40 · Updated Oct 26, 4:00 PM ET
JPM at-the-money implied volatility is 24.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 21.3%. 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 | 24.6% |
| Nov 6, 2026 | 11 | 335 | 23.4% |
| Nov 13, 2026 | 18 | 335 | 23.0% |
| Nov 20, 2026 | 25 | 335 | 21.9% |
| Nov 27, 2026 | 32 | 335 | 21.3% |
| Dec 4, 2026 | 39 | 335 | 21.7% |
| Dec 18, 2026 | 53 | 335 | 21.8% |
| Jan 15, 2027 | 81 | 330 | 23.6% |
| Mar 19, 2027 | 144 | 335 | 23.5% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 315 | 39.9% | 29.8% |
| 317.5 | 35.3% | 29.0% |
| 320 | 33.7% | 27.9% |
| 322.5 | 31.6% | 26.9% |
| 325 | 31.1% | 26.1% |
| 327.5 | 26.9% | 25.9% |
| 330 | 26.5% | 24.8% |
| 332.5 | 26.9% | 24.2% |
| 335 | 24.9% | 24.3% |
| 337.5 | 24.2% | 22.9% |
| 340 | 24.0% | 22.5% |
| 342.5 | 23.4% | 0.0% |
| 345 | 23.7% | 0.0% |
| 347.5 | 23.6% | 0.0% |
| 350 | 24.3% | 0.0% |
| 352.5 | 24.9% | 0.0% |
| 355 | 23.4% | 0.0% |
How this is calculated: Implied Volatility methodology