Options WhaleEarnings volatility research

Ticker research

JP Morgan Chase & Co. Common Stock (JPM)

$334.98 underlying · data as of Sep 29, 2026, 4:00 PM EDT

Earnings 2026-10-13

Price context

Underlying
$334.98
Expected move
$17.43
Expected move %
5.2%

Options snapshot

ATM implied volatility
30.2%
IV rank
28.3%
Liquidity
ACCEPTABLE
Median spread
18.0%

Catalyst

Next earnings
2026-10-13
Session
Before Market
Days away
14

Strategy opportunities

  • Iron Condor score 0.66

    Sell defined-risk premium around the implied-move boundaries when realized moves have frequently remained contained.

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  • Calendar score 0.54

    Sell nearer-dated premium and own post-event time when the earnings expiration carries a relative IV premium.

    Full research →

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Data provenance

Every figure on this page comes from published, reviewed research or labelled historical reconstructions. Modelled cash-secured-put and covered-call premiums are calculated from the published at-the-money implied volatility with Black-Scholes and are not live quotes.