Options WhaleEarnings volatility research

JPM · Expected-Move

JP Morgan Chase & Co. Common Stock (JPM) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$334.98
Expected move
$17.43
Expected move %
5.2%
Lower boundary
$317.56
Upper boundary
$352.41
Median historical move
2.2%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveCurrent implied move versus 4 paired historical observations. Actual movement exceeded the stored implied move in 1 of 4 paired events.
Implied versus actual earnings moveCurrent implied move versus 4 paired historical observations. Actual movement exceeded the stored implied move in 1 of 4 paired events.0%2%5%10-1401-1304-1407-14
Actual absolute move Implied move at the checkpoint
Show the underlying values
Historical earnings moves
EventActual absoluteImpliedActual exceeded implied
2025-10-141.9%4.1%No
2026-01-134.2%3.6%Yes
2026-04-140.8%3.3%No
2026-07-142.5%3.4%No

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Data provenance

Figures are from published, reviewed research as of Sep 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.