Options WhaleEarnings volatility research

JPM · Iv

JP Morgan Chase & Co. Common Stock (JPM) implied volatility

At-the-money implied volatility, its position in the range, and the pre-earnings curve.

$334.98
Current ATM IV
30.2%
IV rank
28.3%
IV percentile
71.4%
Historical median at checkpoint
29.2%
Pre-earnings IV curveCurrent ATM IV 30.2% tied to the T-14 checkpoint, versus a 29.2% historical median there (4 events). This snapshot stores one current observation rather than a full current-cycle curve.
Pre-earnings IV curveCurrent ATM IV 30.2% tied to the T-14 checkpoint, versus a 29.2% historical median there (4 events). This snapshot stores one current observation rather than a full current-cycle curve.22%30%39%47%Current 30.2%T-35T-28T-21T-14T-7T-3T-1T+1
Historical median p25–p75 where both exist Current ATM IV at T-14Gaps: 1 checkpoint without a median
Show the underlying values
Historical ATM implied volatility by event checkpoint
CheckpointCurrent IVMedianp25p75Events
T-35Not observed29.7%27.8%30.9%3
T-28Not observed25.8%25.3%29.1%3
T-21Not observed27.5%25.6%30.8%3
T-14Not observed29.2%28.1%30.9%4
T-7Not observed34.3%31.9%36.8%4
T-3Not observedUnavailableUnavailableUnavailable0
T-1Not observed41.5%40.5%44.0%4
T+1Not observed27.7%26.2%30.5%4

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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.