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JPMorgan Chase & Co JPM 352.11 14.13 4.18%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $352.11
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$3.70 $348.41 – $355.81 $347.64 – $356.58 $344.15 – $360.07
2 sessions ±1.5% ±$5.18 $346.93 – $357.29 $345.84 – $358.38 $340.98 – $363.24
3 sessions ±1.8% ±$6.27 $345.84 – $358.38 $344.61 – $359.61 $338.73 – $365.49
1 week ±2.2% ±$7.75 $344.36 – $359.86 $342.64 – $361.58 $335.60 – $368.62
2 weeks ±3.1% ±$11.06 $341.05 – $363.17 $338.45 – $365.77 $328.52 – $375.70
3 weeks ±3.9% ±$13.73 $338.38 – $365.84 $335.03 – $369.19 $323.06 – $381.16
1 month ±4.5% ±$15.88 $336.23 – $367.99 $332.29 – $371.93 $318.45 – $385.77
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±3.94%
Average actual move
1.83%
Beyond the implied move
0 / 7
Median IV change
-21.56%
Reaction session Implied Actual Used ATM IV before → after
October 13, 2026 ±3.16% -0.86% 0.27× 28.4% → 23.6%
July 14, 2026 ±3.39% +2.50% 0.74× —
April 14, 2026 ±3.88% -0.82% 0.21× —
October 14, 2025 ±4.16% -1.91% 0.46× 35.4% → 27.7%
July 15, 2025 ±3.53% -0.74% 0.21× 29.8% → 21.5%
April 11, 2025 ±5.81% +4.00% 0.69× 60.9% → 50.6%
January 15, 2025 ±3.62% +1.97% 0.55× 28.2% → 19.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →