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No strategies meet current entry criteria.
JPMorgan Chase (JPM) is a Financials stock with actively traded listed options. IV Rank 33% is 7pp above the Financials sector median of 26%. See Walls for support and resistance levels.
JPM Edge Score: 61/100 — data coverage is strong, but current trading conditions are unfavorable.
Earnings in 13d. The best trade today might be no trade.
See full analysis →JPM conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Earnings impact: Raw VRP (+3.8pp) includes an IV premium from upcoming earnings (13d). Excluding this premium, VRP is -0.1pp. The 4pp gap is earnings-driven — not a structural edge.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
JPMorgan Chase shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 28.5% over 20 days versus a 24.5% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.88, indicating calming conditions relative to implied expectations. Bank stock correlated to yield curve and macro cycles. For premium sellers tracking JPM, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
JPM has maintained a consistent volatility profile over the past 20 trading days. The RV ratio has held in a range of 1.30 to 1.40, with 0% of days in seller-favorable territory. Stable regimes can persist for weeks in financials stocks, making JPM a relatively predictable candidate for premium selling strategies during this period.
Based on current realized volatility, traders can expect JPM to move approximately ±$5.29 (1.8%) per day and ±$11.82 (4.0%) over five trading days. At a stock price of $294.19, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
Current conditions on JPM point toward range-bound strategies like iron condor (tight wings). Moderately calm conditions (ratio 0.88). Range-bound behavior favors iron condors. Earnings in 13d — tighten wings. Iron Condor (Tight Wings) benefits from time decay while defining maximum risk on both sides — a structure that suits JPM's current volatility profile where directional edge is limited but overall conditions are acceptable for premium collection.
JPM has earnings in roughly 13 trading days. While not immediate, this proximity means implied volatility may begin expanding as the market prices in event risk. Premium sellers should factor this into DTE selection — positions expiring before earnings avoid the binary risk entirely, while positions spanning the event carry significantly higher uncertainty.
Financial stocks are sensitive to interest rate expectations and macro data, creating volatility clusters around Fed meetings. JPM specifically bank stock correlated to yield curve and macro cycles. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks JPM daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about JPM
JPMorgan Chase currently shows a weak premium selling signal because earnings in 13 days. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
JPMorgan Chase's IV Rank is 33%, indicating relatively cheap options. While premiums are thinner, low IV can present opportunities for option buyers or for sellers who focus on probability rather than absolute premium. See the IV Analysis page for detailed breakdown.
JPMorgan Chase has earnings in 13 days. Earnings are the largest source of gap risk for option positions. The Earnings Crush page shows historical post-earnings IV crush patterns, while the Strategy Builder can help model defined-risk positions around the announcement.
JPMorgan Chase currently shows a weak premium selling signal because earnings in 13 days. Consider waiting for conditions to improve.
JPMorgan Chase's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.88.
JPMorgan Chase's snapshot: IV Rank 33% (average premiums), VRP +3.8pp (options overpriced), RV Ratio 0.88 (normal volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for JPMorgan Chase: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for JPMorgan Chase right now: earnings in 13 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
JPMorgan Chase has earnings in approximately 13 days, the largest source of gap risk for option positions. Three VolRadar pages are especially relevant: the Earnings Crush page shows JPMorgan Chase's historical win rate and implied-vs-actual move pattern; the Premium Selling page reflects whether the signal accounts for event risk; and the Strategy Builder can model defined-risk positions around the announcement.
Based on Yang-Zhang realized volatility, JPMorgan Chase has a 1-day expected move of ±$5.29 (±1.8%) and a 5-day expected move of ±$11.82 (±4.0%). This means the stock is expected to trade between $282 and $306 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Financials tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.