Implied Volatility (Calls) (180-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
JPMorgan Chase & Co. (JPM) had 180-Day Implied Volatility (Calls) of 0.1945 for 2024-05-02.