Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

JPMorgan Chase & Co. (JPM) had 30-Day Put-Call Implied Volatility Ratio of 0.9022 for 2024-04-25.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2884
Historical Volatility (Parkinson)	0.1737
Implied Volatility (Calls)	0.2117
Implied Volatility (Puts)	0.1910
Implied Volatility (Mean)	0.2014
Put-Call Implied Volatility Ratio	0.9022
Implied Volatility Skew	0.0294
Option Statistics
Put-Call Ratio (Volume)	0.4220
Put-Call Ratio (Open Interest)	1.4416
Forward Price	194.67
Call Breakeven Price	200.02
Put Breakeven Price	180.30
Option Breakeven Price	188.65