JPMORGAN CHASE & CO (JPM) Options Risk Score

Run a full JPM options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on JPMORGAN CHASE & CO (JPM) right now?

Over a 4-week expiry window, JPMORGAN CHASE & CO (JPM) scores 83 out of 100 for options catalyst risk (HIGH). What pushes it there: an upcoming earnings report, 8 recent news items, 10 active legal filings and 12 recent SEC events, all landing inside the 4-week window. Anything at 70 or above counts as HIGH, meaning the premium on JPM is at least partly compensation for a scheduled event rather than pure time value. It says nothing about direction — only that something is on the calendar.

JPM shows an IV Rank of 47, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 25%. IV Rank answers how JPM options are priced against their own history, which is the starting point for choosing between selling and buying premium.

JPM is scheduled to report earnings on 2026-10-13, which falls inside a typical monthly options expiry — expect elevated implied volatility into the event and an IV crush afterward.

JPMORGAN CHASE & CO (JPM) current implied volatility and IV Rank

The most recent read on JPMORGAN CHASE & CO (JPM) puts its IV Rank at 47 with implied volatility around 25%, alongside a TickerRisk options-risk score of 83/100. JPM's options are priced near the middle of their own yearly range — unremarkable volatility, so the trade has to stand on its own thesis rather than on rich or cheap premium.

For what this number does and does not tell you about JPM's options, see IV Rank explained.

JPMORGAN CHASE & CO (JPM) next earnings date — 2026-10-13

JPMORGAN CHASE & CO (JPM) reports earnings on 2026-10-13 — about 37 days away, which falls inside a typical options expiry window. JPM's IV Rank is currently 47. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

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