JPM as of Oct 31 · 17:33 ET

JPMNYSENational Commercial Banks

JPMorgan Chase & Co · Brief

Next report

73 days

Jan 12 · before openest.Q4 FY26

Earnings

Expected move

Inputs

±7.6%implied · straddle

311.58362.50

spot 337.04exp Jan 15ATM strike 340ATM straddle 29.95IV 24%

Oct 30 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

1 of 5≥ implied

avg implied: ±3.0%
avg realized: ±2.1%

Jan 15 '25—▲+1.97%—

Apr 11 '25—▲+4.00%—

Jul 15 '25—▼−0.74%—

Q3 FY25±3.5%▼−1.91%×0.55

Jan 13 '26±3.0%▼−4.19%×1.39

Q1 FY26±2.8%▼−0.82%×0.29

Q2 FY26±2.9%▲+2.50%×0.87

Oct 13 '26±2.7%▼−0.86%×0.32

quarterimplied−5%0+5%realized×

Oct '26±2.7%▼−0.86%×0.32

Q2 FY26±2.9%▲+2.50%×0.87

Q1 FY26±2.8%▼−0.82%×0.29

Jan '26±3.0%▼−4.19%×1.39

Q3 FY25±3.5%▼−1.91%×0.55

Jul '25—▼−0.74%—

2 older reports

Apr '25—▲+4.00%—

Jan '25—▲+1.97%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Jan 12 report · est.

Bull2 of 4

17customers disclosing the company as a supplierSEC filings

13tracked funds holding JPMN-PORT · Aug 31 '26

Bear2 of 3

4 of 5recent reports where the move came in under the options-implied rangeEarnings history

9 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Oct 15 '26once per report · top 2 per case

Linked exposure

JPM report session

Suppliers 1

GPGIGpgi×0.71

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

No changes.

Your note

privateThesis 0 · Decisions 0 · Observations 0

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