JPMorgan US Value Factor ETF (JVAL)'s 30-day implied volatility (IV30) was 15.8% at the close on November 5, 2026, up from 13.8% the day before, against a 52-week range of 11.7% to 22.0%. Its 20-day historical volatility was 12.2%.

Key numbers

30-day implied volatility (IV30): 15.8%
IV30 52-week range: 11.7% to 22.0% (median 15.4%)
Historical volatility: 20-day 12.2%, 1-year 15.0%
Implied move by the nearest expiration: ±0.9%

Data as of November 5, 2026.

JVAL Implied Volatility (IV) vs Historical Volatility (HV)

Name: JVAL Implied Volatility
Creator: Market Chameleon