JPM·JPMorgan Chase & Co.

Realized volatility (21d)

15.7% 24th pct

Below its peak

-9.1%

vs 200-day average

+3.2%

Up days (1y)

55%

JPMorgan Chase & Co. is currently running 15.7% annualised volatility over the last 21 sessions. Measured against JPM's own 13 years of daily returns rather than a market-wide average, that is the 24th percentile — unusually subdued by its own history, against a typical reading of 19.9%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

JPM is trading -9.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -14.2%, and the deepest was -42.6% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +3.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 35th percentile — close to the gap it normally carries. Over the past year JPM closed higher on 55% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, JPM finished the month higher 9 of 14 times, with a median return of +1.4% and an average of +2.8%. Its strongest month historically has been November at +6.2% on average, its weakest March at -3.0%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: JPM has opened more than 2% away from the prior close in 42 of 3,268 sessions (1.3% of the time), with the largest gaps running +5.0% and -5.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 4 dated reports on file, JPM moved an average of 1.2% in the session after earnings, closing higher 2 of those 4 times, with a median move of -0.6% and a largest of -1.5%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against JPM's own 13-year history, not a peer group or index.