- JPMorgan Chase has moved ±3.4% on average at the peak of earnings day over the last 10 years; the median is ±2.9% and the 95th percentile ±6.6%.
- JPM's actual earnings move exceeded what options had priced in 9 of its last 16 reports (56%).
- Last report (Jul 14, 2026): options priced ±3.3%, the stock closed +2.5%.
Timeline: what happens when
| When | What | Why it matters |
|---|---|---|
| Tue Oct 6 | IV ramp window opens | The five sessions before a report are where JPM's implied volatility has historically climbed; the ramp chart below shows the last one. |
| Tue Oct 13 | JPM reports before market open | before the 9:30 am ET open. The implied move on this page is frozen at the last pre-print reading. |
| Tue Oct 13 | Reaction session | The move that counts against the implied is measured at this session's close, off the pre-report close. |
| Tue Oct 13 | This page updates with the result | Only after the session has closed — a realised move is not published before it is real. |
| Fri Oct 16 | +3 sessions | First drift checkpoint: has the reaction held, faded or extended? |
| Thu Oct 22 | +7 sessions | Second checkpoint; the drift chart below shows how the last two reports travelled. |
Dates are NYSE sessions; a market holiday shifts the post-print rows by a day. Report timing is the company's scheduled slot and can change — this page refreshes daily.
What options priced vs what JPM has done
JPM's last five reports: priced vs happened
| Report | Options priced | Close move | Peak move |
|---|---|---|---|
| Jul 14, 2026 | ±3.3% | +2.5% | +3.0% |
| Apr 14, 2026 | ±3.4% | -0.8% | -1.5% |
| Jan 13, 2026 | ±3.5% | -4.2% | -4.3% |
| Oct 14, 2025 | ±4.1% | -1.9% | -4.5% |
| Jul 15, 2025 | ±3.5% | -0.7% | +1.1% |
Full 10-year table and the live number all season: JPM implied-move page · season-wide scoreboard: Q3 implied-vs-actual tracker.
The EarningsWatcher Lens on JPM
Where the priced move sits. Options priced ±3.3%. Against JPM's own ten-year record of earnings-day peak moves, that is above the median (±2.9%) but inside what the last ten years treated as ordinary — the 80th-percentile line is ±5%.
Recent versus long history. For JPM, the last two years (±3.1%) look much like the last ten (±3.4%). Today's priced move is between the two — over the two-year figure, under the ten-year one.
The base rate. In the 16 JPM reports with a recorded implied move, the realised peak exceeded what options had priced 9 times (56%) — close to a coin flip — neither side of the volatility trade has had a structural edge. That is a description of the past, not a forecast of this print.
The last print. Jul 14, 2026: options priced ±3.3%; the stock closed +2.5% with an intraday peak of +3.0% — inside the priced range.
What this does not say. None of the above carries a direction. The implied move is the size of the move options are pricing, in either direction, and the history is how big past moves were — not which way the next one goes.
Free to quote with attribution: EarningsWatcher, October 16, 2026 · earnings-watcher.com/wiki/jpm-earnings-october-2026
The week before: JPM's IV rush
That climb is tradeable — and it ends at the print. How members play it: the IV Rush Radar draws JPM's live IV against its typical ramp with three entry signals and a projected straddle. Free breakdown: JPM before earnings.
The weeks after: does the move hold?
The reaction close is the start, not the story — DriftLab scores JPM's follow-through, gap-fill odds and drift strength for members. Free breakdown: JPM after earnings.
- Simulator — build the exact JPM position and see its likelihood of success and risk/reward against ten years of reactions, with real IV crush modelled
- IV Rush Radar — JPM's live pre-earnings IV curve, three snapshot signals, projected straddle
- DriftLab — follow-through, gap-fill and drift scores for the days after
- Data Picks — the week's scored ideas across five strategies, JPM week included
Sources and method
- Implied move — EarningsWatcher's live options data for JPM: the move the at-the-money straddle prices into the report, read daily and frozen at the last pre-print reading. As of October 16, 2026.
- Historical moves — the Moves Analyzer's per-release record for JPM: 39 reports over ten years, measured as the peak intraday move on earnings day (the app's default view) and the reaction-session close, both off the pre-report close.
- Implied-vs-actual history — 16 reports with a recorded implied move, from the same dataset; the "beat the implied" count compares the realised peak with the priced move.
- Report date and timing — JPMorgan Chase's scheduled release slot as tracked by EarningsWatcher; confirmed with the company's investor-relations materials where available.
- Method — how EarningsWatcher measures implied and realised moves · how the implied move is calculated.
Updates
- Sep 29, 2026 — Published ahead of the report; implied move and history refresh daily until the print.
- Pending — the result is added the session after JPM reports, once the reaction close is recorded.
Frequently asked questions
When was JPM's October 2026 earnings report?
JPMorgan Chase reported on Oct 13, 2026, before market open.
What is the expected move for JPM earnings?
Options had priced a ±3.3% move (the implied move) for the Oct 13, 2026 report. For context, JPM's 10-year average peak move is ±3.4%, the median ±2.9% and the 95th-percentile tail ±6.6%.
Will JPM beat earnings — can this page predict the move?
No page can predict direction, and this one does not try. What is measurable: how big a move options had priced, how that compared with what actually happened in each past report (9 of 16 beat the implied), and how the stock has behaved before and after prints. Decision tools — the simulator's likelihood of success, the IV Rush signals, DriftLab's follow-through scores — are for EarningsWatcher members.
What usually happens to JPM stock after earnings?
Over its tracked reports JPM's earnings-day close averaged ±2.7% with the biggest single-day close at +7.6%. The day-by-day record — and whether moves follow through or fade — is on the JPM after-earnings page and in DriftLab.