JPMorgan BetaBuilders Japan ETF

BBJPCBOE · USD
74.43USD0.00 (+0.38%)

JPMorgan BetaBuilders Japan ETF (BBJP) Historical Volatility

BBJP's 30 day historical volatility is 23.84%, in the 73rd percentile of readings over the past year. This is a high percentile, meaning JPMorgan BetaBuilders Japan ETF shares have swung far more than usual. BBJP's 30 day implied volatility sits at 21.66%, with an IV Rank of 18.06%, leaving IV 2.18 points below historical volatility. This means options are pricing in less movement than the stock has actually delivered, as of Nov 13, 2026.

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Tracking BBJP historical volatility helps you see how much JPMorgan BetaBuilders Japan ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, BBJP's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor BBJP 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. BBJP's 30 day historical volatility, or BBJP HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing BBJP's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

The fund will invest at least 80% of its assets in securities included in the underlying index. The underlying index is a free float adjusted market capitalization weighted index which consists of stocks traded primarily on the Tokyo Stock Exchange or the Nagoya Stock Exchange. The fund may invest up to 20% of its assets in exchange-traded futures and forward foreign currency contracts to seek performance that corresponds to the underlying index.

Historical Volatility

HV Percentile
73rdHV Percentile
High

Historical movement is elevated versus the past year. The stock has been unusually active.

Historical Volatility (30d)23.84%

HV Percentile73rd

Implied Volatility (30d)21.66%

IV Rank18.06%

IV Minus HV-2.18%

As of Nov 13, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 13, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 13, 2026

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