JPMorgan Ultra-Short Income ETF (JPST) Historical Volatility

Tracking JPST historical volatility helps you see how much JPMorgan Ultra-Short Income 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, JPST's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor JPST 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. JPST's 30 day historical volatility, or JPST HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing JPST'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.

Under normal circumstances, the fund seeks to achieve its investment objective by investing at least 80% of its assets in investment grade, U.S. dollar denominated short-term fixed, variable and floating rate debt. "Assets" means net assets, plus the amount of borrowings for investment purposes. As part of its principal investment strategy, it may invest in corporate securities, asset-backed securities, mortgage-backed and mortgage-related securities, and high quality money market instruments such as commercial paper and certificates of deposit.