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This would not be possible to do within the form itself. You would need to add a new element above the form itself in order to be able to achieve this.
To do this, please add this HTML code right above the iframe:
<span style="float: right" onclick="document.getElementById('JotFormIFrame').style.display = 'none'; this.style.display = 'none';">X</span>
What will happen is that once you click on the x - it will hide both the x and the form.
Do check it out how it works and if that is what you wanted to achieve.