Megyn Kelly’s coming interview with web-video conspiracy theorist Alex Jones is causing the anchor another headache.

After word surfaced Monday that J.P. Morgan Chase does not want its advertising associated with a coming “Sunday Night with Megyn Kelly” broadcast in which the star anchor will interview Jones, a nonprofit gun violence prevention group that has strong ties to the 2012 shooting in Newtown, Conn., has asked her not to appear at its annual gala. Among the specious theories Jones has promoted is that the Newtown shootings were a hoax.

Sandy Hook Promise, a nonprofit gun violence prevention group founded by families of the Newtown shooting victims, said Kelly had agreed that she will no longer host the organization’s annual Promise Champions Gala on Wednesday, June 14th, in Washington D.C. The group said in a statement that the “decision was spurred by NBC’s planned broadcast of Kelly’s interview with conspiracy theorist Alex Jones, who believes the tragedy at Sandy Hook Elementary in Newtown, CT, was a hoax.”

“Sandy Hook Promise cannot support the decision by Megyn or NBC to give any form of voice or platform to Alex Jones and have asked Megyn Kelly to step down as our Promise Champion Gala host,” said Nicole Hockley, the organization’s co-founder and managing director, in the statement. “It is our hope that Megyn and NBC reconsider and not broadcast this interview.”

NBC has come under fire after teasing an excerpt from the interview. The chief marketing officer of JPMorgan Chase tweeted Monday night that she was “repulsed” by the  report. A person familiar with the matter confirmed a Monday report in the Wall Street Journal saying JPMorgan requested that any digital ads or local TV ads that could appear adjacent to the next “Sunday Night” broadcast be removed. It remained unclear whether the financial-services company was pulling its ads from NBC properties or simply “re-expressing” an advertising schedule so that commercials would run at different times or alongside different programming.

A producer of NBC’s “Sunday Night” told CNN Monday that viewers should watch the interview for themselves and then make a decision. “Judge it when you see it. Megyn does a strong interview. We’re not just giving him a platform,” said Liz Cole, executive producer of the show.