More mass = more gravity at the same distance. So, for Jupiter, which is some 333 times as massive as the Earth, it's gravitational hold on IO, which is ~10% further away from Jupiter's center than our Moon is from the Earth's center, is some 276 times stronger than the Earth's hold on the Moon. For the same pull, you would have to move out to ~18 times further away.
There is another factor involved. The Earth orbits closer to the Sun, which also exerts a gravitational pull on the Moon. If the Moon got too far away, the Sun would win this tug of war and pull the Moon into an independent orbit. Jupiter is 5 times further away and thus experiences even less of a pull of from the Sun
How far a moon can orbit from a planet is called the "Hill sphere" and its radius is found by:
$$ a \sqrt[3]{ \frac{m}{3M} }$$
where a is the distance between sun and planet, m the mass of the planet and M the mass of the Sun
With a being 5 times larger and M being 333 times greater for Jupiter, its Hill sphere is ~34.7 times greater in radius than the Earth's. ( if Jupiter were the same distance from the Sun, its Hill sphere would only be ~7 times larger than the Earth. )
Neptune, because is ~5.8 times further away than Jupiter, has a larger Hill sphere even though its mass is less than 1/18th that of Jupiter