JPMorgan Core Plus Bond ETF (JCPB) Options History
Historical options analytics archive for JCPB with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
JCPB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for JCPB. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 23.0% | 13.3% | $49.00 | $173 | -$563 | - |
| 2026-08 | 21 | 23.7% | 7.5% | - | $350 | -$1.9K | - |
| 2026-07 | 18 | 31.5% | - | $46.00 | -$5.3K | $26.9K | 20.00 |
| 2026-06 | 20 | 32.0% | - | $47.00 | $789 | -$7.3K | 0.00 |
| 2026-05 | 18 | 34.8% | - | - | -$916 | $7.0K | - |
| 2026-04 | 19 | 30.6% | - | - | -$802 | $6.8K | - |
This archive aggregates JCPB's daily end-of-day options snapshots into monthly summaries, spanning 2026-01 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how JCPB option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 23.0%, a month-end max-pain strike around $49.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked JCPB history questions
- How much options history is available for JCPB?
- This archive holds 9 months of JCPB options analytics, spanning 2026-01 through 2026-09. Each entry is a monthly rollup of JCPB's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the JCPB archive.
- What data does each monthly JCPB aggregate contain?
- Every monthly row summarizes that month of JCPB option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 23.0%, an average IV rank of 13.3%, a month-end max-pain strike around $49.00.
- How is the JCPB options-history archive built and how often does it update?
- The archive is derived from JCPB's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how JCPB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.