JPM Options History — April 2019 In April 2019, JPM traded between $104.49 and $116.42. ATM implied volatility averaged 17.2%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 5.1% (HV 20d: 22.4%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.57.
Notable Days 2019-04-12 : Highest Volume — 241,240 contracts2019-04-12 : Largest IV drop — 17.1% change2019-04-09 : Highest IV Rank — 22.8%2019-04-09 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $109.99 $104.49 $116.42 $104.49 $115.74 Max Pain $105.81 $100.00 $110.00 $100.00 $110.00 ATM IV 17.2% 15.1% 19.7% 19.1% 15.4% Expected Move 4.9% 4.3% 5.6% 5.3% 4.4% HV 20d 22.4% 20.2% 26.5% 21.7% 20.2% HV 60d 18.0% 16.5% 19.2% 17.8% 19.2% IV Rank 13.0% 4.6% 22.8% 20.6% 5.6% IV Percentile 24.4% 4.8% 54.0% 44.0% 6.0% Term Structure -0.0% -0.4% 0.4% -0.4% 0.2% VWIV 17.4% 15.7% 20.2% 18.6% 16.6% Skew 25d 2.9% 2.4% 3.4% 3.3% 2.7% Skew 10d 6.0% 5.5% 6.9% 6.7% 5.5% Call IV 25d 16.1% 14.2% 18.5% 17.7% 14.2% Put IV 25d 19.0% 16.9% 21.9% 21.0% 16.9% Bid-Ask Spread % 7.36 2.13 14.71 3.49 12.02 Gamma HHI 0.16 0.08 0.20 0.08 0.18 Net GEX 80.6M 45.8M 136.5M 45.8M 86.8M Net DEX -1.28B -2.34B -347.1M -366.1M -1.87B Net VEX -12.0M -12.4M -11.7M -11.7M -12.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.29 1.14 0.29 1.14 Total Volume 76,368.19 33,743 241,240 90,440 53,359 Total OI 721,171.571 680,428 779,451 680,428 728,632
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-04-01 $104.49 $100.00 19.1% 5.3% 21.7% 20.6% 18.6% 3.3% -0.4% 45.8M -366.1M -11.7M 0.29 3.49 N/A N/A 69,937 20,503 351,079 329,349 2019-04-02 $105.16 $100.00 18.9% 5.4% 21.8% 19.6% 19.4% 3.0% 0.2% 61.5M -513.3M -11.7M 0.44 11.45 N/A N/A 38,922 17,280 361,343 335,653 2019-04-03 $105.31 $105.00 19.5% 5.4% 21.6% 21.9% 20.2% 3.4% 0.0% 59.0M -517.3M -11.9M 0.30 2.13 N/A N/A 98,632 29,731 367,798 340,748 2019-04-04 $105.58 $105.00 19.4% 5.6% 21.3% 21.7% 18.9% 2.8% -0.3% 71.5M -520.6M -12.1M 0.38 3.78 N/A N/A 66,363 25,257 362,989 356,681 2019-04-05 $105.26 $105.00 19.1% 5.4% 21.4% 20.2% 19.6% 2.9% -0.1% 60.7M -483.2M -12.0M 0.47 2.61 N/A N/A 42,111 19,761 370,945 358,642 2019-04-08 $105.58 $105.00 19.0% 5.5% 20.9% 20.0% 18.3% 3.2% 0.4% 58.7M -515.9M -12.1M 0.53 3.41 N/A N/A 22,255 11,898 348,715 334,783 2019-04-09 $104.76 $105.00 19.7% 5.6% 21.0% 22.8% 18.5% 3.3% -0.2% 52.1M -347.1M -12.0M 0.66 2.62 N/A N/A 28,272 18,660 356,376 338,936 2019-04-10 $105.58 $105.00 19.5% 5.6% 21.2% 21.9% 20.0% 3.3% -0.0% 67.4M -556.5M -12.1M 1.14 3.44 N/A N/A 27,256 31,037 367,497 344,365 2019-04-11 $106.33 $105.00 19.3% 5.5% 21.0% 21.1% 18.4% 3.1% -0.2% 82.1M -733.6M -12.2M 0.62 4.35 N/A N/A 72,753 45,259 375,435 356,637 2019-04-12 $110.92 $105.00 16.0% 4.6% 25.7% 8.0% 16.1% 2.6% 0.3% 136.5M -2.02B -11.7M 0.43 4.11 N/A N/A 168,675 72,565 389,298 372,399 2019-04-15 $109.73 $105.00 16.4% 4.7% 25.7% 9.6% 16.6% 2.6% -0.0% 107.7M -1.31B -12.0M 0.41 4.71 N/A N/A 58,379 24,166 372,627 354,623 2019-04-16 $111.03 $105.00 15.9% 4.6% 25.7% 7.5% 15.7% 2.7% -0.2% 126.2M -1.70B -12.1M 0.50 4.88 N/A N/A 47,755 23,902 383,489 366,332 2019-04-17 $114.38 $105.00 16.0% 4.6% 26.5% 7.9% 16.4% 2.8% -0.0% 89.6M -2.34B -11.9M 0.46 10.88 N/A N/A 71,714 33,021 382,673 375,275 2019-04-18 $113.59 $105.00 15.1% 4.3% 25.3% 4.6% 15.8% 2.4% 0.2% 73.5M -2.16B -12.1M 0.53 5.70 N/A N/A 56,010 29,830 391,500 387,951 2019-04-22 $113.83 $105.00 15.5% 4.4% 21.7% 6.2% 15.9% 2.8% -0.4% 84.9M -1.74B -12.0M 0.75 13.43 N/A N/A 21,107 15,860 347,469 338,610 2019-04-23 $113.87 $107.00 15.7% 4.5% 21.1% 6.9% 16.2% 2.8% -0.4% 84.0M -1.73B -12.1M 0.66 14.71 N/A N/A 29,746 19,719 352,088 345,780 2019-04-24 $114.03 $110.00 15.7% 4.5% 21.2% 6.8% 16.6% 2.8% -0.3% 88.5M -1.77B -12.3M 0.65 12.54 N/A N/A 20,444 13,299 364,785 355,719 2019-04-25 $113.97 $110.00 15.6% 4.5% 21.4% 6.6% 16.1% 2.9% 0.1% 90.9M -1.75B -12.4M 0.52 13.14 N/A N/A 25,081 13,133 368,942 361,810 2019-04-26 $114.30 $110.00 15.5% 4.4% 21.4% 6.2% 15.8% 2.8% 0.1% 80.5M -1.86B -12.4M 0.67 12.06 N/A N/A 22,419 15,081 377,186 366,636 2019-04-29 $116.42 $110.00 15.8% 4.7% 21.8% 7.3% 16.3% 2.6% 0.3% 84.0M -2.03B -11.9M 0.49 9.09 N/A N/A 55,373 27,207 349,058 353,750 2019-04-30 $115.74 $110.00 15.4% 4.4% 20.2% 5.6% 16.6% 2.7% 0.2% 86.8M -1.87B -12.3M 1.14 12.02 N/A N/A 24,965 28,394 361,947 366,685
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