JPM Options History — August 2021 In August 2021, JPM traded between $151.64 and $163.03. ATM implied volatility averaged 21.6%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 0.4% (HV 20d: 21.2%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.62.
Notable Days 2021-08-06 : Highest Volume — 165,837 contracts2021-08-27 : Largest IV drop — 13.6% change2021-08-19 : Highest IV Rank — 18.9%2021-08-19 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $157.62 $151.64 $163.03 $151.64 $160.07 Max Pain $150.68 $150.00 $155.00 $150.00 $155.00 ATM IV 21.6% 19.4% 23.7% 22.9% 20.5% Expected Move 6.1% 5.4% 6.8% 6.2% 5.5% HV 20d 21.2% 16.6% 27.6% 27.6% 18.7% HV 60d 21.9% 21.6% 22.5% 22.0% 22.3% IV Rank 10.3% 1.3% 18.9% 15.7% 5.8% IV Percentile 10.0% 0.4% 31.3% 20.6% 2.0% Term Structure 0.4% -0.2% 0.8% -0.2% 0.6% VWIV 22.0% 19.9% 24.5% 22.2% 19.9% Skew 25d 3.3% 2.3% 4.7% 3.8% 3.1% Skew 10d 7.8% 5.7% 10.9% 8.8% 6.6% Call IV 25d 20.9% 19.0% 22.8% 21.7% 19.9% Put IV 25d 24.2% 21.8% 27.0% 25.5% 23.0% Bid-Ask Spread % 4.52 2.41 11.27 2.49 3.19 Gamma HHI 0.16 0.09 0.42 0.09 0.17 Net GEX 132.9M 45.7M 339.7M 51.6M 110.6M Net DEX -2.17B -3.53B -920.7M -984.9M -2.26B Net VEX -22.3M -23.8M -20.9M -22.9M -20.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.38 0.90 0.83 0.61 Total Volume 71,167.045 38,678 165,837 65,793 44,502 Total OI 1,157,073.318 1,079,199 1,212,329 1,121,752 1,131,483
Daily Data (22 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 2021-08-02 $151.64 $150.00 22.9% 6.2% 27.6% 15.7% 22.2% 3.8% -0.2% 51.6M -984.9M -22.9M 0.83 2.49 N/A N/A 35,882 29,911 526,231 595,521 2021-08-03 $152.93 $150.00 21.7% 6.1% 27.3% 11.0% 21.9% 3.1% 0.0% 70.1M -1.19B -23.8M 0.39 2.60 N/A N/A 42,002 16,291 531,674 608,232 2021-08-04 $151.74 $150.00 22.8% 6.2% 27.4% 15.4% 22.4% 3.7% -0.1% 50.8M -920.7M -23.3M 0.64 2.68 N/A N/A 30,401 19,460 540,467 617,164 2021-08-05 $152.97 $150.00 21.4% 6.3% 26.2% 9.4% 22.9% 4.7% -0.1% 85.8M -1.29B -22.7M 0.60 8.27 N/A N/A 31,672 19,098 552,167 620,509 2021-08-06 $157.53 $150.00 21.4% 6.2% 25.1% 9.5% 22.8% 2.4% 0.0% 231.9M -2.56B -23.8M 0.40 5.70 N/A N/A 118,417 47,420 562,654 624,898 2021-08-09 $157.43 $150.00 22.4% 6.6% 24.5% 13.6% 23.2% 2.3% 0.5% 136.6M -2.39B -23.2M 0.58 11.17 N/A N/A 61,231 35,756 540,371 606,501 2021-08-10 $159.08 $150.00 21.5% 6.3% 24.1% 10.1% 22.5% 2.5% 0.5% 182.9M -2.89B -22.4M 0.54 2.41 N/A N/A 67,496 36,513 555,064 613,720 2021-08-11 $161.00 $150.00 21.4% 6.1% 24.2% 9.4% 22.0% 2.7% -0.0% 209.7M -3.38B -22.7M 0.41 3.00 N/A N/A 61,974 25,362 568,275 624,588 2021-08-12 $161.72 $150.00 21.1% 6.1% 24.2% 8.4% 21.7% 2.7% 0.3% 215.1M -3.53B -22.4M 0.70 3.05 N/A N/A 49,107 34,553 572,433 635,712 2021-08-13 $159.88 $150.00 20.5% 5.9% 22.6% 5.7% 21.3% 2.7% 0.0% 339.7M -3.02B -21.7M 0.58 2.94 N/A N/A 40,290 23,200 571,323 641,006 2021-08-16 $158.74 $150.00 21.0% 6.0% 18.7% 7.8% 22.0% 3.5% 0.7% 131.6M -2.38B -22.0M 0.75 2.84 N/A N/A 28,865 21,569 542,203 626,138 2021-08-17 $156.77 $150.00 23.1% 6.6% 18.0% 16.5% 24.5% 4.3% 0.5% 102.7M -1.91B -22.0M 0.70 4.95 N/A N/A 34,125 23,745 548,290 627,334 2021-08-18 $156.34 $150.00 22.5% 6.4% 16.6% 14.1% 23.0% 4.4% 0.7% 93.4M -1.74B -22.9M 0.75 11.27 N/A N/A 28,869 21,653 558,021 631,732 2021-08-19 $154.12 $150.00 23.7% 6.8% 16.8% 18.9% 24.5% 4.1% 0.5% 50.4M -1.26B -22.4M 0.73 4.00 N/A N/A 41,315 30,287 565,816 636,501 2021-08-20 $154.64 $150.00 21.8% 6.2% 16.7% 11.2% 22.7% 3.7% 0.5% 45.7M -1.27B -22.4M 0.90 3.95 N/A N/A 28,892 26,084 569,535 641,757 2021-08-23 $156.83 $150.00 21.1% 5.8% 17.2% 8.5% 21.2% 3.3% 0.7% 87.3M -1.74B -21.2M 0.64 2.77 N/A N/A 29,995 19,317 488,792 590,407 2021-08-24 $157.94 $150.00 20.3% 5.8% 17.3% 5.2% 20.7% 3.6% 0.6% 110.1M -1.95B -21.7M 0.53 3.22 N/A N/A 25,305 13,373 496,042 597,402 2021-08-25 $160.92 $150.00 21.1% 5.9% 18.2% 8.2% 20.9% 3.0% 0.8% 152.9M -2.63B -22.3M 0.73 4.17 N/A N/A 43,710 31,995 508,009 606,570 2021-08-26 $161.60 $150.00 22.4% 6.2% 18.2% 13.8% 22.3% 3.5% 0.4% 163.2M -2.91B -21.6M 0.38 7.70 N/A N/A 89,241 34,177 513,546 609,763 2021-08-27 $163.03 $155.00 19.4% 5.4% 17.6% 1.3% 19.9% 2.8% 0.7% 177.2M -3.19B -21.4M 0.65 3.84 N/A N/A 40,198 26,051 517,157 621,432 2021-08-30 $160.75 $155.00 20.8% 5.7% 18.6% 7.3% 20.3% 2.5% 0.8% 124.9M -2.45B -21.2M 0.69 3.32 N/A N/A 33,449 22,922 507,231 611,942 2021-08-31 $160.07 $155.00 20.5% 5.5% 18.7% 5.8% 19.9% 3.1% 0.6% 110.6M -2.26B -20.9M 0.61 3.19 N/A N/A 27,578 16,924 513,221 618,262
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