JPM Options History — November 2021 In November 2021, JPM traded between $159.14 and $170.77. ATM implied volatility averaged 21.8%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 4.0% (HV 20d: 17.8%). Max pain ranged from $165.00 to $170.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.50.
Notable Days 2021-11-23 : Highest Volume — 125,940 contracts2021-11-26 : Largest IV spike — 22.2% change2021-11-26 : Highest IV Rank — 58.1%2021-11-30 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $166.16 $159.14 $170.77 $169.72 $159.14 Max Pain $165.48 $165.00 $170.00 $167.50 $165.00 ATM IV 21.8% 19.8% 28.0% 19.8% 27.0% Expected Move 6.3% 5.7% 8.2% 5.7% 8.2% HV 20d 17.8% 13.1% 21.8% 21.4% 18.9% HV 60d 20.5% 19.7% 21.7% 20.5% 21.7% IV Rank 19.7% 6.0% 58.1% 6.0% 51.8% IV Percentile 22.7% 5.6% 75.8% 5.6% 68.3% Term Structure 0.2% -0.4% 1.6% 0.6% 0.6% VWIV 22.6% 20.4% 29.0% 20.8% 29.0% Skew 25d 2.6% 1.9% 5.1% 3.0% 5.1% Skew 10d 6.3% 4.1% 11.9% 6.7% 11.9% Call IV 25d 21.4% 19.4% 26.9% 19.4% 26.0% Put IV 25d 24.0% 21.9% 31.0% 22.4% 31.0% Bid-Ask Spread % 9.48 2.99 24.61 17.93 3.71 Gamma HHI 0.12 0.07 0.17 0.16 0.07 Net GEX 91.0M 11.2M 163.2M 142.8M 11.2M Net DEX -1.98B -3.15B -615.2M -2.87B -615.2M Net VEX -20.3M -21.2M -19.1M -20.9M -20.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.33 0.86 0.55 0.50 Total Volume 78,458.762 48,555 125,940 58,654 83,168 Total OI 1,128,769.857 1,029,513 1,180,501 1,121,337 1,082,271
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 2021-11-01 $169.72 $167.50 19.8% 5.7% 21.4% 6.0% 20.8% 3.0% 0.6% 142.8M -2.87B -20.9M 0.55 17.93 N/A N/A 37,919 20,735 497,828 623,509 2021-11-02 $170.77 $167.50 20.7% 6.0% 21.1% 10.8% 20.9% 2.9% 0.3% 153.9M -3.15B -20.8M 0.49 10.61 N/A N/A 43,124 21,050 504,309 630,183 2021-11-03 $170.59 $170.00 20.0% 5.9% 21.0% 7.7% 20.8% 2.4% 0.5% 163.2M -3.07B -21.2M 0.47 8.39 N/A N/A 54,763 25,925 509,869 634,029 2021-11-04 $167.67 $165.00 20.8% 6.1% 21.8% 14.0% 21.6% 2.5% 0.3% 105.6M -2.29B -20.9M 0.55 3.02 N/A N/A 63,853 35,022 518,452 636,523 2021-11-05 $167.99 $165.00 20.4% 6.0% 21.8% 11.6% 21.4% 2.6% 0.2% 124.6M -2.47B -20.5M 0.55 2.99 N/A N/A 46,004 25,200 524,115 642,843 2021-11-08 $168.88 $165.00 21.0% 6.2% 20.4% 15.5% 22.2% 2.5% 0.4% 139.3M -2.67B -19.9M 0.64 4.48 N/A N/A 42,451 27,243 498,462 624,716 2021-11-09 $167.57 $165.00 21.4% 6.2% 20.3% 17.8% 22.3% 2.1% 0.3% 106.4M -2.15B -21.0M 0.40 14.97 N/A N/A 43,703 17,398 507,659 636,857 2021-11-10 $167.69 $165.00 21.9% 6.3% 17.3% 20.9% 22.6% 2.7% 0.2% 117.0M -2.28B -20.7M 0.33 24.61 N/A N/A 44,255 14,579 514,346 641,415 2021-11-11 $168.06 $165.00 20.6% 6.0% 16.6% 13.0% 21.4% 2.0% 0.3% 125.5M -2.31B -20.3M 0.45 12.56 N/A N/A 40,488 18,253 521,673 644,359 2021-11-12 $166.81 $165.00 20.6% 6.0% 15.0% 13.1% 21.1% 2.1% 0.6% 97.8M -1.95B -20.2M 0.39 5.34 N/A N/A 50,396 19,832 530,525 648,855 2021-11-15 $166.38 $165.00 20.5% 5.9% 15.0% 12.2% 20.7% 2.6% 0.2% 97.8M -1.88B -19.1M 0.48 3.09 N/A N/A 32,718 15,837 518,508 638,759 2021-11-16 $165.28 $165.00 20.1% 5.8% 14.8% 9.7% 21.1% 2.1% 0.2% 59.5M -1.47B -19.5M 0.86 7.03 N/A N/A 37,404 32,333 522,104 643,821 2021-11-17 $164.53 $165.00 20.2% 5.8% 13.8% 10.4% 20.4% 1.9% 0.0% 58.7M -1.55B -19.2M 0.53 18.41 N/A N/A 54,242 28,504 517,450 634,365 2021-11-18 $162.98 $165.00 20.5% 5.9% 14.0% 12.5% 21.2% 2.2% -0.1% 27.1M -1.22B -19.6M 0.55 17.93 N/A N/A 44,039 24,131 526,877 642,225 2021-11-19 $160.93 $165.00 21.6% 6.2% 13.1% 18.9% 21.9% 2.2% -0.1% 16.7M -805.6M -19.4M 0.58 11.72 N/A N/A 62,547 35,969 534,424 646,077 2021-11-22 $165.31 $165.00 21.7% 6.2% 16.9% 19.6% 22.1% 2.2% 0.1% 82.5M -1.94B -19.7M 0.33 4.23 N/A N/A 79,530 26,293 449,413 580,100 2021-11-23 $168.05 $165.00 22.3% 6.6% 17.9% 23.4% 23.4% 2.1% -0.2% 131.1M -2.56B -20.2M 0.33 12.71 N/A N/A 94,887 31,053 465,379 588,729 2021-11-24 $166.93 $165.00 22.9% 6.5% 16.2% 27.2% 23.8% 2.2% -0.4% 107.5M -2.23B -20.7M 0.35 6.36 N/A N/A 78,491 27,844 474,920 600,907 2021-11-26 $162.34 $165.00 28.0% 8.1% 18.3% 58.1% 28.8% 4.0% -0.3% 11.7M -1.13B -21.1M 0.66 5.28 N/A N/A 56,976 37,355 479,627 605,162 2021-11-29 $161.68 $165.00 24.9% 7.3% 18.3% 38.9% 26.1% 3.5% 1.6% 31.4M -1.09B -20.5M 0.60 3.67 N/A N/A 45,193 26,927 463,774 598,748 2021-11-30 $159.14 $165.00 27.0% 8.2% 18.9% 51.8% 29.0% 5.1% 0.6% 11.2M -615.2M -20.8M 0.50 3.71 N/A N/A 55,384 27,784 474,146 608,125
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