JPM Options History — December 2021 In December 2021, JPM traded between $153.46 and $162.21. ATM implied volatility averaged 24.8%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 2.7% (HV 20d: 22.1%). Max pain ranged from $145.00 to $165.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2021-12-16 : Highest Volume — 163,676 contracts2021-12-07 : Largest IV drop — 11.8% change2021-12-03 : Highest IV Rank — 77.8%2021-12-03 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $158.72 $153.46 $162.21 $159.04 $158.66 Max Pain $151.14 $145.00 $165.00 $165.00 $150.00 ATM IV 24.8% 20.7% 31.3% 28.3% 20.8% Expected Move 7.2% 6.0% 10.1% 8.7% 6.0% HV 20d 22.1% 18.6% 25.6% 18.6% 20.0% HV 60d 21.3% 20.1% 22.5% 21.7% 20.1% IV Rank 38.6% 13.8% 77.8% 59.6% 14.0% IV Percentile 53.8% 12.7% 97.2% 77.4% 13.5% Term Structure 0.1% -1.5% 1.0% 0.5% 0.3% VWIV 25.4% 21.2% 35.7% 30.5% 21.5% Skew 25d 4.1% 2.2% 6.8% 5.3% 2.2% Skew 10d 8.9% 4.4% 14.7% 12.5% 4.5% Call IV 25d 23.8% 20.6% 30.0% 27.5% 20.6% Put IV 25d 27.9% 22.8% 36.8% 32.9% 22.8% Bid-Ask Spread % 6.03 2.65 17.28 5.26 2.99 Gamma HHI 0.09 0.07 0.15 0.07 0.09 Net GEX 37.5M -9.1M 90.0M 21.1M 37.1M Net DEX -784.6M -1.25B 1.6M -714.9M -1.01B Net VEX -19.2M -21.1M -18.1M -20.7M -18.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.30 0.89 0.33 0.62 Total Volume 78,794.909 54,057 163,676 104,752 62,029 Total OI 1,083,469.136 1,005,090 1,164,057 1,095,035 1,079,148
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 2021-12-01 $159.04 $165.00 28.3% 8.7% 18.6% 59.6% 30.5% 5.3% 0.5% 21.1M -714.9M -20.7M 0.33 5.26 N/A N/A 78,896 25,856 482,353 612,682 2021-12-02 $161.68 $165.00 28.4% 8.4% 19.9% 60.6% 30.5% 5.5% 0.9% 55.2M -1.22B -20.8M 0.60 6.08 N/A N/A 54,228 32,745 489,235 614,883 2021-12-03 $157.71 $165.00 31.3% 10.1% 20.8% 77.8% 35.7% 6.8% 0.5% 998.7K -421.5M -21.1M 0.89 12.56 N/A N/A 49,073 43,539 494,871 621,234 2021-12-06 $160.09 $145.00 28.4% 8.2% 21.7% 60.5% 29.0% 5.8% 0.3% 29.1M -895.9M -20.4M 0.45 9.91 N/A N/A 40,300 18,240 475,360 605,663 2021-12-07 $162.21 $145.00 25.1% 7.4% 22.2% 40.1% 26.6% 4.5% 0.9% 49.8M -1.25B -20.0M 0.65 17.28 N/A N/A 35,965 23,497 480,077 610,426 2021-12-08 $161.33 $145.00 24.5% 7.1% 22.2% 36.8% 24.3% 3.7% 0.8% 39.7M -1.07B -19.6M 0.40 4.09 N/A N/A 47,644 18,974 482,697 612,895 2021-12-09 $160.85 $145.00 25.4% 7.3% 22.2% 41.9% 25.9% 4.0% 0.8% 46.6M -1.01B -19.1M 0.37 6.39 N/A N/A 49,128 18,022 493,306 613,855 2021-12-10 $159.75 $150.00 23.9% 6.9% 22.2% 33.3% 25.2% 3.7% 1.0% 70.6M -734.1M -19.3M 0.59 6.10 N/A N/A 44,574 26,354 504,038 615,724 2021-12-13 $157.86 $150.00 24.5% 6.9% 22.3% 36.6% 23.9% 4.2% -0.5% 6.7M -473.6M -18.1M 0.34 5.86 N/A N/A 61,598 20,958 485,174 606,879 2021-12-14 $159.46 $150.00 25.9% 7.2% 22.8% 45.3% 25.3% 4.0% -0.6% 32.6M -782.0M -18.8M 0.42 6.56 N/A N/A 51,766 21,932 499,170 612,041 2021-12-15 $157.92 $150.00 24.9% 6.9% 22.9% 39.3% 25.1% 4.4% -0.7% 17.9M -481.8M -18.7M 0.38 9.00 N/A N/A 54,719 20,834 506,893 616,033 2021-12-16 $160.44 $150.00 25.2% 7.0% 23.8% 41.1% 23.8% 4.4% -1.2% 62.1M -1.06B -18.5M 0.30 5.49 N/A N/A 125,687 37,989 513,332 619,999 2021-12-17 $157.28 $150.00 26.3% 7.3% 24.5% 47.7% 25.9% 4.4% -1.5% 4.4M -272.9M -19.5M 0.83 5.49 N/A N/A 77,150 64,270 533,748 630,309 2021-12-20 $153.46 $150.00 27.7% 7.9% 25.6% 55.8% 28.8% 5.4% -0.7% -9.1M 1.6M -19.5M 0.81 4.43 N/A N/A 49,994 40,455 431,105 573,985 2021-12-21 $155.75 $150.00 24.6% 7.0% 24.1% 37.6% 24.3% 3.6% 0.0% 12.7M -454.9M -18.9M 0.51 3.87 N/A N/A 46,580 23,821 438,931 586,504 2021-12-22 $156.47 $150.00 22.9% 6.6% 23.1% 26.7% 22.8% 3.7% 0.6% 21.5M -549.7M -19.2M 0.55 3.41 N/A N/A 40,237 22,026 445,941 592,824 2021-12-23 $157.55 $150.00 21.9% 6.3% 23.4% 20.5% 22.3% 3.0% 0.1% 90.0M -782.1M -19.0M 0.62 5.71 N/A N/A 46,344 28,704 453,150 599,598 2021-12-27 $157.94 $150.00 22.2% 6.4% 21.5% 22.8% 22.3% 2.8% 0.1% 41.5M -874.3M -18.6M 0.65 3.13 N/A N/A 32,811 21,246 443,791 585,944 2021-12-28 $158.95 $150.00 21.8% 6.2% 21.6% 20.3% 22.2% 2.9% 0.4% 65.9M -1.12B -18.3M 0.52 3.37 N/A N/A 38,440 20,056 451,079 593,046 2021-12-29 $158.83 $150.00 21.3% 6.0% 20.9% 17.1% 22.7% 2.7% 0.3% 62.2M -1.05B -18.2M 0.70 2.92 N/A N/A 35,690 24,877 455,837 599,669 2021-12-30 $158.59 $150.00 20.7% 6.0% 20.9% 13.8% 21.2% 2.3% 0.2% 65.5M -1.04B -18.1M 0.49 2.65 N/A N/A 37,659 18,581 463,906 608,986 2021-12-31 $158.66 $150.00 20.8% 6.0% 20.0% 14.0% 21.5% 2.2% 0.3% 37.1M -1.01B -18.3M 0.62 2.99 N/A N/A 38,338 23,691 466,993 612,155
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