JPM Options History — August 2022 In August 2022, JPM traded between $112.17 and $123.86. ATM implied volatility averaged 26.2%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 0.7% (HV 20d: 26.9%). Max pain ranged from $115.00 to $125.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.73.
Notable Days 2022-08-05 : Highest Volume — 150,853 contracts2022-08-22 : Largest IV spike — 13.4% change2022-08-29 : Highest IV Rank — 44.0%2022-08-29 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $117.08 $112.17 $123.86 $114.36 $114.32 Max Pain $120.87 $115.00 $125.00 $115.00 $120.00 ATM IV 26.2% 23.3% 29.6% 27.2% 29.5% Expected Move 7.5% 6.7% 8.4% 7.8% 8.4% HV 20d 26.9% 21.8% 32.2% 30.1% 26.1% HV 60d 30.8% 28.5% 32.8% 32.6% 29.1% IV Rank 30.6% 19.1% 44.0% 34.4% 43.6% IV Percentile 48.3% 26.6% 70.2% 56.0% 69.0% Term Structure 0.3% -0.6% 1.4% -0.5% 0.9% VWIV 26.4% 23.6% 31.2% 26.9% 30.6% Skew 25d 5.5% 4.3% 6.7% 5.6% 6.7% Skew 10d 11.2% 8.6% 13.8% 12.2% 13.7% Call IV 25d 24.0% 21.5% 26.8% 24.6% 26.6% Put IV 25d 29.5% 25.7% 33.4% 30.2% 33.4% Bid-Ask Spread % 2.55 1.36 6.54 4.36 3.94 Gamma HHI 0.09 0.06 0.25 0.07 0.07 Net GEX -402.4K -47.4M 110.8M -24.6M -36.7M Net DEX 1.39B -96.2M 2.25B 1.94B 2.17B Net VEX -22.3M -23.9M -19.7M -20.3M -23.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.35 1.29 0.86 0.84 Total Volume 82,673.913 44,622 150,853 77,795 64,794 Total OI 1,196,905.913 1,059,384 1,318,051 1,059,384 1,266,532
Daily Data (23 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 2022-08-01 $114.36 $115.00 27.2% 7.8% 30.1% 34.4% 26.9% 5.6% -0.5% -24.6M 1.94B -20.3M 0.86 4.36 N/A N/A 41,820 35,975 459,347 600,037 2022-08-02 $112.90 $115.00 27.6% 7.9% 29.7% 36.0% 26.8% 6.4% -0.6% -36.8M 2.19B -19.9M 0.70 3.73 N/A N/A 40,524 28,303 469,004 614,528 2022-08-03 $113.88 $115.00 26.4% 7.5% 29.8% 31.4% 26.2% 5.9% -0.5% -22.8M 1.99B -20.2M 0.71 3.11 N/A N/A 54,687 38,866 483,023 620,380 2022-08-04 $112.17 $125.00 27.2% 8.0% 29.5% 34.3% 26.1% 5.6% -0.3% -35.2M 2.25B -19.7M 0.35 2.00 N/A N/A 80,507 27,959 495,699 626,521 2022-08-05 $115.81 $125.00 25.3% 7.5% 31.7% 27.1% 25.6% 4.9% -0.2% 50.9M 1.39B -21.5M 0.39 2.27 N/A N/A 108,865 41,988 529,343 634,690 2022-08-08 $114.67 $125.00 26.0% 7.5% 31.1% 29.9% 25.8% 5.6% 0.3% -5.9M 1.75B -21.0M 0.58 1.47 N/A N/A 56,930 32,740 505,492 626,495 2022-08-09 $115.19 $125.00 26.1% 7.5% 31.2% 30.1% 26.2% 5.1% 0.2% -2.3M 1.66B -21.3M 0.43 1.98 N/A N/A 50,668 22,020 519,570 637,670 2022-08-10 $118.33 $125.00 23.7% 6.8% 32.2% 20.7% 24.3% 4.3% 0.3% 48.3M 949.0M -22.1M 0.67 1.93 N/A N/A 73,516 49,020 535,235 644,377 2022-08-11 $120.01 $125.00 24.3% 7.1% 28.5% 23.0% 24.8% 4.4% 0.5% 67.5M 553.5M -22.8M 0.50 1.69 N/A N/A 66,873 33,641 544,571 657,057 2022-08-12 $121.88 $125.00 23.4% 7.0% 24.3% 19.6% 25.2% 4.3% 1.4% 110.8M 149.9M -23.2M 0.54 1.71 N/A N/A 62,991 34,073 549,205 670,175 2022-08-15 $122.49 $120.00 24.6% 7.2% 23.6% 24.4% 25.2% 4.3% -0.5% 36.0M 189.2M -23.1M 0.67 1.40 N/A N/A 44,354 29,547 536,621 660,459 2022-08-16 $123.86 $120.00 23.3% 6.7% 21.8% 19.1% 24.8% 5.0% 1.0% 37.9M -96.2M -23.8M 0.62 1.55 N/A N/A 45,765 28,209 552,186 673,399 2022-08-17 $122.66 $120.00 23.6% 6.8% 22.3% 20.1% 25.5% 4.8% 1.4% 31.9M 146.3M -23.5M 1.00 2.35 N/A N/A 57,159 57,065 560,383 680,453 2022-08-18 $121.69 $120.00 24.3% 7.0% 22.6% 22.9% 23.6% 4.5% -0.1% 24.2M 291.5M -23.9M 0.88 1.47 N/A N/A 35,233 30,961 587,668 715,113 2022-08-19 $118.67 $120.00 24.7% 6.9% 24.6% 24.5% 24.9% 5.7% 1.3% -47.4M 1.08B -23.5M 0.83 1.36 N/A N/A 50,085 41,485 593,720 724,331 2022-08-22 $116.27 $120.00 28.0% 7.9% 25.8% 37.6% 27.5% 6.7% 0.1% -30.2M 1.82B -22.7M 0.78 2.61 N/A N/A 32,380 25,389 525,788 648,590 2022-08-23 $115.51 $120.00 27.3% 7.7% 25.1% 34.8% 27.1% 5.8% 0.2% -32.7M 1.96B -22.8M 0.68 2.28 N/A N/A 30,742 20,945 539,179 661,909 2022-08-24 $116.02 $120.00 26.7% 7.5% 24.1% 32.6% 26.1% 6.1% 0.3% -28.3M 1.84B -22.9M 0.89 2.12 N/A N/A 35,592 31,544 548,890 666,370 2022-08-25 $118.27 $120.00 25.8% 7.2% 24.8% 28.8% 25.4% 5.6% 0.2% -5.4M 1.34B -23.8M 0.56 2.66 N/A N/A 33,391 18,676 559,826 675,230 2022-08-26 $114.94 $120.00 29.2% 8.2% 26.9% 42.3% 28.2% 6.2% -0.2% -37.8M 2.04B -23.0M 1.21 3.42 N/A N/A 47,688 57,527 570,850 679,505 2022-08-29 $114.45 $120.00 29.6% 8.4% 26.7% 44.0% 28.2% 6.5% 1.0% -35.8M 2.11B -22.5M 0.80 2.68 N/A N/A 24,848 19,774 553,610 677,342 2022-08-30 $114.51 $120.00 29.5% 8.2% 26.3% 43.4% 31.2% 6.5% 0.4% -34.8M 2.12B -22.8M 1.29 6.54 N/A N/A 24,647 31,734 561,159 687,304 2022-08-31 $114.32 $120.00 29.5% 8.4% 26.1% 43.6% 30.6% 6.7% 0.9% -36.7M 2.17B -23.0M 0.84 3.94 N/A N/A 35,267 29,527 567,676 698,856
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