JPM Options History — June 2023 In June 2023, JPM traded between $137.38 and $145.62. ATM implied volatility averaged 19.8%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.3% (HV 20d: 17.5%). Max pain ranged from $135.00 to $135.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.59.
Notable Days 2023-06-30 : Highest Volume — 210,667 contracts2023-06-02 : Largest IV drop — 10.9% change2023-06-28 : Highest IV Rank — 14.3%2023-06-28 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $140.90 $137.38 $145.62 $137.38 $145.62 Max Pain $135.00 $135.00 $135.00 $135.00 $135.00 ATM IV 19.8% 17.9% 21.6% 20.3% 19.1% Expected Move 5.8% 5.0% 6.3% 5.7% 5.6% HV 20d 17.5% 15.0% 20.6% 18.1% 20.6% HV 60d 25.9% 23.5% 31.1% 30.8% 24.5% IV Rank 7.3% 0.0% 14.3% 9.2% 4.7% IV Percentile 7.3% 0.0% 19.0% 5.6% 4.0% Term Structure 0.3% -1.3% 2.2% 0.3% -0.4% VWIV 20.5% 18.1% 23.0% 19.8% 20.1% Skew 25d 3.9% 2.0% 5.1% 5.1% 2.0% Skew 10d 7.4% 3.8% 9.8% 9.8% 3.8% Call IV 25d 18.5% 16.2% 20.6% 17.9% 19.1% Put IV 25d 22.3% 20.1% 24.2% 23.1% 21.1% Bid-Ask Spread % 2.37 1.56 4.52 2.20 4.52 Gamma HHI 0.11 0.07 0.18 0.09 0.15 Net GEX 144.2M 19.8M 282.1M 82.3M 279.5M Net DEX -1.99B -3.44B -791.5M -1.31B -3.44B Net VEX -23.7M -24.0M -22.8M -24.0M -24.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.28 1.13 0.71 0.30 Total Volume 91,276.905 48,508 210,667 77,611 210,667 Total OI 1,342,849.381 1,109,777 1,519,853 1,394,004 1,311,254
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 2023-06-01 $137.38 $135.00 20.3% 5.7% 18.1% 9.2% 19.8% 5.1% 0.3% 82.3M -1.31B -24.0M 0.71 2.20 N/A N/A 45,296 32,315 675,411 718,593 2023-06-02 $140.82 $135.00 18.1% 5.0% 18.9% 0.6% 18.1% 4.1% 0.6% 191.4M -2.46B -24.0M 0.67 2.08 N/A N/A 74,076 49,573 684,170 727,851 2023-06-05 $139.01 $135.00 19.4% 6.0% 18.4% 5.4% 21.9% 4.7% 1.9% 106.6M -1.67B -23.8M 0.66 1.94 N/A N/A 41,716 27,526 678,280 711,738 2023-06-06 $139.14 $135.00 18.7% 5.8% 18.4% 3.0% 20.6% 4.2% 2.0% 119.0M -1.78B -23.9M 0.68 1.94 N/A N/A 31,348 21,378 693,655 721,131 2023-06-07 $140.87 $135.00 18.5% 5.9% 18.8% 2.2% 20.3% 4.3% 1.8% 181.7M -2.41B -23.9M 0.73 2.04 N/A N/A 39,097 28,560 703,676 726,976 2023-06-08 $140.64 $135.00 17.9% 5.7% 18.8% 0.0% 20.7% 4.1% 2.2% 170.6M -2.28B -23.7M 0.76 1.87 N/A N/A 27,534 20,974 709,422 737,856 2023-06-09 $141.05 $135.00 18.5% 5.8% 18.7% 2.6% 20.5% 3.9% 2.2% 227.3M -2.43B -23.8M 0.53 3.06 N/A N/A 58,815 31,247 715,473 744,043 2023-06-12 $141.16 $135.00 20.1% 5.9% 17.3% 8.7% 20.3% 4.9% -0.2% 164.0M -2.34B -23.6M 0.51 1.85 N/A N/A 50,744 25,784 703,758 739,842 2023-06-13 $141.93 $135.00 20.2% 5.9% 17.2% 9.1% 20.0% 4.2% 0.4% 203.8M -2.65B -23.6M 0.39 2.50 N/A N/A 57,948 22,836 720,720 746,338 2023-06-14 $141.37 $135.00 20.7% 5.8% 17.3% 10.9% 20.8% 4.0% -0.3% 170.2M -2.43B -23.3M 0.51 2.47 N/A N/A 56,560 28,968 727,472 754,222 2023-06-15 $143.26 $135.00 20.5% 5.5% 15.6% 10.1% 20.5% 3.7% -1.3% 282.1M -3.12B -23.6M 0.76 2.03 N/A N/A 50,979 38,633 738,568 762,830 2023-06-16 $143.34 $135.00 19.0% 5.2% 15.3% 4.5% 19.3% 3.4% -1.1% 178.0M -3.11B -22.8M 0.49 1.56 N/A N/A 61,343 30,212 745,736 774,117 2023-06-20 $142.45 $135.00 20.1% 5.7% 15.5% 8.6% 20.0% 4.0% 0.0% 104.0M -1.65B -23.1M 0.52 2.77 N/A N/A 39,509 20,538 526,928 582,849 2023-06-21 $142.69 $135.00 19.6% 5.6% 15.0% 6.6% 19.6% 3.6% 0.0% 124.7M -1.74B -23.3M 0.28 2.51 N/A N/A 89,917 25,034 539,867 589,742 2023-06-22 $139.38 $135.00 20.9% 6.0% 17.1% 11.6% 21.2% 3.8% 0.0% 37.2M -854.8M -23.8M 0.57 1.84 N/A N/A 65,576 37,419 580,129 597,673 2023-06-23 $138.94 $135.00 20.6% 5.9% 16.7% 10.6% 21.4% 3.3% -0.2% 19.8M -791.5M -24.0M 1.13 1.86 N/A N/A 28,022 31,573 607,409 610,224 2023-06-26 $139.32 $135.00 21.0% 6.1% 16.7% 12.0% 20.7% 4.3% 0.0% 60.1M -1.00B -23.7M 0.56 4.47 N/A N/A 47,095 26,451 586,221 600,424 2023-06-27 $139.19 $135.00 20.7% 6.1% 16.5% 11.1% 21.7% 3.5% -0.2% 67.1M -1.04B -23.7M 0.58 1.79 N/A N/A 38,373 22,075 606,362 612,126 2023-06-28 $138.22 $135.00 21.6% 6.3% 16.7% 14.3% 23.0% 3.6% -0.5% 48.1M -797.5M -23.3M 0.72 2.29 N/A N/A 41,925 30,062 616,387 615,842 2023-06-29 $143.18 $135.00 19.9% 5.8% 20.2% 8.0% 21.0% 2.3% -0.4% 210.9M -2.52B -24.0M 0.43 2.18 N/A N/A 146,645 62,472 631,470 623,052 2023-06-30 $145.62 $135.00 19.1% 5.6% 20.6% 4.7% 20.1% 2.0% -0.4% 279.5M -3.44B -24.0M 0.30 4.52 N/A N/A 162,005 48,662 666,659 644,595
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