JPM Options History — February 2024 In February 2024, JPM traded between $173.69 and $185.41. ATM implied volatility averaged 16.9%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 1.4% (HV 20d: 15.5%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.92.
Notable Days 2024-02-23 : Highest Volume — 102,030 contracts2024-02-12 : Largest IV spike — 8.4% change2024-02-13 : Highest IV Rank — 13.2%2024-02-13 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $178.51 $173.69 $185.41 $173.69 $185.41 Max Pain $161.25 $160.00 $165.00 $160.00 $165.00 ATM IV 16.9% 16.1% 18.1% 16.6% 16.6% Expected Move 4.9% 4.5% 5.2% 4.9% 4.5% HV 20d 15.5% 13.1% 17.1% 15.0% 13.1% HV 60d 12.6% 11.7% 13.2% 12.5% 13.1% IV Rank 8.4% 5.6% 13.2% 7.2% 7.3% IV Percentile 15.6% 8.3% 27.0% 11.9% 15.1% Term Structure 0.3% -0.4% 1.8% 0.2% 1.8% VWIV 17.5% 16.1% 18.8% 18.2% 16.1% Skew 25d 2.0% 1.2% 2.4% 2.4% 1.3% Skew 10d 5.0% 2.7% 6.7% 5.8% 3.9% Call IV 25d 16.3% 15.4% 17.7% 16.1% 15.8% Put IV 25d 18.3% 17.2% 20.1% 18.4% 17.2% Bid-Ask Spread % 2.74 2.12 6.84 3.92 2.49 Gamma HHI 0.18 0.14 0.29 0.15 0.17 Net GEX 137.5M 103.2M 227.9M 121.9M 141.8M Net DEX -3.75B -4.53B -3.03B -3.10B -4.53B Net VEX -19.8M -21.0M -18.9M -19.8M -18.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.43 1.34 1.22 1.05 Total Volume 60,120.6 31,114 102,030 81,378 53,192 Total OI 940,022.25 880,941 994,593 920,383 954,203
Daily Data (20 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 2024-02-01 $173.69 $160.00 16.6% 4.9% 15.0% 7.2% 18.2% 2.4% 0.2% 121.9M -3.10B -19.8M 1.22 3.92 N/A N/A 36,662 44,716 424,540 495,843 2024-02-02 $174.99 $160.00 16.3% 4.8% 15.1% 6.1% 17.3% 1.8% 0.2% 227.9M -3.56B -19.9M 0.68 6.84 N/A N/A 38,863 26,598 435,708 504,410 2024-02-05 $174.57 $160.00 16.8% 4.9% 15.2% 8.0% 17.8% 2.3% 0.2% 126.2M -3.27B -20.3M 0.70 2.69 N/A N/A 30,186 20,998 419,223 499,635 2024-02-06 $174.43 $160.00 16.7% 4.8% 15.2% 7.6% 17.5% 1.8% 0.3% 138.2M -3.19B -20.5M 0.89 2.69 N/A N/A 23,630 21,090 428,098 506,304 2024-02-07 $175.41 $160.00 16.3% 4.8% 15.0% 6.4% 16.8% 2.1% 0.4% 157.0M -3.48B -20.6M 0.89 2.38 N/A N/A 17,425 15,589 435,883 517,556 2024-02-08 $174.88 $160.00 16.3% 4.7% 15.1% 6.2% 16.8% 1.9% 0.3% 164.5M -3.45B -19.9M 1.02 2.65 N/A N/A 23,670 24,229 439,586 518,462 2024-02-09 $174.57 $160.00 16.1% 4.7% 14.9% 5.6% 17.1% 2.0% 0.4% 174.2M -3.26B -20.4M 0.83 2.12 N/A N/A 34,045 28,322 441,022 522,536 2024-02-12 $175.95 $160.00 17.5% 5.0% 15.0% 10.7% 17.2% 1.9% 0.1% 154.5M -3.64B -19.8M 0.43 2.35 N/A N/A 49,252 21,108 424,142 509,552 2024-02-13 $173.69 $160.00 18.1% 5.2% 15.3% 13.2% 18.8% 2.4% 0.1% 129.6M -3.03B -21.0M 0.98 2.55 N/A N/A 31,295 30,727 436,906 516,869 2024-02-14 $175.61 $160.00 17.4% 5.0% 15.3% 10.4% 18.1% 2.2% 0.1% 157.9M -3.56B -20.2M 1.22 2.20 N/A N/A 18,154 22,123 440,444 520,826 2024-02-15 $179.87 $160.00 17.6% 5.1% 17.1% 11.3% 18.2% 2.0% 0.2% 161.0M -4.51B -19.7M 0.71 2.14 N/A N/A 54,137 38,544 444,735 527,909 2024-02-16 $178.93 $160.00 17.1% 4.9% 16.6% 9.3% 17.5% 1.9% -0.1% 113.7M -4.23B -19.8M 0.93 2.13 N/A N/A 52,407 48,616 450,432 544,161 2024-02-20 $179.75 $160.00 17.6% 5.1% 16.6% 11.3% 18.5% 2.2% -0.2% 103.2M -3.57B -19.2M 0.97 2.54 N/A N/A 29,050 28,136 389,564 491,377 2024-02-21 $180.47 $160.00 17.8% 5.1% 16.1% 12.1% 18.2% 2.3% -0.4% 108.3M -3.69B -19.4M 1.31 2.52 N/A N/A 20,805 27,206 400,933 503,304 2024-02-22 $183.24 $160.00 17.0% 4.9% 16.5% 9.0% 17.8% 1.7% -0.1% 113.9M -4.18B -19.2M 1.34 2.62 N/A N/A 27,404 36,773 405,183 512,899 2024-02-23 $184.18 $165.00 16.7% 4.7% 16.2% 7.9% 16.7% 1.2% 0.2% 113.2M -4.38B -19.1M 0.55 2.58 N/A N/A 65,949 36,081 409,955 521,140 2024-02-26 $183.13 $165.00 16.4% 4.7% 16.5% 6.4% 16.9% 2.2% 1.4% 108.6M -4.03B -19.5M 1.01 2.62 N/A N/A 25,179 25,448 414,707 509,234 2024-02-27 $183.29 $165.00 16.1% 4.7% 16.4% 5.6% 16.3% 2.2% 1.3% 111.4M -4.02B -20.0M 0.60 2.23 N/A N/A 19,469 11,645 421,448 516,492 2024-02-28 $184.19 $165.00 16.5% 4.7% 14.1% 7.1% 17.1% 1.8% 0.5% 123.1M -4.23B -19.6M 1.08 2.48 N/A N/A 21,046 22,643 426,058 519,166 2024-02-29 $185.41 $165.00 16.6% 4.5% 13.1% 7.3% 16.1% 1.3% 1.8% 141.8M -4.53B -18.9M 1.05 2.49 N/A N/A 25,959 27,233 429,815 524,388
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