JPM Options History — April 2024 In April 2024, JPM traded between $180.68 and $198.94. ATM implied volatility averaged 20.9%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 2.9% (HV 20d: 23.8%). Max pain ranged from $180.00 to $190.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.75.
Notable Days 2024-04-12 : Highest Volume — 390,567 contracts2024-04-04 : Largest IV spike — 10.1% change2024-04-10 : Highest IV Rank — 69.7%2024-04-03 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $191.68 $180.68 $198.94 $198.94 $191.81 Max Pain $185.68 $180.00 $190.00 $180.00 $185.00 ATM IV 20.9% 18.2% 25.0% 21.1% 19.7% Expected Move 5.9% 5.0% 7.1% 6.6% 5.4% HV 20d 23.8% 16.0% 29.8% 16.1% 28.9% HV 60d 18.3% 14.6% 21.3% 14.6% 20.5% IV Rank 43.2% 24.8% 69.7% 43.0% 35.7% IV Percentile 62.9% 31.7% 94.8% 70.2% 52.4% Term Structure -0.3% -1.2% 1.0% -0.5% -0.0% VWIV 21.1% 17.4% 25.2% 24.0% 19.2% Skew 25d 2.4% 1.5% 2.9% 1.5% 2.9% Skew 10d 6.2% 3.5% 7.6% 3.5% 6.8% Call IV 25d 20.1% 17.6% 24.2% 20.7% 18.1% Put IV 25d 22.5% 20.1% 26.3% 22.3% 20.9% Bid-Ask Spread % 3.71 2.01 11.22 4.73 3.10 Gamma HHI 0.16 0.08 0.41 0.17 0.15 Net GEX 105.8M -16.2M 240.6M 149.9M 133.9M Net DEX -3.41B -4.97B -1.13B -4.97B -3.54B Net VEX -21.2M -21.9M -20.4M -20.4M -21.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.20 1.48 0.67 0.87 Total Volume 105,024.636 49,274 390,567 51,259 49,274 Total OI 1,015,688.773 954,947 1,099,969 982,686 1,018,538
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 2024-04-01 $198.94 $180.00 21.1% 6.6% 16.1% 43.0% 24.0% 1.5% -0.5% 149.9M -4.97B -20.4M 0.67 4.73 N/A N/A 30,635 20,624 481,385 501,301 2024-04-02 $198.89 $180.00 21.7% 6.8% 16.0% 47.2% 25.1% 2.3% -0.6% 152.4M -4.97B -20.7M 0.73 4.66 N/A N/A 32,551 23,672 489,334 510,021 2024-04-03 $198.28 $180.00 21.8% 7.1% 16.2% 47.8% 24.8% 1.9% -0.6% 126.7M -4.76B -21.3M 0.20 4.93 N/A N/A 176,256 34,537 494,082 520,343 2024-04-04 $196.02 $185.00 24.0% 6.6% 16.6% 62.4% 23.2% 2.5% -0.7% 76.4M -3.71B -20.7M 0.97 6.37 N/A N/A 37,512 36,262 434,569 522,886 2024-04-05 $197.62 $185.00 23.0% 6.3% 16.3% 55.9% 23.3% 2.4% -1.2% 68.9M -4.06B -20.6M 0.89 4.78 N/A N/A 35,320 31,473 440,394 532,838 2024-04-08 $198.32 $185.00 23.6% 6.5% 16.3% 59.6% 25.2% 2.5% -0.6% 109.0M -4.23B -21.1M 1.28 4.21 N/A N/A 26,972 34,462 433,754 524,891 2024-04-09 $196.69 $190.00 23.8% 6.6% 16.7% 61.5% 22.8% 1.9% -0.8% 101.3M -3.95B -21.1M 0.59 2.25 N/A N/A 38,681 22,745 444,088 537,158 2024-04-10 $195.58 $190.00 25.0% 6.9% 16.8% 69.7% 24.1% 2.1% -0.9% 99.9M -3.76B -21.7M 0.74 2.82 N/A N/A 36,261 26,899 455,073 543,411 2024-04-11 $196.30 $190.00 24.0% 6.6% 16.7% 65.7% 23.8% 1.9% -0.9% 117.1M -3.91B -21.8M 0.77 11.22 N/A N/A 80,893 61,882 466,265 546,288 2024-04-12 $183.25 $190.00 21.6% 6.1% 29.4% 48.9% 21.7% 2.1% -0.4% -16.2M -1.13B -21.5M 0.58 2.26 N/A N/A 246,832 143,735 501,269 571,008 2024-04-15 $183.25 $190.00 20.3% 5.8% 28.6% 40.0% 20.5% 2.4% 0.2% 45.3M -1.68B -21.8M 0.60 2.99 N/A N/A 86,423 51,932 503,459 550,848 2024-04-16 $181.13 $190.00 20.0% 5.7% 28.5% 37.9% 19.4% 2.5% 0.3% 3.0M -1.23B -21.4M 0.68 3.11 N/A N/A 68,737 46,681 509,089 555,709 2024-04-17 $180.68 $185.00 19.5% 5.6% 28.3% 34.2% 19.6% 2.4% 0.7% 13.2M -1.32B -21.3M 1.48 2.37 N/A N/A 57,931 85,541 521,371 549,717 2024-04-18 $181.44 $185.00 19.1% 5.4% 27.7% 31.5% 18.5% 2.2% 1.0% 42.4M -1.69B -21.9M 0.60 2.01 N/A N/A 62,462 37,220 532,546 553,333 2024-04-19 $185.15 $185.00 19.5% 5.5% 28.4% 33.9% 19.2% 2.6% 0.8% 240.6M -2.68B -21.6M 0.75 2.09 N/A N/A 54,309 40,516 540,155 559,814 2024-04-22 $189.24 $185.00 19.2% 5.3% 29.7% 32.2% 18.6% 2.8% -0.6% 119.7M -3.38B -20.7M 0.60 3.99 N/A N/A 74,583 44,423 466,596 488,351 2024-04-23 $191.64 $185.00 19.2% 5.2% 29.8% 32.1% 18.5% 2.6% -0.5% 169.6M -3.89B -21.4M 0.65 2.49 N/A N/A 52,078 33,796 482,771 507,573 2024-04-24 $192.88 $185.00 18.6% 5.2% 29.8% 27.9% 18.2% 2.8% -0.4% 165.2M -4.14B -20.9M 0.45 2.39 N/A N/A 45,025 20,118 488,941 519,412 2024-04-25 $193.20 $185.00 19.0% 5.3% 29.1% 30.6% 18.3% 2.9% -0.6% 159.0M -4.16B -20.9M 1.24 2.92 N/A N/A 37,372 46,363 494,225 526,018 2024-04-26 $193.74 $185.00 18.2% 5.0% 29.0% 24.8% 17.4% 2.7% -0.4% 130.3M -4.17B -21.5M 0.73 3.04 N/A N/A 37,806 27,740 496,479 541,022 2024-04-29 $192.93 $185.00 18.6% 5.3% 28.9% 27.5% 18.3% 2.9% -0.0% 119.7M -3.72B -20.8M 0.45 2.84 N/A N/A 49,643 22,365 470,510 518,318 2024-04-30 $191.81 $185.00 19.7% 5.4% 28.9% 35.7% 19.2% 2.9% -0.0% 133.9M -3.54B -21.0M 0.87 3.10 N/A N/A 26,390 22,884 495,065 523,473
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