JPM Options History — May 2024 In May 2024, JPM traded between $190.32 and $204.84. ATM implied volatility averaged 17.4%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 4.5% (HV 20d: 21.9%). Max pain ranged from $170.00 to $185.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.70.
Notable Days 2024-05-20 : Highest Volume — 223,279 contracts2024-05-28 : Largest IV spike — 6.9% change2024-05-02 : Highest IV Rank — 30.8%2024-05-01 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $197.76 $190.32 $204.84 $193.24 $202.01 Max Pain $174.32 $170.00 $185.00 $185.00 $175.00 ATM IV 17.4% 15.8% 19.0% 18.6% 18.7% Expected Move 4.9% 4.5% 5.3% 5.3% 5.0% HV 20d 21.9% 13.2% 30.0% 29.1% 21.4% HV 60d 21.4% 20.2% 22.7% 20.5% 22.7% IV Rank 20.3% 9.1% 30.8% 27.5% 30.5% IV Percentile 25.0% 6.7% 46.4% 36.9% 46.4% Term Structure 0.3% -0.2% 1.2% -0.1% 0.6% VWIV 17.4% 15.9% 18.4% 18.3% 17.4% Skew 25d 1.7% 0.3% 2.8% 2.3% 2.5% Skew 10d 4.6% 2.9% 8.1% 6.4% 7.5% Call IV 25d 16.7% 15.2% 17.8% 17.8% 17.5% Put IV 25d 18.4% 16.5% 20.1% 20.1% 20.0% Bid-Ask Spread % 2.85 1.92 8.53 4.16 2.35 Gamma HHI 0.19 0.13 0.36 0.16 0.21 Net GEX 155.4M 44.2M 322.3M 167.2M 222.4M Net DEX -4.26B -6.15B -3.03B -3.89B -4.65B Net VEX -19.8M -21.5M -18.3M -20.5M -19.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.47 1.06 0.73 0.56 Total Volume 84,414.909 41,125 223,279 50,286 68,981 Total OI 1,007,962.5 931,791 1,073,775 1,027,735 991,197
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 2024-05-01 $193.24 $185.00 18.6% 5.3% 29.1% 27.5% 18.3% 2.3% -0.1% 167.2M -3.89B -20.5M 0.73 4.16 N/A N/A 29,095 21,191 499,357 528,378 2024-05-02 $191.14 $185.00 19.0% 5.3% 29.1% 30.8% 18.2% 1.7% 0.0% 86.5M -3.29B -21.0M 0.68 2.48 N/A N/A 34,468 23,468 500,970 532,096 2024-05-03 $190.32 $185.00 17.9% 4.8% 28.9% 23.0% 17.2% 1.9% -0.1% 50.9M -3.03B -21.5M 0.73 2.77 N/A N/A 40,537 29,410 500,918 536,020 2024-05-06 $191.19 $170.00 18.0% 5.2% 28.9% 23.3% 18.2% 2.1% 0.1% 96.7M -3.27B -19.9M 0.68 8.53 N/A N/A 24,519 16,606 465,797 520,146 2024-05-07 $191.82 $170.00 17.8% 5.2% 28.9% 24.0% 17.6% 1.9% 0.1% 115.6M -3.43B -19.7M 0.53 1.92 N/A N/A 29,577 15,805 469,970 524,427 2024-05-08 $196.06 $170.00 17.8% 5.2% 29.9% 24.2% 18.1% 1.4% 0.3% 196.5M -4.41B -19.5M 0.56 6.70 N/A N/A 53,351 29,709 474,783 524,264 2024-05-09 $197.28 $170.00 17.6% 5.1% 30.0% 22.3% 17.8% 1.3% 0.1% 228.4M -4.70B -19.4M 0.47 1.98 N/A N/A 78,691 37,151 481,919 530,950 2024-05-10 $198.79 $170.00 16.8% 4.8% 15.4% 16.3% 17.5% 1.2% 0.1% 189.0M -5.04B -19.4M 0.57 2.03 N/A N/A 51,850 29,611 489,541 545,276 2024-05-13 $198.94 $170.00 17.3% 4.9% 15.3% 20.2% 17.5% 1.4% -0.2% 185.8M -4.81B -19.5M 1.02 2.04 N/A N/A 29,358 29,829 471,684 525,800 2024-05-14 $201.24 $170.00 17.6% 5.0% 14.3% 22.2% 18.0% 1.3% -0.2% 197.8M -5.29B -19.2M 0.65 2.41 N/A N/A 42,956 27,915 477,691 534,733 2024-05-15 $201.47 $170.00 16.8% 4.8% 14.1% 16.5% 16.7% 1.1% -0.2% 226.2M -5.40B -18.9M 0.71 2.00 N/A N/A 38,710 27,462 490,682 542,808 2024-05-16 $202.87 $170.00 16.9% 5.0% 14.1% 17.3% 17.3% 1.8% 0.7% 220.8M -5.62B -19.5M 0.82 2.33 N/A N/A 57,825 47,411 499,135 548,282 2024-05-17 $204.84 $175.00 17.1% 5.0% 13.2% 18.3% 17.5% 1.8% 0.6% 322.3M -6.15B -18.3M 0.65 2.13 N/A N/A 68,153 44,305 509,585 564,190 2024-05-20 $196.27 $175.00 16.1% 4.6% 20.3% 11.4% 16.4% 2.0% 1.2% 65.3M -3.26B -20.1M 0.85 2.98 N/A N/A 120,792 102,487 439,513 492,278 2024-05-21 $199.64 $175.00 15.8% 4.5% 20.6% 9.1% 16.9% 0.3% 0.6% 151.9M -4.12B -20.1M 0.69 2.39 N/A N/A 109,298 75,619 473,187 517,061 2024-05-22 $198.34 $175.00 16.5% 4.7% 20.8% 14.0% 16.8% 1.1% 0.4% 97.4M -3.74B -20.8M 0.68 2.11 N/A N/A 60,711 41,310 468,312 538,612 2024-05-23 $197.00 $175.00 16.9% 4.8% 21.0% 16.9% 17.0% 1.4% 1.0% 44.2M -3.40B -20.4M 0.63 2.67 N/A N/A 51,052 32,028 477,969 543,572 2024-05-24 $200.39 $175.00 16.0% 4.5% 21.7% 10.2% 15.9% 1.4% 0.8% 190.3M -4.40B -19.8M 0.64 2.34 N/A N/A 45,130 28,670 481,473 545,975 2024-05-28 $199.60 $175.00 17.1% 4.7% 21.7% 18.5% 16.5% 2.4% 0.2% 125.2M -4.07B -19.4M 0.86 2.09 N/A N/A 33,582 28,987 446,323 508,122 2024-05-29 $198.97 $175.00 17.6% 4.9% 21.6% 22.7% 18.4% 2.8% 0.1% 115.7M -3.85B -20.6M 1.06 2.02 N/A N/A 27,803 29,361 455,978 522,877 2024-05-30 $199.28 $175.00 18.2% 5.1% 21.5% 26.7% 18.0% 2.6% 0.2% 123.6M -3.91B -19.6M 0.73 2.26 N/A N/A 24,417 17,937 456,702 526,622 2024-05-31 $202.01 $175.00 18.7% 5.0% 21.4% 30.5% 17.4% 2.5% 0.6% 222.4M -4.65B -19.2M 0.56 2.35 N/A N/A 44,093 24,888 460,619 530,578
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