JPM Options History — June 2024 In June 2024, JPM traded between $191.72 and $202.29. ATM implied volatility averaged 21.8%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 1.5% (HV 20d: 20.3%). Max pain ranged from $175.00 to $190.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.63.
Notable Days 2024-06-12 : Highest Volume — 110,167 contracts2024-06-10 : Largest IV spike — 9.5% change2024-06-12 : Highest IV Rank — 68.7%2024-06-26 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $197.37 $191.72 $202.29 $201.31 $202.29 Max Pain $186.05 $175.00 $190.00 $175.00 $190.00 ATM IV 21.8% 19.0% 23.8% 19.2% 22.2% Expected Move 6.3% 5.2% 6.9% 5.2% 6.7% HV 20d 20.3% 16.8% 23.6% 21.4% 18.1% HV 60d 22.9% 22.6% 23.3% 22.6% 23.0% IV Rank 53.7% 32.9% 68.7% 34.1% 56.6% IV Percentile 79.3% 50.8% 92.5% 54.4% 84.9% Term Structure 0.3% -1.8% 4.0% 4.0% -0.4% VWIV 22.1% 18.3% 24.3% 18.8% 23.5% Skew 25d 2.1% 1.3% 2.9% 2.6% 1.3% Skew 10d 5.7% 3.4% 7.4% 7.4% 3.4% Call IV 25d 20.8% 16.9% 22.9% 17.7% 21.7% Put IV 25d 23.0% 19.3% 24.8% 20.4% 23.0% Bid-Ask Spread % 6.19 2.26 27.35 2.29 27.35 Gamma HHI 0.15 0.09 0.47 0.18 0.16 Net GEX 116.4M 17.0M 340.0M 142.6M 203.7M Net DEX -3.18B -4.36B -2.09B -4.36B -3.25B Net VEX -19.7M -20.5M -19.1M -19.1M -20.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.39 1.28 0.87 0.44 Total Volume 76,827.895 37,341 110,167 43,269 102,857 Total OI 968,124.895 771,391 1,080,064 963,398 872,908
Daily Data (19 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 2024-06-03 $201.31 $175.00 19.2% 5.2% 21.4% 34.1% 18.8% 2.6% 4.0% 142.6M -4.36B -19.1M 0.87 2.29 N/A N/A 23,087 20,182 444,868 518,530 2024-06-04 $199.14 $175.00 19.0% 5.2% 21.9% 32.9% 18.9% 2.7% 2.5% 117.8M -3.92B -19.2M 0.76 3.80 N/A N/A 25,786 19,510 449,855 524,717 2024-06-05 $197.02 $175.00 19.6% 5.3% 22.4% 37.6% 18.3% 2.8% 2.7% 80.2M -3.40B -19.7M 0.69 2.26 N/A N/A 38,383 26,361 454,185 530,120 2024-06-06 $197.01 $185.00 19.7% 6.2% 21.0% 38.1% 21.3% 2.4% 3.3% 84.9M -3.41B -19.4M 0.62 3.27 N/A N/A 38,256 23,762 464,711 539,206 2024-06-07 $199.95 $185.00 19.3% 6.0% 21.5% 35.3% 21.0% 2.3% 3.2% 340.0M -4.12B -19.4M 0.52 2.75 N/A N/A 67,891 35,434 470,258 542,884 2024-06-10 $199.38 $185.00 21.2% 6.1% 21.4% 49.2% 21.2% 2.8% -0.5% 118.4M -3.83B -19.5M 0.62 15.21 N/A N/A 23,025 14,316 455,179 525,748 2024-06-11 $194.57 $185.00 22.7% 6.4% 23.1% 60.3% 22.2% 2.9% -0.4% 43.3M -2.74B -20.0M 0.63 2.84 N/A N/A 62,616 39,563 461,078 530,720 2024-06-12 $191.72 $185.00 23.8% 6.4% 23.1% 68.7% 22.1% 2.4% -1.8% 17.0M -2.20B -20.1M 0.52 10.88 N/A N/A 72,641 37,526 481,954 541,291 2024-06-13 $194.00 $190.00 23.1% 6.4% 23.6% 63.3% 22.9% 1.8% -0.8% 83.9M -2.84B -20.5M 0.52 8.68 N/A N/A 58,581 30,327 506,422 547,233 2024-06-14 $193.70 $190.00 23.2% 6.6% 23.4% 64.5% 23.1% 2.5% -0.3% 73.3M -2.80B -19.5M 0.39 6.53 N/A N/A 65,544 25,280 508,438 553,049 2024-06-17 $195.00 $185.00 23.5% 6.7% 23.2% 66.7% 23.9% 1.5% -1.0% 101.2M -3.09B -20.2M 0.72 3.11 N/A N/A 45,427 32,703 486,036 532,301 2024-06-18 $196.80 $190.00 23.0% 6.6% 18.0% 62.7% 22.7% 1.4% -0.8% 142.3M -3.63B -19.6M 0.61 3.02 N/A N/A 46,977 28,502 502,564 549,264 2024-06-20 $198.45 $190.00 22.7% 6.6% 17.2% 60.9% 23.0% 1.3% -0.9% 173.2M -3.92B -20.0M 0.46 2.48 N/A N/A 59,312 27,201 502,516 560,425 2024-06-21 $196.34 $190.00 23.2% 6.7% 17.4% 64.0% 23.3% 1.9% -0.9% 83.7M -3.37B -19.7M 0.52 2.54 N/A N/A 69,662 36,358 509,213 570,851 2024-06-24 $198.94 $190.00 21.5% 6.3% 17.9% 51.4% 22.3% 2.0% -0.3% 104.1M -2.49B -19.6M 0.66 5.01 N/A N/A 40,615 26,638 362,294 409,097 2024-06-25 $198.04 $190.00 21.9% 6.6% 16.9% 54.6% 22.9% 2.2% -0.7% 96.4M -2.34B -19.3M 1.28 3.18 N/A N/A 30,190 38,776 374,756 424,322 2024-06-26 $197.28 $190.00 23.0% 6.9% 16.8% 62.8% 24.3% 2.1% -0.6% 75.5M -2.09B -20.0M 0.66 3.20 N/A N/A 34,543 22,901 382,688 449,609 2024-06-27 $199.14 $190.00 22.1% 6.7% 17.2% 56.1% 23.6% 1.7% -0.5% 130.4M -2.56B -19.7M 0.56 9.18 N/A N/A 44,312 24,685 393,486 461,597 2024-06-28 $202.29 $190.00 22.2% 6.7% 18.1% 56.6% 23.5% 1.3% -0.4% 203.7M -3.25B -20.2M 0.44 27.35 N/A N/A 71,470 31,387 403,668 469,240
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