JPM Options History — July 2024 In July 2024, JPM traded between $204.34 and $216.38. ATM implied volatility averaged 19.7%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 0.3% (HV 20d: 20.0%). Max pain ranged from $190.00 to $200.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.62.
Notable Days 2024-07-12 : Highest Volume — 240,493 contracts2024-07-12 : Largest IV drop — 20.8% change2024-07-01 : Highest IV Rank — 54.8%2024-07-01 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $209.49 $204.34 $216.38 $205.91 $213.25 Max Pain $198.30 $190.00 $200.00 $190.00 $200.00 ATM IV 19.7% 17.1% 21.9% 21.9% 18.7% Expected Move 5.7% 4.9% 6.9% 6.9% 5.4% HV 20d 20.0% 16.3% 22.5% 18.5% 21.9% HV 60d 20.7% 18.6% 23.6% 23.2% 20.5% IV Rank 37.8% 18.6% 54.8% 54.8% 30.6% IV Percentile 56.9% 26.2% 82.9% 82.9% 43.3% Term Structure -0.3% -0.9% 0.6% -0.3% -0.3% VWIV 20.0% 17.5% 24.0% 24.0% 19.3% Skew 25d 1.8% -0.7% 2.9% 1.7% 2.5% Skew 10d 4.6% 2.4% 7.6% 3.2% 5.2% Call IV 25d 18.9% 16.6% 22.0% 21.1% 17.7% Put IV 25d 20.7% 18.1% 22.8% 22.8% 20.2% Bid-Ask Spread % 23.09 2.06 50.63 3.28 2.29 Gamma HHI 0.15 0.10 0.25 0.13 0.14 Net GEX 158.8M -13.7M 263.8M 167.6M 139.7M Net DEX -3.86B -5.56B -2.99B -3.73B -3.91B Net VEX -19.8M -21.3M -18.4M -18.8M -21.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.08 0.91 0.59 0.87 Total Volume 101,115.273 34,905 240,493 96,617 54,175 Total OI 866,277.455 806,933 951,297 832,520 860,268
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 2024-07-01 $205.91 $190.00 21.9% 6.9% 18.5% 54.8% 24.0% 1.7% -0.3% 167.6M -3.73B -18.8M 0.59 3.28 N/A N/A 60,621 35,996 384,589 447,931 2024-07-02 $208.69 $190.00 21.3% 6.7% 18.9% 50.4% 23.3% 1.2% -0.1% 184.0M -4.24B -18.5M 0.58 3.40 N/A N/A 52,627 30,718 393,256 461,808 2024-07-03 $208.14 $192.50 20.9% 6.7% 18.4% 47.0% 20.7% 1.1% -0.8% 187.6M -4.09B -19.3M 0.08 4.92 N/A N/A 206,938 16,063 401,736 471,599 2024-07-05 $204.97 $200.00 21.1% 5.8% 18.9% 48.9% 20.2% 1.4% -0.8% -13.7M -3.07B -19.6M 0.79 8.40 N/A N/A 32,169 25,411 383,829 475,776 2024-07-08 $204.91 $195.00 21.2% 5.8% 18.9% 49.4% 20.5% 1.8% -0.9% 133.1M -3.37B -18.9M 0.67 40.98 N/A N/A 36,198 24,356 373,260 433,673 2024-07-09 $208.13 $195.00 21.1% 5.8% 19.0% 48.6% 20.6% 1.1% -0.6% 156.0M -4.01B -18.7M 0.38 5.11 N/A N/A 66,931 25,394 388,011 443,640 2024-07-10 $207.28 $200.00 21.7% 6.0% 19.0% 53.2% 20.5% 1.5% -0.8% 152.6M -3.81B -19.0M 0.77 4.09 N/A N/A 39,705 30,624 404,066 453,849 2024-07-11 $207.32 $200.00 21.6% 6.0% 16.3% 52.3% 20.8% -0.7% -0.8% 162.7M -3.83B -20.0M 0.83 4.97 N/A N/A 64,754 53,600 418,098 466,018 2024-07-12 $204.34 $200.00 17.1% 4.9% 16.3% 18.6% 17.5% 1.8% -0.0% 141.1M -2.99B -19.0M 0.66 13.95 N/A N/A 145,041 95,452 434,741 482,166 2024-07-15 $209.92 $200.00 17.4% 5.0% 18.1% 21.1% 17.5% 1.0% -0.2% 199.8M -4.20B -19.0M 0.38 39.63 N/A N/A 93,848 35,555 390,403 449,151 2024-07-16 $213.35 $200.00 17.8% 5.1% 18.5% 23.6% 18.0% 0.9% 0.1% 223.0M -4.85B -18.4M 0.36 36.61 N/A N/A 109,851 39,790 405,159 456,655 2024-07-17 $216.38 $200.00 18.6% 5.3% 18.8% 29.7% 18.8% 1.1% -0.2% 263.8M -5.56B -19.7M 0.44 33.98 N/A N/A 115,497 51,123 434,667 472,189 2024-07-18 $209.95 $200.00 19.3% 5.5% 22.5% 35.0% 19.1% 2.4% -0.1% 155.3M -3.95B -20.3M 0.71 40.91 N/A N/A 87,310 61,609 444,049 490,905 2024-07-19 $209.46 $200.00 19.2% 5.5% 22.5% 34.2% 19.8% 2.9% 0.1% 228.0M -3.77B -20.6M 0.59 40.81 N/A N/A 70,419 41,561 457,895 493,402 2024-07-22 $210.26 $200.00 18.0% 5.1% 21.9% 25.4% 18.5% 2.5% -0.1% 141.4M -3.58B -20.1M 0.73 40.21 N/A N/A 27,954 20,520 407,619 432,917 2024-07-23 $210.50 $200.00 18.0% 5.2% 21.7% 25.7% 19.2% 2.6% -0.0% 148.1M -3.59B -20.1M 0.73 43.87 N/A N/A 20,428 14,954 413,295 438,384 2024-07-24 $208.54 $200.00 19.2% 5.5% 21.9% 34.6% 20.2% 2.7% -0.0% 99.1M -3.18B -20.6M 0.52 41.83 N/A N/A 48,405 24,959 413,054 443,081 2024-07-25 $209.16 $200.00 19.9% 5.8% 21.8% 39.4% 21.1% 2.9% -0.1% 103.6M -3.30B -20.7M 0.91 50.63 N/A N/A 35,107 31,938 417,735 451,612 2024-07-26 $212.49 $200.00 19.5% 5.6% 22.2% 36.9% 19.6% 2.1% 0.6% 241.5M -4.01B -21.3M 0.53 43.75 N/A N/A 61,419 32,385 426,483 457,844 2024-07-29 $210.94 $200.00 19.6% 5.7% 22.0% 36.9% 20.1% 2.6% -0.2% 116.5M -3.59B -20.7M 0.79 2.06 N/A N/A 19,547 15,358 392,546 445,258 2024-07-30 $214.91 $200.00 19.4% 5.7% 22.1% 35.5% 19.8% 2.6% -0.2% 161.7M -4.32B -20.3M 0.71 2.41 N/A N/A 39,881 28,345 394,928 450,559 2024-07-31 $213.25 $200.00 18.7% 5.4% 21.9% 30.6% 19.3% 2.5% -0.3% 139.7M -3.91B -21.2M 0.87 2.29 N/A N/A 28,918 25,257 398,633 461,635
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