JPM Options History — August 2024 In August 2024, JPM traded between $194.63 and $224.17. ATM implied volatility averaged 20.5%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 7.8% (HV 20d: 28.3%). Max pain ranged from $195.00 to $200.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.00.
Notable Days 2024-08-02 : Highest Volume — 136,919 contracts2024-08-02 : Largest IV spike — 24.5% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $211.27 $194.63 $224.17 $207.54 $224.17 Max Pain $195.45 $195.00 $200.00 $200.00 $195.00 ATM IV 20.5% 16.9% 31.6% 20.4% 17.4% Expected Move 5.9% 4.9% 8.7% 6.0% 4.9% HV 20d 28.3% 15.7% 32.5% 24.1% 15.7% HV 60d 23.2% 21.3% 24.7% 21.3% 22.2% IV Rank 35.6% 13.5% 100.0% 43.5% 16.3% IV Percentile 54.0% 18.3% 100.0% 66.7% 24.2% Term Structure 0.2% -1.0% 2.0% -0.3% 1.1% VWIV 21.0% 17.3% 29.8% 22.1% 18.2% Skew 25d 4.1% 2.6% 8.8% 3.1% 2.6% Skew 10d 9.1% 5.5% 19.0% 7.5% 5.5% Call IV 25d 18.6% 15.3% 27.7% 19.6% 16.1% Put IV 25d 22.7% 18.6% 36.5% 22.6% 18.7% Bid-Ask Spread % 7.53 2.07 33.93 5.61 4.81 Gamma HHI 0.13 0.07 0.20 0.10 0.11 Net GEX 125.3M -14.6M 232.7M 58.3M 158.0M Net DEX -3.55B -5.71B -732.7M -2.80B -5.71B Net VEX -21.6M -24.5M -19.8M -22.0M -19.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.40 2.12 1.32 1.62 Total Volume 64,870.318 28,214 136,919 103,664 87,125 Total OI 895,622.182 827,919 942,953 872,807 934,705
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 2024-08-01 $207.54 $200.00 20.4% 6.0% 24.1% 43.5% 22.1% 3.1% -0.3% 58.3M -2.80B -22.0M 1.32 5.61 N/A N/A 44,766 58,898 406,030 466,777 2024-08-02 $197.88 $200.00 25.4% 7.4% 29.0% 81.2% 27.0% 5.9% -0.7% -14.6M -1.01B -23.1M 1.10 4.41 N/A N/A 65,205 71,714 415,944 479,918 2024-08-05 $194.63 $195.00 31.6% 8.7% 29.5% 100.0% 29.8% 8.8% -1.0% -9.7M -732.7M -24.5M 1.20 33.93 N/A N/A 35,093 41,978 404,215 462,896 2024-08-06 $201.73 $195.00 25.6% 7.2% 31.9% 64.6% 25.4% 6.0% -0.2% 41.3M -2.00B -23.0M 0.71 33.07 N/A N/A 36,292 25,756 412,904 471,423 2024-08-07 $201.44 $195.00 25.9% 7.4% 31.9% 66.7% 25.8% 5.2% 0.0% 38.2M -1.91B -24.1M 0.73 13.70 N/A N/A 44,746 32,691 420,775 482,586 2024-08-08 $204.72 $195.00 22.8% 6.5% 32.5% 47.8% 23.2% 5.0% 0.3% 78.4M -2.47B -23.9M 0.40 10.49 N/A N/A 47,621 18,983 425,660 492,474 2024-08-09 $206.07 $195.00 21.8% 6.3% 32.2% 42.1% 23.0% 5.0% 0.1% 81.9M -2.85B -23.3M 0.59 11.20 N/A N/A 34,897 20,705 439,375 496,580 2024-08-12 $205.64 $195.00 22.6% 6.5% 30.6% 46.8% 22.9% 5.0% -0.1% 75.2M -2.65B -22.4M 0.97 3.39 N/A N/A 20,066 19,377 421,600 482,592 2024-08-13 $207.79 $195.00 20.1% 5.8% 30.2% 32.2% 20.6% 4.7% 0.2% 107.0M -3.06B -22.4M 0.65 2.17 N/A N/A 20,135 13,102 428,172 491,056 2024-08-14 $210.40 $195.00 19.4% 5.6% 30.1% 27.9% 19.9% 4.0% 0.1% 150.4M -3.68B -21.2M 0.74 3.86 N/A N/A 34,357 25,593 431,643 492,322 2024-08-15 $211.68 $195.00 18.4% 5.3% 28.2% 22.5% 18.4% 3.4% 0.2% 173.7M -3.97B -20.5M 0.72 3.90 N/A N/A 33,462 24,073 436,087 496,355 2024-08-16 $213.67 $195.00 17.4% 5.0% 28.4% 16.3% 18.6% 3.2% 0.4% 148.9M -4.39B -20.4M 0.84 4.15 N/A N/A 31,512 26,425 442,054 500,899 2024-08-19 $215.10 $195.00 16.9% 4.9% 28.4% 13.5% 17.3% 3.3% 0.2% 171.2M -4.11B -19.9M 1.23 2.09 N/A N/A 15,476 19,050 384,752 443,167 2024-08-20 $214.06 $195.00 17.7% 5.1% 28.5% 18.0% 17.7% 3.4% 0.0% 167.8M -3.88B -20.3M 0.90 5.55 N/A N/A 30,468 27,316 389,591 448,754 2024-08-21 $214.32 $195.00 18.0% 5.2% 28.2% 20.1% 18.7% 3.7% -0.1% 169.9M -3.92B -20.7M 1.21 3.91 N/A N/A 12,743 15,471 405,743 460,181 2024-08-22 $216.42 $195.00 18.8% 5.4% 28.4% 24.7% 19.7% 3.3% 0.5% 192.6M -4.31B -20.9M 0.89 2.07 N/A N/A 30,427 27,006 409,707 464,939 2024-08-23 $218.10 $195.00 17.8% 5.2% 28.0% 18.8% 18.5% 3.2% -0.5% 232.7M -4.73B -20.5M 0.74 7.32 N/A N/A 45,977 34,252 416,261 472,496 2024-08-26 $219.21 $195.00 17.9% 5.1% 27.9% 19.1% 18.7% 3.0% 0.8% 171.5M -4.64B -21.1M 1.28 2.23 N/A N/A 17,361 22,244 405,990 465,616 2024-08-27 $220.12 $195.00 17.5% 5.0% 27.2% 17.2% 18.3% 2.9% 0.8% 178.9M -4.93B -19.9M 0.48 2.41 N/A N/A 49,071 23,365 411,228 475,374 2024-08-28 $221.07 $195.00 18.4% 5.3% 27.0% 22.0% 19.3% 2.9% 0.7% 184.7M -5.08B -20.2M 1.49 2.43 N/A N/A 26,106 38,823 419,586 481,855 2024-08-29 $222.19 $195.00 18.3% 5.0% 24.7% 21.4% 18.1% 3.2% 2.0% 199.3M -5.32B -20.2M 2.12 3.04 N/A N/A 24,803 52,616 425,142 488,264 2024-08-30 $224.17 $195.00 17.4% 4.9% 15.7% 16.3% 18.2% 2.6% 1.1% 158.0M -5.71B -19.8M 1.62 4.81 N/A N/A 33,203 53,922 429,083 505,622
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