JPM Options History — October 2024 In October 2024, JPM traded between $204.86 and $225.47. ATM implied volatility averaged 24.6%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 1.4% (HV 20d: 23.2%). Max pain ranged from $205.00 to $215.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.78.
Notable Days 2024-10-11 : Highest Volume — 261,128 contracts2024-10-11 : Largest IV drop — 14.7% change2024-10-08 : Highest IV Rank — 85.4%2024-10-31 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $218.77 $204.86 $225.47 $206.95 $222.74 Max Pain $211.09 $205.00 $215.00 $205.00 $215.00 ATM IV 24.6% 21.4% 29.1% 26.1% 25.2% Expected Move 7.3% 6.2% 8.5% 8.1% 8.5% HV 20d 23.2% 16.1% 27.6% 26.1% 23.2% HV 60d 25.1% 21.8% 26.2% 25.2% 21.9% IV Rank 58.6% 40.0% 85.4% 67.6% 62.2% IV Percentile 87.6% 70.6% 99.6% 97.2% 92.1% Term Structure -0.2% -1.0% 2.1% 1.7% -0.6% VWIV 26.0% 21.7% 29.8% 28.6% 29.5% Skew 25d 3.5% 2.6% 4.1% 3.0% 3.7% Skew 10d 7.4% 5.3% 9.4% 7.2% 7.7% Call IV 25d 23.0% 20.0% 27.3% 24.9% 24.1% Put IV 25d 26.5% 23.4% 31.3% 27.9% 27.9% Bid-Ask Spread % 7.97 1.98 20.82 2.52 3.13 Gamma HHI 0.12 0.06 0.47 0.06 0.11 Net GEX 151.4M -7.8M 417.4M 26.3M 108.6M Net DEX -3.58B -5.53B -1.21B -1.59B -3.56B Net VEX -21.4M -23.0M -19.9M -22.9M -21.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.37 1.27 0.75 1.10 Total Volume 68,199.304 34,599 261,128 54,260 42,106 Total OI 917,273.13 844,171 1,004,295 907,821 898,507
Daily Data (23 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 2024-10-01 $206.95 $205.00 26.1% 8.1% 26.1% 67.6% 28.6% 3.0% 1.7% 26.3M -1.59B -22.9M 0.75 2.52 N/A N/A 30,967 23,293 426,531 481,290 2024-10-02 $207.25 $205.00 26.5% 8.1% 26.2% 70.0% 29.8% 2.6% 0.8% 38.2M -1.69B -22.8M 0.74 1.98 N/A N/A 27,305 20,220 435,022 484,703 2024-10-03 $204.86 $210.00 27.1% 8.2% 26.4% 73.6% 29.2% 3.6% 2.0% -7.8M -1.21B -23.0M 0.37 12.23 N/A N/A 67,211 25,162 440,985 483,995 2024-10-04 $211.26 $210.00 26.1% 7.7% 27.6% 67.2% 27.2% 3.5% 2.1% 101.2M -2.91B -22.1M 0.54 20.82 N/A N/A 50,299 27,274 445,668 491,121 2024-10-07 $210.19 $210.00 29.0% 8.3% 26.3% 84.7% 29.3% 3.9% -0.5% 85.4M -2.38B -22.6M 1.07 15.73 N/A N/A 25,706 27,456 419,119 476,828 2024-10-08 $210.91 $210.00 29.1% 8.2% 16.1% 85.4% 28.4% 4.1% -0.8% 92.7M -2.48B -22.6M 0.56 13.86 N/A N/A 22,161 12,438 425,706 489,882 2024-10-09 $214.08 $210.00 28.2% 7.9% 16.7% 79.7% 27.6% 3.5% -0.7% 136.8M -3.17B -21.9M 0.80 13.18 N/A N/A 28,519 22,701 432,191 494,721 2024-10-10 $212.55 $210.00 27.6% 7.8% 16.8% 76.4% 28.1% 3.8% -0.5% 118.9M -2.78B -22.1M 1.00 13.28 N/A N/A 41,767 41,965 435,472 500,488 2024-10-11 $223.11 $210.00 23.6% 6.7% 23.4% 52.6% 24.2% 2.9% 0.0% 246.2M -5.36B -20.3M 0.61 19.62 N/A N/A 162,433 98,695 453,953 518,643 2024-10-14 $221.43 $210.00 22.9% 6.6% 23.5% 48.9% 22.7% 3.3% -0.8% 242.3M -4.33B -20.5M 0.69 20.23 N/A N/A 42,342 29,198 436,803 502,221 2024-10-15 $222.51 $210.00 22.7% 6.5% 23.5% 47.2% 24.8% 3.5% -0.7% 260.4M -4.57B -21.3M 0.80 17.69 N/A N/A 55,993 44,916 447,634 512,809 2024-10-16 $223.41 $210.00 22.3% 6.4% 23.2% 44.9% 24.2% 3.7% -0.6% 290.3M -4.81B -21.1M 0.55 3.77 N/A N/A 29,626 16,423 456,526 528,448 2024-10-17 $224.53 $210.00 22.1% 6.4% 22.9% 44.0% 22.8% 3.5% -0.6% 312.2M -5.12B -21.0M 0.52 2.07 N/A N/A 52,101 27,067 461,506 531,828 2024-10-18 $225.42 $210.00 21.4% 6.2% 22.9% 40.0% 21.7% 3.4% -0.3% 417.4M -5.53B -19.9M 0.84 2.32 N/A N/A 41,947 35,093 466,956 537,339 2024-10-21 $223.22 $210.00 21.8% 6.5% 23.4% 42.0% 22.8% 3.4% -0.7% 116.7M -3.78B -20.5M 1.17 5.31 N/A N/A 17,830 20,903 382,491 461,680 2024-10-22 $224.07 $210.00 22.9% 6.8% 23.3% 48.6% 24.5% 4.0% -0.9% 125.0M -3.93B -20.8M 1.27 2.11 N/A N/A 30,720 39,106 387,087 468,753 2024-10-23 $223.73 $215.00 23.2% 7.1% 23.2% 50.7% 24.3% 3.8% -1.0% 117.0M -3.84B -20.9M 0.89 1.99 N/A N/A 21,965 19,591 394,038 481,954 2024-10-24 $224.41 $215.00 23.1% 6.9% 23.1% 49.6% 24.7% 3.7% -0.9% 144.5M -4.01B -20.7M 0.91 2.40 N/A N/A 18,430 16,734 397,842 483,647 2024-10-25 $222.06 $215.00 24.4% 7.3% 23.7% 57.7% 24.7% 3.9% -1.0% 105.3M -3.50B -20.9M 0.52 2.25 N/A N/A 52,490 27,187 401,078 488,330 2024-10-28 $225.47 $215.00 23.5% 7.5% 24.0% 52.5% 26.4% 3.8% -0.3% 145.6M -4.15B -20.7M 0.90 2.15 N/A N/A 20,011 17,925 393,882 471,329 2024-10-29 $223.09 $215.00 23.1% 7.6% 23.5% 49.6% 26.5% 3.4% 0.0% 116.1M -3.66B -20.9M 0.77 2.32 N/A N/A 24,778 19,134 398,892 478,916 2024-10-30 $224.39 $215.00 23.6% 7.7% 23.5% 53.0% 27.1% 3.5% -0.2% 143.8M -3.94B -21.0M 0.63 2.34 N/A N/A 30,316 19,080 405,692 484,776 2024-10-31 $222.74 $215.00 25.2% 8.5% 23.2% 62.2% 29.5% 3.7% -0.6% 108.6M -3.56B -21.6M 1.10 3.13 N/A N/A 20,018 22,088 409,509 488,998
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