JPMorgan Chase & Co. (JPM) Options Chain

The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.

JPMorgan Chase & Co. (JPM) operates in the Financial Services sector, specifically the Banks - Diversified industry, with a market capitalization near $801.92B, listed on NYSE, employing roughly 318,477 people, carrying a beta of 1.02 to the broader market. JPMorgan Chase & Co. Led by James Dimon, public since 1980-03-17.

Snapshot as of May 29, 2026.

Spot Price

$299.32

Total OI

727.9K

Total Volume

59.1K

Front Expiration

28 days

Second Expiration

34 days

ATM IV

24.3%

Avg Bid/Ask Spread

16.37%

As of May 29, 2026, JPMorgan Chase & Co. (JPM) has 727.9K open contracts and 59.1K contracts traded. The nearest expiration is 28 days out, followed by 34 days. ATM implied volatility is 24.3%. Average bid/ask spread across the chain is 16.37%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How JPM options chain Data Feeds Strategy Selection

Strategy selection on JPMorgan Chase & Co. options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 24.3% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the JPM chain depth

The listed-expirations table above shows every expiration available for JPMorgan Chase & Co. options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. JPM front expiration sits at 28 days - the typical hedging horizon for monthly options. The backwardated slope of -0.004 means near-dated IV is pricing acute event risk.

JPM chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the JPM chain is 16.37% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the JPM chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. JPM's current 6.95% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

JPM listed expirations

Per-expiration ATM implied volatility for JPM options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.

Frequently asked JPM options chain questions

What does the JPM options chain show right now?

As of May 29, 2026, JPMorgan Chase & Co. (JPM) has 727.9K contracts outstanding and 59.1K traded today, with ATM IV of 24.3%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.

What expirations are available for JPM options?

The nearest expiration is 28 days out, followed by 34 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.

How tight are JPM options bid/ask spreads?

Average bid/ask spread across the chain is 16.37%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.