JPM Options Chain
JPM $334.04 · Updated Oct 26, 4:00 PM ET
JPM is at $334.04. The nearest expiration, Oct 30, 2026 (4 days out), lists 56 strikes, with 6,562 calls and 4,557 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $6.95 (2.1%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
ATM IV
0.1%
335 strike
EXPECTED MOVE
$21.00
ATM straddle
MAX PAIN
$280.00
-16.2%
PUT/CALL VOLUME
0.25
397 / 1,596
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 280 | -0.000 | 0.0000 | -0.000 | 12.5% | 0.36 | 0.00 | 0.00 | |||||||||||
| 285 | -0.000 | 0.0000 | -0.000 | 12.5% | 0.43 | 0.00 | 0.00 | |||||||||||
| 290 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 0.77 | 0.00 | 0.00 | ||||||||||
| 295 | -0.000 | 0.0000 | -0.000 | 6.3% | 1.04 | 0.00 | 0.00 | |||||||||||
| 300 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 1.40 | 0.00 | 0.00 | ||||||||||
| 310 | -0.000 | 0.0000 | -0.000 | 6.3% | 5 | 2.01 | 0.00 | 0.00 | ||||||||||
| 315 | -0.000 | 0.0000 | -0.000 | 3.1% | 83 | 2.75 | 0.00 | 0.00 | ||||||||||
| 320 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 4.00 | 0.00 | 0.00 | ||||||||||
| 330 | -0.000 | 0.0000 | -0.000 | 0.8% | 6.89 | 0.00 | 0.00 | |||||||||||
| 0.00 | 0.00 | 10.50 | 10 | 0.2% | 0.998 | 0.0230 | -0.041 | 335 | 0.000 | 0.0000 | 0.000 | 0.0% | 150 | 10.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.67 | 1 | 3.1% | 0.003 | 0.0031 | -0.001 | 345 | ||||||||||
| 0.00 | 0.00 | 4.15 | 1,333 | 3.1% | 0.000 | 0.0000 | -0.000 | 350 | ||||||||||
| 355 | 0.044 | 0.0000 | -1.000 | 0.0% | 151 | 24.05 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 1.69 | 247 | 6.3% | 0.000 | 0.0002 | -0.000 | 360 | ||||||||||
| 0.00 | 0.00 | 1.00 | 5 | 6.3% | 0.000 | 0.0000 | -0.000 | 365 | ||||||||||
| 0.00 | 0.00 | 0.68 | 6.3% | 0.000 | 0.0000 | -0.000 | 375 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology