JPM option chain JPMorgan Chase & Co.
Cboe delayed options data · as of 00:35 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±23.7% (276.57–448.43) · ATM IV 25.9% · P/C open interest 1.20
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 181.00 | 184.05 | 59 | 37.0% | 0.97 | 0.0004 | 0.000 | 185 | 1.60 | 2.15 | 30 | 125 | 35.5% | -0.03 | 0.0004 | -0.009 | |
| 176.50 | 179.40 | 35 | 36.2% | 0.97 | 0.0005 | 0.000 | 190 | 1.67 | 2.28 | 2 | 141 | 34.7% | -0.03 | 0.0005 | -0.010 | |
| 172.00 | 175.05 | 154 | 35.9% | 0.97 | 0.0005 | 0.000 | 195 | 2.06 | 2.51 | 56 | 88 | 34.5% | -0.04 | 0.0006 | -0.011 | |
| 167.50 | 170.65 | 58 | 35.4% | 0.96 | 0.0006 | 0.000 | 200 | 2.31 | 2.78 | 120 | 1,098 | 34.2% | -0.04 | 0.0006 | -0.012 | |
| 158.50 | 161.70 | 100 | 34.1% | 0.95 | 0.0007 | 0.000 | 210 | 3.05 | 3.40 | 751 | 33.6% | -0.05 | 0.0007 | -0.013 | ||
| 149.50 | 153.25 | 86 | 33.4% | 0.95 | 0.0008 | 0.000 | 220 | 3.60 | 4.65 | 1,032 | 33.3% | -0.06 | 0.0009 | -0.015 | ||
| 141.00 | 144.50 | 67 | 32.6% | 0.93 | 0.0010 | 0.000 | 230 | 4.35 | 5.40 | 10 | 502 | 32.4% | -0.07 | 0.0010 | -0.017 | |
| 132.50 | 135.90 | 1 | 86 | 31.7% | 0.92 | 0.0011 | 0.000 | 240 | 5.40 | 6.60 | 633 | 31.9% | -0.08 | 0.0012 | -0.019 | |
| 124.50 | 127.55 | 1 | 107 | 31.3% | 0.91 | 0.0013 | -0.003 | 250 | 6.55 | 7.90 | 1,858 | 31.4% | -0.10 | 0.0014 | -0.021 | |
| 116.00 | 119.50 | 64 | 30.5% | 0.89 | 0.0015 | -0.006 | 260 | 7.80 | 9.30 | 517 | 30.8% | -0.12 | 0.0016 | -0.023 | ||
| 108.00 | 111.50 | 235 | 29.8% | 0.87 | 0.0017 | -0.009 | 270 | 9.00 | 10.40 | 651 | 29.8% | -0.13 | 0.0018 | -0.025 | ||
| 100.50 | 103.80 | 114 | 29.4% | 0.85 | 0.0019 | -0.013 | 280 | 10.40 | 12.80 | 1,273 | 29.4% | -0.16 | 0.0020 | -0.027 | ||
| 93.00 | 95.95 | 677 | 28.7% | 0.83 | 0.0021 | -0.016 | 290 | 12.95 | 13.80 | 602 | 28.7% | -0.18 | 0.0022 | -0.029 | ||
| 85.75 | 88.60 | 2 | 853 | 28.2% | 0.81 | 0.0024 | -0.019 | 300 | 15.15 | 17.10 | 1,629 | 28.6% | -0.20 | 0.0025 | -0.031 | |
| 78.75 | 81.60 | 902 | 27.7% | 0.78 | 0.0026 | -0.022 | 310 | 17.60 | 18.40 | 368 | 27.6% | -0.23 | 0.0027 | -0.033 | ||
| 72.15 | 74.90 | 1,793 | 27.4% | 0.75 | 0.0028 | -0.025 | 320 | 20.40 | 22.35 | 1 | 921 | 27.6% | -0.26 | 0.0030 | -0.035 | |
| 65.55 | 68.50 | 3 | 313 | 26.9% | 0.72 | 0.0030 | -0.027 | 330 | 23.45 | 26.50 | 18 | 2,739 | 27.5% | -0.30 | 0.0032 | -0.036 |
| 59.50 | 62.25 | 414 | 26.4% | 0.69 | 0.0032 | -0.030 | 340 | 26.45 | 28.85 | 435 | 26.5% | -0.33 | 0.0035 | -0.037 | ||
| 53.50 | 56.55 | 1,404 | 26.0% | 0.65 | 0.0034 | -0.032 | 350 | 29.50 | 32.70 | 471 | 25.8% | -0.37 | 0.0037 | -0.038 | ||
| 48.90 | 52.05 | 4 | 1,120 | 26.2% | 0.62 | 0.0036 | -0.033 | 360 | 34.70 | 36.20 | 492 | 25.6% | -0.40 | 0.0039 | -0.039 | |
| 44.05 | 46.50 | 1 | 256 | 25.7% | 0.58 | 0.0037 | -0.034 | 370 | 38.85 | 41.60 | 14 | 141 | 25.3% | -0.44 | 0.0041 | -0.039 |
| 39.45 | 41.40 | 382 | 25.4% | 0.55 | 0.0038 | -0.035 | 380 | 43.85 | 46.75 | 11 | 190 | 25.0% | -0.49 | 0.0043 | -0.040 | |
| 34.00 | 38.50 | 123 | 477 | 25.2% | 0.51 | 0.0038 | -0.036 | 390 | 49.90 | 52.20 | 134 | 98 | 24.9% | -0.53 | 0.0044 | -0.039 |
| 31.20 | 33.40 | 3 | 2,267 | 24.9% | 0.48 | 0.0039 | -0.036 | 400 | 56.20 | 58.55 | 36 | 24.9% | -0.57 | 0.0045 | -0.039 | |
| 26.50 | 29.75 | 5 | 275 | 24.4% | 0.44 | 0.0039 | -0.036 | 410 | 62.35 | 64.70 | 20 | 24.5% | -0.61 | 0.0046 | -0.038 | |
| 24.75 | 26.25 | 6 | 504 | 24.6% | 0.41 | 0.0038 | -0.035 | 420 | 68.85 | 71.30 | 15 | 24.2% | -0.66 | 0.0047 | -0.038 | |
| 21.10 | 23.55 | 16 | 175 | 24.3% | 0.38 | 0.0038 | -0.035 | 430 | 76.40 | 79.50 | 20 | 24.5% | -0.70 | 0.0048 | -0.037 | |
| 18.50 | 20.90 | 4 | 274 | 24.1% | 0.34 | 0.0037 | -0.034 | 440 | 83.15 | 86.15 | 7 | 23.6% | -0.74 | 0.0048 | -0.036 | |
| 15.00 | 18.05 | 3 | 206 | 23.5% | 0.31 | 0.0036 | -0.032 | 450 | 91.95 | 94.20 | 10 | 23.8% | -0.78 | 0.0048 | -0.034 | |
| 14.55 | 16.50 | 5 | 101 | 24.1% | 0.28 | 0.0034 | -0.031 | 460 | 99.65 | 102.60 | 1 | 23.3% | -0.82 | 0.0046 | -0.030 | |
| 12.15 | 13.65 | 3 | 554 | 23.5% | 0.26 | 0.0033 | -0.029 | 470 | 108.45 | 112.00 | 5 | 23.7% | -0.86 | 0.0042 | -0.025 | |
| 11.10 | 12.10 | 137 | 23.7% | 0.23 | 0.0031 | -0.028 | 480 | 117.50 | 120.40 | 5 | 23.1% | -0.89 | 0.0040 | -0.019 | ||
| 9.25 | 10.60 | 181 | 23.4% | 0.21 | 0.0029 | -0.026 | 490 | 126.95 | 129.80 | 3 | 23.2% | -0.93 | 0.0044 | -0.012 | ||
| 7.60 | 10.50 | 598 | 23.7% | 0.19 | 0.0028 | -0.025 | 500 | 136.50 | 139.40 | -0.96 | 0.0040 | -0.015 | ||||
| 5.60 | 7.35 | 75 | 23.2% | 0.15 | 0.0024 | -0.021 | 520 | 155.50 | 160.50 | 25.4% | -1.00 | 0.0006 | -0.057 | |||
| 4.85 | 5.35 | 24 | 140 | 23.4% | 0.12 | 0.0021 | -0.018 | 540 | 175.50 | 179.35 | -1.00 | 0.0000 | -0.057 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs