$JPM Options Intelligence

Last Updated: December 5, 2025

Live Market Data

Current Price
$315.04
Day Change
-0.34%
Volume
6.52M
Day Range
314.71 - 318.43

šŸŽÆ Today's AI Trade Recommendation

Confidence
86%
Risk Level
4/10
Win Rate
72%
Sentiment
šŸ‚ Bull

šŸŽÆ SELL JPM JAN 16 2026 315/320 CALL CREDIT SPREAD



I recommend this trade because JPM is trading at $315.80, just below key resistance at $320, with high implied volatility (IV Rank: 100%), a neutral RSI (59.77), and a recent analyst downgrade from Zacks (from "strong-buy" to "hold"). The term structure shows Clean IV (22.8%) is well above the 90-day baseline (18.6%), making premium selling favorable. The put/call ratio is extremely bullish (0.37), suggesting call buying pressure, but the high IV and neutral technicals create a strong edge for selling call spreads.

Sell JPM Jan 16 2026 315/320 Call Credit Spread
Stock Price: $315.80 | Entry: $1.60 credit

šŸ“Š Trade Metrics


• Risk: $340 | Reward: $160 (47% return)
• Breakeven: $318.40
• Max Loss: $340 if JPM > $320 at expiry
• Max Profit: $160 if JPM < $315 at expiry
• Win Rate: 72% (based on delta)
• Days to Expiration: 42

šŸ“ˆ Term Structure & Volatility Analysis


• Baseline 90-day Vol: 18.6%
• 30-day Clean IV: 22.8% (4.2% above baseline = SELL signal)
• Market IV: 23.9% (high vs historical)
• Earnings Multiplier: 2.84x (high, but expiration is after earnings on Jan 21)
• Calendar Opportunity: No strong IV differential for calendars
• Recommendation: SELL premium, avoid buying options

šŸ“ˆ Greeks & Volatility


• Net Delta: +0.18 (slightly bullish)
• Theta: $3.20/day (benefits from time decay)
• Vega: -$12 (benefits from IV drop)
• Current IV: 23.9% (high vs 18.6% historical)
• IV Rank: 100% (extremely high)
• Put/Call Ratio: 0.37 (very bullish sentiment)

šŸŽÆ Why This Trade


The term structure shows Clean IV (22.8%) is 4.2% above the 90-day baseline (18.6%), signaling options are overpriced and premium selling is optimal. JPM is trading near its 20-day and 50-day MAs, with a neutral RSI, and just below the $320 resistance. The recent analyst downgrade and high IV create a favorable environment for selling call spreads. The expected daily move is ±$6.66, so the $315/320 strikes are well positioned for a defined-risk, high-probability trade.

šŸ“Š Pro Analysis


• Current IV: 23.9% vs Historical: 18.6%
• IV Rank: 100% (extremely high)
• Expected Daily Move: ±$6.66 (2.11%)
• Put/Call Ratio: 0.37 (very bullish)
• Market Maker Max Pain: $350
• Technical: RSI 59.77 (neutral), Price above 20MA by 2.5%
• Unusual Activity: High volume in 315/320 strikes

šŸ” Earnings Date Check


• Earnings: Jan 21, 2026
• Expiration: Jan 16, 2026
• Validation: āŒ WARNING: Expires BEFORE earnings. For earnings plays, recommend Feb 20 or later.

šŸ’” Trade Management


• Entry: Place limit order at $1.60 (mid of $1.55/$1.65)
• Target: Close at $0.80 (50% profit)
• Stop: Exit if JPM breaks above $320
• Time Stop: Close 2 days before expiration

šŸ”’ Pricing Validation


• 315 Call intrinsic value: $0.80, trading at $2.40 āœ…
• 320 Call intrinsic value: $0, trading at $0.80 āœ…
• Put-Call Parity Check: C - P ā‰ˆ S - K holds within tolerance āœ…
• Spread pricing verified: Credit spread with proper bid/ask alignment āœ…

Confidence Level: High (85%)
Risk Assessment: Moderate (defined risk, high IV, neutral technicals, but expires before earnings)

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This JPM options analysis is generated by StratPilot AI using real-time market data and advanced algorithms. Updated daily with fresh trade ideas, confidence scores, and risk assessments. Not financial advice - always do your own research.