JHML Options History — May 2021 In May 2021, JHML traded between $52.13 and $54.15. ATM implied volatility averaged 23.4%. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 6.6% (HV 20d: 16.8%). Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 1 of 17 days.
Notable Days 2021-05-11 : Largest IV spike — 99.9% change2021-05-11 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $53.39 $52.13 $54.15 $53.51 $53.93 ATM IV 23.4% 17.3% 52.8% 22.9% 21.1% Expected Move 6.0% 4.9% 9.2% 5.1% 6.0% HV 20d 16.8% 16.5% 17.0% 17.0% 16.5% Term Structure -3.8% -8.3% 0.5% -1.4% -5.1% Skew 25d 6.0% 4.2% 8.2% 7.0% 4.4% Skew 10d 3.9% 0.4% 9.5% 6.2% 1.9% Call IV 25d 16.4% 13.5% 23.3% 13.5% 16.1% Put IV 25d 22.4% 19.2% 31.5% 20.5% 20.5% Bid-Ask Spread % 131.95 126.86 136.77 131.84 134.90 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (17 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 2021-05-06 $53.51 $0.00 22.9% 5.1% 0.0% 0.0% 0.0% 7.0% -1.4% 0 0 0 0.00 131.84 N/A N/A 0 0 0 0 2021-05-07 $54.15 $0.00 23.9% 5.2% 0.0% 0.0% 0.0% 5.7% -2.4% 0 0 0 0.00 132.33 N/A N/A 0 0 0 0 2021-05-10 $53.92 $0.00 26.4% 5.2% 0.0% 0.0% 0.0% 5.6% -3.6% 0 0 0 0.00 133.22 N/A N/A 0 0 0 0 2021-05-11 $53.16 $0.00 52.8% 9.2% 0.0% 0.0% 0.0% 8.2% -8.3% 0 0 0 0.00 136.77 N/A N/A 0 0 0 0 2021-05-12 $52.13 $0.00 20.9% 6.0% 0.0% 0.0% 0.0% 5.0% 0.5% 0 0 0 0.00 126.87 N/A N/A 0 0 0 0 2021-05-13 $52.90 $0.00 20.7% 5.9% 0.0% 0.0% 0.0% 7.8% -1.4% 0 0 0 0.00 128.89 N/A N/A 0 0 0 0 2021-05-14 $53.50 $0.00 20.1% 5.8% 0.0% 0.0% 0.0% 6.4% -2.2% 0 0 0 0.00 133.19 N/A N/A 0 0 0 0 2021-05-17 $53.35 $0.00 21.6% 6.2% 0.0% 0.0% 0.0% 7.4% -5.9% 0 0 0 0.00 132.60 N/A N/A 0 0 0 0 2021-05-18 $53.17 $0.00 21.3% 6.1% 0.0% 0.0% 0.0% 6.5% -4.8% 0 0 0 0.00 133.40 N/A N/A 0 0 0 0 2021-05-19 $52.52 $0.00 21.5% 6.2% 0.0% 0.0% 0.0% 6.7% -3.2% 0 0 0 0.00 128.58 N/A N/A 0 0 0 0 2021-05-20 $53.33 $0.00 21.6% 6.2% 0.0% 0.0% 0.0% 4.2% -3.9% 0 0 0 0.00 128.12 N/A N/A 0 0 0 0 2021-05-21 $53.28 $0.00 21.5% 6.2% 0.0% 0.0% 0.0% 5.4% -3.8% 0 0 0 0.00 133.02 N/A N/A 0 0 0 0 2021-05-24 $53.80 $0.00 17.3% 4.9% 0.0% 0.0% 0.0% 5.2% -4.3% 0 0 0 0.00 126.86 N/A N/A 0 0 0 0 2021-05-25 $53.57 $0.00 21.3% 6.1% 0.0% 0.0% 0.0% 5.6% -5.2% 0 0 0 0.00 133.33 N/A N/A 0 0 0 0 2021-05-26 $53.66 $0.00 21.3% 6.1% 0.0% 0.0% 0.0% 5.7% -4.9% 0 0 0 0.00 134.53 N/A N/A 0 0 0 0 2021-05-27 $53.80 $0.00 21.0% 6.0% 17.0% 0.0% 0.0% 4.9% -4.7% 0 0 0 0.00 134.77 N/A N/A 0 0 0 0 2021-05-28 $53.93 $0.00 21.1% 6.0% 16.5% 0.0% 0.0% 4.4% -5.1% 0 0 0 0.00 134.90 N/A N/A 0 0 0 0
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