JHML Options History — June 2021 In June 2021, JHML traded between $53.20 and $54.43. ATM implied volatility averaged 21.5%. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 11.1% (HV 20d: 10.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2021-06-09 : Highest Volume — 2 contracts2021-06-28 : Largest IV spike — 51.9% change2021-06-28 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $54.08 $53.20 $54.43 $53.90 $54.43 ATM IV 21.5% 17.9% 30.7% 20.2% 23.1% Expected Move 5.7% 5.1% 8.8% 5.8% 6.6% HV 20d 10.3% 7.2% 16.0% 16.0% 7.6% Term Structure -3.3% -9.1% 0.1% -7.9% -6.1% Skew 25d 6.0% 1.4% 10.8% 8.3% 4.3% Skew 10d 2.7% -2.4% 6.9% 5.2% 1.1% Call IV 25d 14.5% 9.2% 23.5% 12.1% 17.1% Put IV 25d 20.5% 15.1% 24.9% 20.4% 21.4% Bid-Ask Spread % 132.97 124.53 145.49 125.58 135.12 Gamma HHI 0.50 0.50 0.50 0.50 0.50 Net GEX -285 -523 0 0 -456 Net DEX 3.6K 0 5.8K 0 4.9K Net VEX -19 -28 0 0 -26 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.273 0 2 0 0 Total OI 1.364 0 2 0 2
Daily Data (22 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 2021-06-01 $53.90 $0.00 20.2% 5.8% 16.0% 0.0% 0.0% 8.3% -7.9% 0 0 0 0.00 125.58 N/A N/A 0 0 0 0 2021-06-02 $53.87 $0.00 23.8% 6.8% 15.5% 0.0% 0.0% 4.0% -6.8% 0 0 0 0.00 134.75 N/A N/A 0 0 0 0 2021-06-03 $53.78 $0.00 24.6% 5.2% 15.1% 0.0% 0.0% 10.8% 0.1% 0 0 0 0.00 134.24 N/A N/A 0 0 0 0 2021-06-04 $54.18 $0.00 24.5% 5.1% 14.9% 0.0% 0.0% 6.5% -0.8% 0 0 0 0.00 134.29 N/A N/A 0 0 0 0 2021-06-07 $54.08 $0.00 26.7% 5.2% 14.3% 0.0% 0.0% 4.2% -3.5% 0 0 0 0.00 133.61 N/A N/A 0 0 0 0 2021-06-08 $54.22 $0.00 27.6% 5.1% 14.2% 0.0% 0.0% 7.0% -1.7% 0 0 0 0.00 132.71 N/A N/A 0 0 0 0 2021-06-09 $54.06 $0.00 18.4% 5.3% 13.2% 0.0% 0.0% 6.2% -1.6% 0 0 0 0.00 128.54 N/A N/A 0 2 0 0 2021-06-10 $54.20 $0.00 18.1% 5.2% 10.8% 0.0% 0.0% 6.0% -2.1% -397 5.3K -28 0.00 132.92 N/A N/A 0 0 0 2 2021-06-11 $54.28 $0.00 18.2% 5.2% 9.7% 0.0% 0.0% 2.0% -1.5% -429 4.9K -28 0.00 124.53 N/A N/A 0 0 0 2 2021-06-14 $54.23 $0.00 18.9% 5.4% 9.0% 0.0% 0.0% 6.4% -2.5% -398 5.2K -28 0.00 133.81 N/A N/A 0 0 0 2 2021-06-15 $54.30 $0.00 19.0% 5.5% 8.9% 0.0% 0.0% 6.6% -2.6% -399 5.2K -28 0.00 133.63 N/A N/A 0 0 0 2 2021-06-16 $54.03 $0.00 18.8% 5.4% 9.0% 0.0% 0.0% 6.7% -2.4% -410 5.4K -28 0.00 133.84 N/A N/A 0 0 0 2 2021-06-17 $53.83 $0.00 17.9% 5.1% 7.8% 0.0% 0.0% 7.7% -1.2% -419 5.6K -27 0.00 133.53 N/A N/A 0 0 0 2 2021-06-18 $53.20 $0.00 20.4% 5.9% 7.2% 0.0% 0.0% 7.3% -3.0% -378 5.8K -27 0.00 133.74 N/A N/A 0 0 0 2 2021-06-21 $53.74 $0.00 18.6% 5.3% 8.1% 0.0% 0.0% 7.7% -1.7% -408 5.6K -27 0.00 132.70 N/A N/A 0 0 0 2 2021-06-22 $54.11 $0.00 20.1% 5.8% 7.7% 0.0% 0.0% 6.3% -7.0% -427 5.4K -27 0.00 132.63 N/A N/A 0 0 0 2 2021-06-23 $54.09 $0.00 20.1% 5.8% 7.5% 0.0% 0.0% 6.0% -1.6% -392 5.2K -27 0.00 134.08 N/A N/A 0 2 0 2 2021-06-24 $54.35 $0.00 20.0% 5.7% 7.7% 0.0% 0.0% 8.7% -0.8% -446 5.4K -26 0.00 128.22 N/A N/A 0 0 0 2 2021-06-25 $54.31 $0.00 20.2% 5.8% 7.6% 0.0% 0.0% 5.3% -3.7% -523 5.2K -27 0.00 133.47 N/A N/A 0 0 0 2 2021-06-28 $54.32 $0.00 30.7% 8.8% 7.6% 0.0% 0.0% 1.4% -9.1% -344 5.0K -27 0.00 145.49 N/A N/A 0 0 0 2 2021-06-29 $54.34 $0.00 22.2% 6.4% 7.6% 0.0% 0.0% 3.2% -5.5% -453 4.9K -26 0.00 134.02 N/A N/A 0 2 0 2 2021-06-30 $54.43 $0.00 23.1% 6.6% 7.6% 0.0% 0.0% 4.3% -6.1% -456 4.9K -26 0.00 135.12 N/A N/A 0 0 0 2
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