JHML Options History — July 2021 In July 2021, JHML traded between $53.38 and $55.81. ATM implied volatility averaged 22.9%. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 11.4% (HV 20d: 11.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days.
Notable Days 2021-07-19 : Largest IV spike — 86.6% change2021-07-19 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $54.99 $53.38 $55.81 $54.68 $55.50 ATM IV 22.9% 14.1% 43.6% 22.2% 16.0% Expected Move 5.3% 2.8% 10.2% 6.4% 4.6% HV 20d 11.5% 7.6% 14.6% 7.7% 14.6% HV 60d 12.5% 11.6% 13.2% 11.9% 12.6% Term Structure -0.7% -7.7% 12.4% -6.3% 2.7% Skew 25d 6.2% -0.2% 12.5% 3.5% 4.6% Skew 10d 8.7% 0.9% 15.0% 1.4% 3.2% Call IV 25d 14.3% 9.1% 24.9% 17.3% 15.3% Put IV 25d 20.5% 12.5% 34.3% 20.9% 19.8% Bid-Ask Spread % 152.13 133.72 170.64 133.72 149.77 Gamma HHI 0.50 0.50 0.51 0.50 0.50 Net GEX -449 -541 -321 -456 -478 Net DEX 4.5K 3.9K 5.4K 4.7K 4.1K Net VEX -24 -26 -22 -26 -22 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
Daily Data (21 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 2021-07-01 $54.68 $0.00 22.2% 6.4% 7.7% 0.0% 0.0% 3.5% -6.3% -456 4.7K -26 0.00 133.72 N/A N/A 0 0 0 2 2021-07-02 $55.02 $0.00 22.7% 6.5% 7.6% 0.0% 0.0% 2.8% -6.5% -412 4.7K -26 0.00 134.73 N/A N/A 0 0 0 2 2021-07-06 $54.81 $0.00 26.5% 3.8% 7.7% 0.0% 0.0% 2.0% 6.4% -451 4.8K -26 0.00 146.30 N/A N/A 0 0 0 2 2021-07-07 $55.01 $0.00 31.2% 3.9% 7.7% 0.0% 0.0% 5.7% -2.1% -541 4.3K -25 0.00 162.39 N/A N/A 0 0 0 2 2021-07-08 $54.35 $0.00 43.6% 6.9% 8.9% 0.0% 0.0% 7.5% -5.7% -377 5.2K -26 0.00 169.74 N/A N/A 0 0 0 2 2021-07-09 $55.13 $0.00 29.9% 2.8% 10.2% 0.0% 0.0% -0.2% 5.1% -507 4.5K -25 0.00 139.63 N/A N/A 0 0 0 2 2021-07-12 $55.29 $0.00 26.4% 5.0% 10.2% 0.0% 0.0% 3.4% -7.7% -512 4.3K -25 0.00 138.03 N/A N/A 0 0 0 2 2021-07-13 $55.06 $0.00 27.6% 3.1% 10.3% 0.0% 0.0% 6.4% 3.9% -494 4.3K -25 0.00 150.63 N/A N/A 0 0 0 2 2021-07-14 $54.99 $0.00 17.9% 5.1% 10.4% 0.0% 0.0% 6.4% -1.7% -430 4.6K -25 0.00 156.62 N/A N/A 0 0 0 2 2021-07-15 $54.80 $0.00 16.7% 4.8% 10.3% 0.0% 0.0% 9.0% 4.2% -478 4.6K -25 0.00 168.52 N/A N/A 0 0 0 2 2021-07-16 $54.44 $0.00 19.0% 5.4% 10.5% 0.0% 0.0% 2.6% -2.7% -424 4.7K -25 0.00 155.52 N/A N/A 0 0 0 2 2021-07-19 $53.38 $0.00 35.4% 10.2% 12.0% 0.0% 0.0% 9.4% -7.1% -321 5.4K -24 0.00 161.33 N/A N/A 0 0 0 2 2021-07-20 $54.59 $0.00 16.8% 4.8% 14.0% 0.0% 0.0% 4.7% 12.4% -394 4.8K -25 0.00 154.27 N/A N/A 0 0 0 2 2021-07-21 $54.92 $0.00 25.9% 7.4% 13.9% 0.0% 0.0% 12.5% -3.8% -419 4.6K -24 0.00 170.64 N/A N/A 0 0 0 2 2021-07-22 $54.98 $0.00 17.5% 5.0% 13.9% 0.0% 0.0% 6.6% 2.2% -422 4.7K -24 0.00 147.76 N/A N/A 0 0 0 2 2021-07-23 $55.55 $0.00 18.4% 5.3% 14.3% 0.0% 0.0% 8.5% -1.1% -429 4.3K -24 0.00 151.63 N/A N/A 0 0 0 2 2021-07-26 $55.58 $0.00 14.1% 4.0% 14.2% 0.0% 0.0% 6.5% -2.2% -493 3.9K -23 0.00 149.56 N/A N/A 0 0 0 2 2021-07-27 $55.33 $0.00 20.1% 5.8% 14.4% 0.0% 0.0% 10.6% -5.9% -432 4.4K -23 0.00 150.31 N/A N/A 0 0 0 2 2021-07-28 $55.56 $0.00 16.5% 4.7% 14.4% 0.0% 0.0% 6.3% -1.4% -528 4.1K -22 0.00 150.65 N/A N/A 0 0 0 2 2021-07-29 $55.81 $0.00 16.9% 4.8% 14.5% 0.0% 0.0% 10.8% 2.4% -430 4.0K -23 0.00 152.97 N/A N/A 0 0 0 2 2021-07-30 $55.50 $0.00 16.0% 4.6% 14.6% 0.0% 0.0% 4.6% 2.7% -478 4.1K -22 0.00 149.77 N/A N/A 0 0 0 2
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