JHML Options History — November 2021

In November 2021, JHML traded between $57.19 and $59.37. ATM implied volatility averaged 21.5%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 13.9% (HV 20d: 7.6%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 3.00.

Notable Days

2021-11-10: Highest Volume — 60 contracts
2021-11-10: Largest IV drop — 32.8% change
2021-11-30: Highest IV Rank — 46.7%
2021-11-30: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.69	$57.19	$59.37	$58.02	$57.19
Max Pain	$55.00	$55.00	$55.00	$55.00	$55.00
ATM IV	21.5%	17.0%	29.9%	18.0%	29.9%
Expected Move	5.8%	4.7%	8.6%	5.1%	8.6%
HV 20d	7.6%	6.0%	12.3%	9.2%	12.3%
HV 60d	11.0%	10.6%	12.3%	11.0%	12.3%
IV Rank	27.6%	16.7%	46.7%	28.6%	46.7%
IV Percentile	59.2%	25.2%	92.4%	73.0%	92.4%
Term Structure	-3.7%	-8.3%	-2.1%	-5.0%	-8.3%
VWIV	27.1%	26.3%	27.8%	27.4%	26.3%
Skew 25d	5.1%	-1.3%	16.2%	-0.7%	6.0%
Skew 10d	4.0%	1.3%	12.7%	9.3%	1.4%
Call IV 25d	15.0%	12.3%	20.9%	16.9%	20.9%
Put IV 25d	20.1%	13.0%	31.3%	16.3%	26.9%
Bid-Ask Spread %	134.78	122.16	143.20	139.59	128.62
Gamma HHI	0.64	0.46	0.85	0.60	0.82
Net GEX	259	-4.1K	6.4K	5.3K	-3.2K
Net DEX	-9.0K	-56.2K	27.3K	-40.0K	27.3K
Net VEX	-157	-279	-31	-247	-213
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.00	3.00	3.00	3.00	3.00
Total Volume	45.143	43	60	45	43
Total OI	49.571	43	60	60	43

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
2021-11-01	$58.02	$55.00	18.0%	5.1%	9.2%	0.0%	27.4%	-0.7%	-5.0%	5.3K	-40.0K	-247	0.00	139.59	N/A	N/A	0	45	15	45
2021-11-02	$58.25	$55.00	21.9%	6.3%	8.7%	0.0%	27.8%	-1.3%	-5.8%	6.4K	-44.8K	-238	0.00	140.66	N/A	N/A	0	45	15	45
2021-11-03	$58.54	$55.00	22.1%	6.3%	8.6%	28.6%	26.3%	0.2%	-3.2%	5.2K	-56.2K	-97	0.00	127.97	N/A	N/A	0	45	15	45
2021-11-04	$58.62	$0.00	21.4%	4.7%	8.1%	26.9%	0.0%	4.3%	-2.5%	4.0K	-42.4K	-279	0.00	137.23	N/A	N/A	0	45	15	45
2021-11-05	$58.95	$0.00	21.7%	4.7%	8.0%	27.5%	0.0%	3.5%	-2.1%	3.7K	-54.4K	-206	0.00	134.90	N/A	N/A	0	45	15	45
2021-11-08	$59.00	$0.00	25.1%	5.0%	7.4%	35.5%	0.0%	3.9%	-2.9%	1.5K	-43.6K	-226	0.00	136.24	N/A	N/A	0	45	15	45
2021-11-09	$58.97	$0.00	25.3%	5.0%	7.0%	36.1%	0.0%	4.6%	-2.2%	2.7K	-48.8K	-202	0.00	136.05	N/A	N/A	0	45	15	45
2021-11-10	$58.57	$0.00	17.0%	4.9%	7.9%	16.7%	0.0%	4.4%	-2.4%	3.6K	-44.4K	-186	3.00	133.40	N/A	N/A	15	45	15	45
2021-11-11	$58.64	$0.00	18.1%	5.2%	6.1%	19.2%	0.0%	5.7%	-3.1%	-3.0K	24.2K	-216	0.00	137.79	N/A	N/A	0	45	0	45
2021-11-12	$59.04	$0.00	17.3%	5.0%	6.0%	17.4%	0.0%	2.7%	-2.7%	-1.8K	12.0K	-117	0.00	135.92	N/A	N/A	0	45	0	43
2021-11-15	$59.02	$0.00	18.3%	5.2%	6.0%	19.7%	0.0%	4.7%	-3.2%	-2.0K	13.4K	-128	0.00	136.94	N/A	N/A	0	45	0	43
2021-11-16	$59.37	$0.00	18.3%	5.2%	6.0%	19.7%	0.0%	4.2%	-2.5%	-2.7K	13.7K	-125	0.00	136.31	N/A	N/A	0	45	0	43
2021-11-17	$59.08	$0.00	18.5%	5.3%	6.4%	20.2%	0.0%	4.7%	-3.6%	-2.0K	14.0K	-127	0.00	136.38	N/A	N/A	0	45	0	43
2021-11-18	$59.08	$0.00	18.4%	5.3%	6.4%	20.0%	0.0%	5.6%	-2.8%	-2.1K	15.2K	-144	0.00	135.68	N/A	N/A	0	45	0	43
2021-11-19	$58.89	$0.00	19.0%	5.4%	6.6%	21.3%	0.0%	4.6%	-3.5%	-2.0K	14.2K	-143	0.00	135.87	N/A	N/A	0	45	0	43
2021-11-22	$59.17	$0.00	19.4%	5.6%	6.7%	22.3%	0.0%	7.3%	-3.8%	-1.8K	12.3K	-124	0.00	136.06	N/A	N/A	0	43	0	43
2021-11-23	$58.80	$0.00	20.3%	5.8%	7.2%	24.3%	0.0%	6.4%	-4.0%	-1.4K	5.2K	-31	0.00	136.04	N/A	N/A	0	43	0	43
2021-11-24	$58.95	$0.00	23.9%	6.9%	6.4%	32.8%	0.0%	5.5%	-5.2%	-330	4.7K	-31	0.00	143.20	N/A	N/A	0	43	0	43
2021-11-26	$57.87	$0.00	28.5%	8.2%	9.4%	43.5%	0.0%	16.2%	-2.4%	-4.1K	24.8K	-189	0.00	122.16	N/A	N/A	0	43	0	43
2021-11-29	$58.38	$0.00	29.3%	8.4%	9.9%	45.4%	0.0%	15.0%	-5.5%	-311	4.9K	-31	0.00	123.28	N/A	N/A	0	43	0	43
2021-11-30	$57.19	$0.00	29.9%	8.6%	12.3%	46.7%	0.0%	6.0%	-8.3%	-3.2K	27.3K	-213	0.00	128.62	N/A	N/A	0	43	0	43