JHML Options History — December 2021 In December 2021, JHML traded between $56.60 and $59.74. ATM implied volatility averaged 24.6%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 7.6% (HV 20d: 16.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2021-12-01 : Highest Volume — 43 contracts2021-12-15 : Largest IV drop — 61.2% change2021-12-14 : Highest IV Rank — 82.4%2021-12-03 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $58.44 $56.60 $59.74 $56.78 $59.63 ATM IV 24.6% 12.6% 45.2% 26.0% 12.6% Expected Move 5.8% 3.6% 8.8% 7.5% 3.6% HV 20d 16.9% 12.4% 20.3% 12.4% 16.4% HV 60d 13.3% 12.3% 14.0% 12.3% 13.1% IV Rank 34.3% 6.4% 82.4% 37.6% 6.4% IV Percentile 64.7% 6.0% 99.4% 83.4% 6.0% Term Structure -1.9% -7.9% 2.1% -7.9% -0.6% Skew 25d 6.5% 0.2% 14.0% 5.9% 1.1% Skew 10d 3.2% -5.9% 12.7% 1.6% 2.0% Call IV 25d 14.8% 10.6% 20.8% 19.2% 14.8% Put IV 25d 21.3% 15.3% 31.9% 25.0% 15.9% Bid-Ask Spread % 131.71 114.66 140.92 131.05 137.31 Gamma HHI 0.68 0.33 0.86 0.80 0.41 Net GEX -2.2K -4.3K -346 -3.0K -438 Net DEX 12.8K 3.8K 32.2K 23.7K 4.1K Net VEX -97 -221 -28 -187 -28 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 43 43 43 43 43 Total OI 43 43 43 43 43
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 2021-12-01 $56.78 $0.00 26.0% 7.5% 12.4% 37.6% 0.0% 5.9% -7.9% -3.0K 23.7K -187 0.00 131.05 N/A N/A 0 43 0 43 2021-12-02 $57.44 $0.00 28.3% 8.1% 13.0% 42.9% 0.0% 11.2% -6.8% -4.3K 15.3K -115 0.00 134.69 N/A N/A 0 43 0 43 2021-12-03 $56.60 $0.00 30.6% 8.8% 13.9% 48.4% 0.0% 11.1% -7.4% -3.8K 32.2K -221 0.00 132.35 N/A N/A 0 43 0 43 2021-12-06 $57.58 $0.00 27.7% 5.4% 15.2% 41.6% 0.0% 5.9% 1.0% -3.0K 21.2K -161 0.00 130.44 N/A N/A 0 43 0 43 2021-12-07 $58.61 $0.00 21.8% 4.6% 16.6% 27.8% 0.0% 8.4% 0.8% -2.0K 6.1K -37 0.00 133.45 N/A N/A 0 43 0 43 2021-12-08 $58.82 $0.00 28.7% 5.1% 16.7% 44.0% 0.0% 8.1% -2.9% -2.1K 14.4K -129 0.00 135.44 N/A N/A 0 43 0 43 2021-12-09 $58.54 $0.00 29.4% 5.1% 16.6% 45.5% 0.0% 3.0% -0.4% -2.3K 16.5K -145 0.00 135.32 N/A N/A 0 43 0 43 2021-12-10 $58.66 $0.00 33.4% 6.1% 16.6% 54.8% 0.0% 10.4% 2.1% -3.3K 10.6K -83 0.00 114.83 N/A N/A 0 43 0 43 2021-12-13 $58.56 $0.00 38.0% 5.2% 16.4% 65.5% 0.0% 7.2% -1.5% -2.4K 17.9K -141 0.00 134.80 N/A N/A 0 43 0 43 2021-12-14 $57.94 $0.00 45.2% 5.4% 16.8% 82.4% 0.0% 6.1% 0.1% -346 5.1K -30 0.00 133.35 N/A N/A 0 43 0 43 2021-12-15 $58.67 $0.00 17.5% 5.0% 17.3% 17.9% 0.0% 14.0% 0.7% -3.7K 16.7K -120 0.00 114.91 N/A N/A 0 43 0 43 2021-12-16 $58.49 $0.00 19.8% 5.7% 17.3% 23.2% 0.0% 5.5% -1.7% -2.0K 7.2K -52 0.00 130.84 N/A N/A 0 43 0 43 2021-12-17 $57.99 $0.00 19.4% 5.6% 17.5% 22.2% 0.0% 6.1% -0.4% -1.7K 10.6K -83 0.00 133.07 N/A N/A 0 43 0 43 2021-12-20 $56.99 $0.00 21.9% 6.3% 18.5% 28.1% 0.0% 7.8% 0.4% -2.6K 7.2K -48 0.00 132.70 N/A N/A 0 43 0 43 2021-12-21 $58.06 $0.00 19.6% 5.6% 19.7% 22.8% 0.0% 8.4% -0.9% -2.1K 14.0K -104 0.00 131.93 N/A N/A 0 43 0 43 2021-12-22 $58.64 $0.00 18.5% 5.3% 20.0% 20.2% 0.0% 7.4% -1.2% -2.2K 15.4K -117 0.00 134.99 N/A N/A 0 43 0 43 2021-12-23 $59.22 $0.00 23.5% 6.7% 20.3% 31.7% 0.0% 8.0% -2.1% -2.5K 8.4K -60 0.00 114.66 N/A N/A 0 43 0 43 2021-12-27 $59.41 $0.00 21.8% 6.2% 19.0% 27.8% 0.0% 0.2% -2.0% -2.1K 14.1K -112 0.00 140.92 N/A N/A 0 43 0 43 2021-12-28 $59.61 $0.00 18.3% 5.3% 18.8% 19.8% 0.0% 1.1% -1.4% -1.9K 12.1K -98 0.00 136.35 N/A N/A 0 43 0 43 2021-12-29 $59.74 $0.00 19.1% 5.5% 17.0% 21.6% 0.0% 4.5% -2.9% -580 4.4K -32 0.00 137.01 N/A N/A 0 43 0 43 2021-12-30 $59.64 $0.00 19.1% 5.5% 16.7% 21.6% 0.0% 2.2% -7.5% -491 3.8K -28 0.00 137.28 N/A N/A 0 43 0 43 2021-12-31 $59.63 $0.00 12.6% 3.6% 16.4% 6.4% 0.0% 1.1% -0.6% -438 4.1K -28 0.00 137.31 N/A N/A 0 43 0 43
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