JHML Options History — January 2022 In January 2022, JHML traded between $54.19 and $59.80. ATM implied volatility averaged 24.1%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 9.5% (HV 20d: 14.6%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2022-01-03 : Highest Volume — 43 contracts2022-01-26 : Largest IV spike — 44.2% change2022-01-26 : Highest IV Rank — 86.2%2022-01-26 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $57.04 $54.19 $59.80 $59.48 $55.83 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 24.1% 14.3% 46.9% 17.3% 26.0% Expected Move 6.5% 4.1% 13.4% 5.0% 7.4% HV 20d 14.6% 13.2% 16.4% 15.3% 16.4% HV 60d 14.0% 13.0% 15.5% 13.0% 15.5% IV Rank 33.2% 10.5% 86.2% 17.3% 37.5% IV Percentile 62.7% 9.2% 99.5% 21.6% 78.5% Term Structure -2.8% -22.1% 5.0% -4.1% -5.5% VWIV 27.9% 20.4% 39.4% 20.4% 24.2% Skew 25d 4.9% -1.2% 14.3% -1.0% 7.3% Skew 10d 2.9% 0.8% 4.6% 1.8% 3.4% Call IV 25d 17.4% 9.9% 32.1% 14.8% 19.9% Put IV 25d 22.3% 13.7% 40.7% 13.7% 27.2% Bid-Ask Spread % 129.49 110.67 142.75 135.74 128.55 Gamma HHI 0.53 0.33 0.87 0.35 0.48 Net GEX -1.6K -4.5K -504 -504 -1.2K Net DEX 11.1K 4.2K 39.9K 4.2K 7.9K Net VEX -56 -157 -23 -29 -36 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 (20 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 2022-01-03 $59.48 $0.00 17.3% 5.0% 15.3% 17.3% 0.0% -1.0% -4.1% -504 4.2K -29 0.00 135.74 N/A N/A 0 43 0 43 2022-01-04 $59.80 $0.00 20.6% 5.9% 14.3% 25.0% 0.0% -1.2% -4.6% -1.4K 8.2K -64 0.00 135.82 N/A N/A 0 43 0 43 2022-01-05 $58.79 $0.00 20.5% 5.9% 14.5% 24.9% 0.0% -0.1% -5.8% -561 4.5K -31 0.00 130.58 N/A N/A 0 43 0 43 2022-01-06 $58.66 $48.00 22.8% 5.0% 14.5% 30.1% 20.4% 4.9% -0.9% -696 5.2K -36 0.00 129.29 N/A N/A 0 43 0 43 2022-01-07 $58.48 $48.00 28.7% 5.6% 14.4% 43.9% 24.5% 14.3% 5.0% -1.0K 6.6K -50 0.00 110.67 N/A N/A 0 43 0 43 2022-01-10 $57.91 $48.00 26.8% 5.3% 14.8% 39.4% 20.4% 5.9% 1.6% -844 6.2K -38 0.00 128.39 N/A N/A 0 43 0 43 2022-01-11 $58.72 $48.00 23.1% 4.8% 15.7% 30.8% 20.7% 7.1% 2.4% -570 4.9K -30 0.00 128.01 N/A N/A 0 43 0 43 2022-01-12 $58.87 $48.00 14.3% 4.1% 15.2% 10.5% 21.1% 4.5% 1.6% -602 4.6K -28 0.00 137.24 N/A N/A 0 43 0 43 2022-01-13 $58.29 $48.00 18.3% 5.3% 15.0% 19.7% 30.9% 2.1% -2.0% -511 4.4K -28 0.00 128.89 N/A N/A 0 43 0 43 2022-01-14 $58.15 $48.00 19.3% 5.5% 14.9% 22.1% 20.8% 6.0% 0.6% -702 5.6K -33 0.00 129.61 N/A N/A 0 43 0 43 2022-01-18 $57.07 $48.00 17.1% 4.9% 16.1% 16.9% 21.6% 3.6% 2.6% -541 5.6K -28 0.00 128.61 N/A N/A 0 43 0 43 2022-01-19 $56.80 $48.00 16.5% 4.7% 14.9% 15.5% 21.4% 4.2% 3.1% -628 5.9K -30 0.00 126.52 N/A N/A 0 43 0 43 2022-01-20 $56.15 $48.00 22.7% 6.5% 13.7% 29.8% 20.7% 0.7% -8.3% -2.3K 12.8K -77 0.00 124.35 N/A N/A 0 43 0 43 2022-01-21 $55.09 $48.00 26.9% 7.7% 14.3% 39.7% 37.1% 4.5% -2.1% -2.9K 17.1K -89 0.00 129.10 N/A N/A 0 43 0 43 2022-01-24 $54.68 $48.00 24.4% 7.0% 13.5% 34.0% 35.5% 5.2% 1.3% -1.9K 6.7K -23 0.00 123.32 N/A N/A 0 43 0 43 2022-01-25 $54.76 $48.00 32.5% 9.3% 13.4% 52.8% 38.8% 8.9% -6.1% -3.8K 24.9K -110 0.00 134.68 N/A N/A 0 43 0 43 2022-01-26 $54.19 $48.00 46.9% 13.4% 13.3% 86.2% 38.2% 8.6% -22.1% -4.5K 39.9K -157 0.00 142.75 N/A N/A 0 43 0 43 2022-01-27 $54.27 $48.00 28.2% 8.1% 13.2% 42.9% 39.4% 3.8% -7.3% -4.0K 23.9K -106 0.00 127.73 N/A N/A 0 43 0 43 2022-01-28 $54.73 $48.00 29.3% 8.4% 14.0% 45.2% 38.6% 8.3% -4.9% -3.6K 22.3K -93 0.00 129.96 N/A N/A 0 43 0 43 2022-01-31 $55.83 $48.00 26.0% 7.4% 16.4% 37.5% 24.2% 7.3% -5.5% -1.2K 7.9K -36 0.00 128.55 N/A N/A 0 43 0 43
« Dec 2021 | All History | Feb 2022 » Home JHML History January 2022