JHML Options History — March 2022

In March 2022, JHML traded between $52.59 and $57.86. ATM implied volatility averaged 28.7%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 5.3% (HV 20d: 23.4%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.18.

Notable Days

  • 2022-03-31: Highest Volume — 58 contracts
  • 2022-03-28: Largest IV spike — 70.5% change
  • 2022-03-04: Highest IV Rank — 82.3%
  • 2022-03-08: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.07$52.59$57.86$53.88$56.95
Max Pain$58.00$58.00$58.00$58.00$58.00
ATM IV28.7%12.2%45.2%31.9%16.9%
Expected Move8.3%4.1%14.1%9.1%4.5%
HV 20d23.4%20.6%25.6%21.8%20.7%
HV 60d19.6%18.3%20.4%18.4%20.4%
IV Rank44.0%5.5%82.3%51.4%16.4%
IV Percentile72.8%3.5%98.6%92.7%16.2%
Term Structure-4.1%-13.9%7.4%-1.1%-0.3%
VWIV19.4%15.0%24.8%20.8%17.2%
Skew 25d10.9%-6.8%21.3%19.8%1.9%
Skew 10d6.8%-4.6%17.6%5.5%1.9%
Call IV 25d19.8%16.1%26.6%22.4%20.7%
Put IV 25d30.8%17.4%42.2%42.2%22.6%
Bid-Ask Spread %122.95101.08144.42120.77129.88
Gamma HHI0.510.500.590.500.59
Net GEX-59-8658.4K-4008.4K
Net DEX4.6K-42.8K7.7K7.1K-42.8K
Net VEX-30-321-15-18-321
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.160.200.200.16
Total Volume6.435258258
Total OI4248248

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$53.88$0.0031.9%9.1%21.8%51.4%0.0%19.8%-1.1%-4007.1K-180.00120.77N/AN/A0202
2022-03-02$55.21$0.0032.5%9.3%23.1%52.9%0.0%16.8%-0.7%-4846.7K-190.00127.81N/AN/A0202
2022-03-03$54.83$0.0039.4%11.3%22.9%68.8%0.0%18.8%-6.8%-3746.9K-190.00112.50N/AN/A0202
2022-03-04$54.22$0.0045.2%13.0%22.3%82.3%0.0%17.6%-13.5%-3656.9K-190.00122.12N/AN/A0202
2022-03-07$52.96$0.0043.0%12.3%23.5%77.3%0.0%17.9%-4.3%-3177.7K-150.00133.25N/AN/A0202
2022-03-08$52.59$0.0026.6%14.1%23.5%38.9%0.0%15.9%-0.2%-2947.7K-160.00124.54N/AN/A0202
2022-03-09$53.92$0.0028.3%10.1%25.2%43.0%0.0%17.2%0.1%-3497.5K-160.00124.82N/AN/A0202
2022-03-10$53.43$0.0028.0%12.9%24.6%42.3%0.0%12.8%0.0%-3367.6K-150.00118.52N/AN/A0202
2022-03-11$53.04$0.0035.3%12.3%24.0%59.2%0.0%9.4%-13.9%-3227.3K-160.00130.43N/AN/A0202
2022-03-14$52.62$58.0029.5%8.9%23.5%45.9%20.8%12.6%5.1%-3107.4K-150.00104.29N/AN/A0202
2022-03-15$53.55$58.0033.5%7.4%24.5%55.2%19.8%21.3%-8.5%-3237.6K-150.00101.46N/AN/A0202
2022-03-16$54.46$58.0035.0%7.8%24.9%58.7%22.6%14.7%-8.1%-3687.3K-160.00108.57N/AN/A0202
2022-03-17$55.38$58.0023.5%5.3%25.6%31.9%16.7%13.9%-9.9%-4136.7K-180.00101.08N/AN/A0202
2022-03-18$55.99$58.0024.2%5.2%24.9%33.5%19.4%13.5%-10.2%-5006.6K-170.00118.26N/AN/A0202
2022-03-21$55.81$58.0027.7%6.6%24.8%41.5%20.9%4.2%-2.0%-4986.5K-170.00119.15N/AN/A0202
2022-03-22$56.54$58.0022.1%5.2%24.7%28.6%20.6%3.8%-5.0%-5526.2K-170.00126.94N/AN/A0202
2022-03-23$56.00$58.0033.9%8.3%24.0%55.9%24.8%5.9%-3.6%-3926.0K-170.00144.42N/AN/A0202
2022-03-24$56.38$58.0027.6%5.9%24.0%41.4%20.9%10.5%-6.9%-5606.2K-170.00130.15N/AN/A0202
2022-03-25$56.63$58.0016.4%5.2%22.3%15.2%17.6%3.8%-5.7%-5756.0K-170.00128.79N/AN/A0202
2022-03-28$56.95$58.0027.9%6.2%22.1%42.0%18.4%1.3%-3.7%-5405.6K-170.00130.52N/AN/A0202
2022-03-29$57.86$58.0020.1%4.1%21.7%23.9%15.0%4.7%-3.5%-8655.0K-150.00133.48N/AN/A0202
2022-03-30$57.38$58.0012.2%5.5%20.6%5.5%16.6%-6.8%7.4%-6195.1K-160.20136.08N/AN/A40802
2022-03-31$56.95$58.0016.9%4.5%20.7%16.4%17.2%1.9%-0.3%8.4K-42.8K-3210.16129.88N/AN/A508408