JHML Options History — June 2022 In June 2022, JHML traded between $46.43 and $52.85. ATM implied volatility averaged 33.3%, placing in the 54.5% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 3.0% (HV 20d: 30.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2022-06-07 : Highest Volume — 20 contracts2022-06-09 : Largest IV spike — 81.7% change2022-06-06 : Highest IV Rank — 81.0%2022-06-30 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $49.41 $46.43 $52.85 $52.22 $47.65 ATM IV 33.3% 15.5% 44.7% 32.6% 41.1% Expected Move 9.1% 4.4% 11.8% 9.3% 11.8% HV 20d 30.3% 25.0% 33.7% 31.9% 32.1% HV 60d 26.6% 24.3% 28.7% 24.7% 28.6% IV Rank 54.5% 13.2% 81.0% 52.8% 72.7% IV Percentile 81.1% 8.7% 97.2% 85.3% 94.8% Term Structure -4.8% -17.5% 3.7% -6.7% -17.5% Skew 25d 7.3% -1.4% 12.5% 5.8% 2.5% Skew 10d 5.6% -1.7% 10.7% 5.6% 6.8% Call IV 25d 23.7% 16.6% 28.9% 22.9% 28.9% Put IV 25d 31.0% 21.5% 40.5% 28.7% 31.4% Bid-Ask Spread % 129.40 119.61 138.61 131.82 126.61 Gamma HHI 0.47 0.36 0.55 0.52 0.45 Net GEX -2.8K -6.1K -45 -450 -3.5K Net DEX 33.8K -2.8K 64.1K 1.2K 53.5K Net VEX -330 -496 -117 -118 -434 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 18.095 10 20 10 20 Total OI 47.619 20 60 20 60
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 2022-06-01 $52.22 $0.00 32.6% 9.3% 31.9% 52.8% 0.0% 5.8% -6.7% -450 1.2K -118 0.00 131.82 N/A N/A 0 10 10 10 2022-06-02 $52.79 $0.00 33.0% 7.4% 30.2% 53.7% 0.0% 6.2% -0.5% -872 -968 -117 0.00 127.03 N/A N/A 0 10 10 10 2022-06-03 $52.15 $0.00 26.8% 7.0% 27.5% 39.3% 0.0% 8.7% 0.5% -45 -1.6K -149 0.00 119.61 N/A N/A 0 10 10 10 2022-06-06 $52.33 $0.00 44.7% 8.5% 27.5% 81.0% 0.0% 9.8% -3.1% -391 1.2K -129 0.00 133.74 N/A N/A 0 10 10 10 2022-06-07 $52.85 $0.00 37.4% 7.8% 25.0% 63.9% 0.0% 8.0% -6.0% -728 -2.8K -130 0.00 133.90 N/A N/A 0 20 10 10 2022-06-08 $52.31 $0.00 15.5% 4.4% 25.4% 13.2% 0.0% 5.0% 3.7% -957 2.9K -153 0.00 122.96 N/A N/A 0 20 10 20 2022-06-09 $51.25 $0.00 28.2% 8.1% 26.3% 42.6% 0.0% 5.9% -0.7% -1.6K 17.6K -248 0.00 134.15 N/A N/A 0 20 10 30 2022-06-10 $49.80 $0.00 33.5% 9.6% 28.2% 54.9% 0.0% 5.2% -3.7% -2.3K 32.7K -384 0.00 138.61 N/A N/A 0 20 10 40 2022-06-13 $47.52 $0.00 30.9% 8.8% 30.4% 48.8% 0.0% 9.4% -1.4% -3.6K 52.4K -446 0.00 125.46 N/A N/A 0 20 10 50 2022-06-14 $47.56 $0.00 33.8% 9.7% 30.4% 55.7% 0.0% 8.2% -2.8% -3.5K 56.7K -473 0.00 124.13 N/A N/A 0 20 10 50 2022-06-15 $48.59 $0.00 30.0% 8.6% 30.8% 46.8% 0.0% 11.0% -2.1% -6.1K 35.7K -326 0.00 130.85 N/A N/A 0 20 10 50 2022-06-16 $46.43 $0.00 40.2% 11.5% 31.7% 70.6% 0.0% 12.5% -6.1% -3.6K 64.1K -496 0.00 137.02 N/A N/A 0 20 10 50 2022-06-17 $46.66 $0.00 35.8% 10.2% 31.8% 60.2% 0.0% 10.9% -5.7% -4.4K 60.8K -458 0.00 130.72 N/A N/A 0 20 10 50 2022-06-21 $47.61 $0.00 36.6% 10.5% 32.8% 62.1% 0.0% 6.2% -5.5% -4.6K 55.1K -422 0.00 134.85 N/A N/A 0 20 10 50 2022-06-22 $47.53 $0.00 31.3% 9.0% 31.9% 49.9% 0.0% 11.7% -10.3% -4.1K 54.5K -437 0.00 128.26 N/A N/A 0 20 10 50 2022-06-23 $47.83 $0.00 32.4% 9.3% 32.0% 52.4% 0.0% 6.5% -0.6% -3.8K 53.6K -446 0.00 124.45 N/A N/A 0 20 10 50 2022-06-24 $49.26 $0.00 36.7% 10.5% 33.7% 62.4% 0.0% 4.7% -4.1% -4.0K 42.6K -380 0.00 135.95 N/A N/A 0 20 10 50 2022-06-27 $49.08 $0.00 35.9% 10.3% 32.8% 60.6% 0.0% 6.7% -10.8% -3.8K 40.6K -379 0.00 128.64 N/A N/A 0 20 10 50 2022-06-28 $48.25 $0.00 29.5% 8.5% 32.1% 45.7% 0.0% -1.4% -8.5% -3.8K 43.4K -391 0.00 129.03 N/A N/A 0 20 10 50 2022-06-29 $48.03 $0.00 33.8% 9.7% 32.1% 55.5% 0.0% 10.2% -8.0% -3.6K 47.3K -423 0.00 119.68 N/A N/A 0 20 10 50 2022-06-30 $47.65 $0.00 41.1% 11.8% 32.1% 72.7% 0.0% 2.5% -17.5% -3.5K 53.5K -434 0.00 126.61 N/A N/A 0 20 10 50
« May 2022 | All History | Jul 2022 » Home JHML History June 2022