JHML Options History — July 2022 In July 2022, JHML traded between $47.52 and $51.90. ATM implied volatility averaged 31.4%, placing in the 49.0% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 7.1% (HV 20d: 24.3%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2022-07-28 : Highest Volume — 39 contracts2022-07-07 : Largest IV spike — 86.9% change2022-07-12 : Highest IV Rank — 100.0%2022-07-18 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $49.13 $47.52 $51.90 $48.22 $51.90 Max Pain $46.00 $46.00 $46.00 $46.00 $46.00 ATM IV 31.4% 16.2% 54.7% 27.8% 22.5% Expected Move 7.4% 4.6% 10.5% 8.0% 6.5% HV 20d 24.3% 17.1% 32.3% 32.1% 18.2% HV 60d 28.6% 28.1% 28.9% 28.7% 28.3% IV Rank 49.0% 14.1% 100.0% 41.6% 28.3% IV Percentile 67.1% 11.5% 100.0% 61.9% 44.4% Term Structure -0.6% -9.3% 7.2% 2.0% 6.1% VWIV 26.4% 19.8% 32.7% 30.9% 29.3% Skew 25d 3.8% -6.2% 8.9% 1.5% -0.1% Skew 10d 5.3% 1.0% 15.0% 1.6% 1.0% Call IV 25d 21.6% 16.2% 31.5% 31.5% 16.8% Put IV 25d 25.4% 16.7% 33.0% 33.0% 16.7% Bid-Ask Spread % 129.04 124.45 135.03 125.44 127.06 Gamma HHI 0.46 0.37 0.55 0.44 0.37 Net GEX -4.2K -6.7K -2.1K -3.8K -2.1K Net DEX 33.8K 14.4K 50.5K 48.6K 20.8K Net VEX -295 -417 -180 -417 -180 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 22.4 20 39 20 39 Total OI 61.45 60 79 60 79
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 2022-07-01 $48.22 $0.00 27.8% 8.0% 32.1% 41.6% 0.0% 1.5% 2.0% -3.8K 48.6K -417 0.00 125.44 N/A N/A 0 20 10 50 2022-07-05 $48.08 $46.00 51.2% 7.7% 32.0% 96.0% 30.9% 2.3% -2.8% -6.7K 34.1K -250 0.00 125.53 N/A N/A 0 20 10 50 2022-07-06 $48.49 $46.00 22.7% 6.8% 32.2% 29.7% 23.8% 4.8% -0.6% -5.4K 33.7K -284 0.00 124.45 N/A N/A 0 20 10 50 2022-07-07 $49.00 $46.00 42.3% 6.5% 32.3% 75.4% 26.6% 3.4% -1.8% -4.6K 33.8K -283 0.00 129.36 N/A N/A 0 20 10 50 2022-07-08 $49.01 $46.00 39.2% 6.6% 32.2% 68.2% 19.8% 3.3% 1.0% -3.9K 39.0K -355 0.00 132.86 N/A N/A 0 20 10 50 2022-07-11 $48.40 $46.00 42.6% 5.4% 31.8% 76.0% 22.5% 1.7% 4.3% -4.3K 39.5K -344 0.00 129.80 N/A N/A 0 20 10 50 2022-07-12 $47.89 $46.00 54.7% 6.7% 30.4% 100.0% 23.5% 0.5% -2.4% -4.8K 50.5K -365 0.00 128.95 N/A N/A 0 20 10 50 2022-07-13 $47.85 $46.00 24.5% 7.0% 25.4% 32.6% 23.2% 1.0% 3.6% -4.3K 47.0K -360 0.00 125.84 N/A N/A 0 20 10 50 2022-07-14 $47.52 $46.00 24.8% 7.1% 25.5% 33.4% 29.3% 7.1% 7.2% -5.5K 45.8K -334 0.00 128.49 N/A N/A 0 20 10 50 2022-07-15 $48.34 $46.00 31.1% 8.9% 25.1% 47.4% 30.8% 7.7% -0.0% -4.5K 36.1K -290 0.00 133.18 N/A N/A 0 20 10 50 2022-07-18 $48.08 $46.00 36.6% 10.5% 18.7% 59.8% 32.7% 4.2% -4.2% -4.0K 38.1K -324 0.00 133.68 N/A N/A 0 20 10 50 2022-07-19 $49.37 $46.00 25.3% 7.3% 20.7% 34.5% 27.3% 8.9% 3.9% -4.5K 35.7K -323 0.00 129.87 N/A N/A 0 20 10 50 2022-07-20 $49.80 $46.00 28.5% 8.2% 19.8% 41.6% 26.9% 8.0% -2.7% -4.7K 20.6K -212 0.00 133.61 N/A N/A 0 20 10 50 2022-07-21 $50.06 $46.00 29.6% 8.5% 19.7% 44.1% 26.5% 5.9% -0.5% -4.1K 33.8K -312 0.00 128.00 N/A N/A 0 20 10 50 2022-07-22 $49.70 $46.00 26.8% 7.7% 20.0% 37.7% 25.3% 2.6% -8.1% -2.9K 21.7K -252 0.00 130.01 N/A N/A 0 20 10 50 2022-07-25 $49.68 $46.00 25.0% 7.2% 17.1% 33.8% 21.8% 6.8% -9.3% -2.8K 19.0K -233 0.00 127.48 N/A N/A 0 20 10 50 2022-07-26 $49.36 $46.00 30.3% 8.7% 17.2% 45.5% 26.2% 4.4% -5.4% -3.6K 29.4K -295 0.00 135.03 N/A N/A 0 20 10 50 2022-07-27 $50.68 $46.00 27.5% 7.9% 18.3% 39.3% 30.3% 8.6% -2.6% -4.3K 14.4K -200 0.00 127.67 N/A N/A 0 30 10 50 2022-07-28 $51.16 $46.00 16.2% 4.6% 18.3% 14.1% 24.4% -6.2% 0.8% -3.4K 34.7K -295 0.00 124.56 N/A N/A 0 39 10 60 2022-07-29 $51.90 $46.00 22.5% 6.5% 18.2% 28.3% 29.3% -0.1% 6.1% -2.1K 20.8K -180 0.00 127.06 N/A N/A 0 39 10 69
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