JHML Options History — November 2022 In November 2022, JHML traded between $47.96 and $52.22. ATM implied volatility averaged 31.9%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 7.5% (HV 20d: 24.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 20.00.
Notable Days 2022-11-01 : Highest Volume — 21 contracts2022-11-29 : Largest IV spike — 71.8% change2022-11-07 : Highest IV Rank — 25.5%2022-11-01 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $50.31 $47.96 $52.22 $49.36 $52.22 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 31.9% 19.1% 40.7% 36.6% 28.4% Expected Move 8.7% 5.5% 10.5% 10.5% 8.1% HV 20d 24.4% 20.9% 27.4% 22.7% 26.1% HV 60d 44.5% 25.4% 77.3% 77.2% 26.0% IV Rank 17.8% 6.8% 25.5% 21.9% 14.8% IV Percentile 66.7% 8.3% 92.1% 86.9% 47.2% Term Structure -6.6% -12.9% -2.6% -10.9% -8.1% VWIV 32.0% 30.4% 33.7% 33.7% 30.4% Skew 25d 4.7% -1.8% 9.1% 2.3% 2.2% Skew 10d 5.7% -0.4% 16.3% 1.1% 7.1% Call IV 25d 26.1% 18.1% 33.8% 33.8% 21.2% Put IV 25d 30.8% 16.3% 36.4% 36.1% 23.4% Bid-Ask Spread % 131.11 117.38 143.95 133.39 135.47 Gamma HHI 0.75 0.46 1.00 0.85 1.00 Net GEX -2.6K -6.9K 0 -2.6K 0 Net DEX 14.4K 0 38.3K 25.7K 0 Net VEX -22 -62 0 -46 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 20.00 20.00 20.00 20.00 20.00 Total Volume 14 0 21 21 0 Total OI 40.667 0 61 61 0
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 2022-11-01 $49.36 $50.00 36.6% 10.5% 22.7% 21.9% 33.7% 2.3% -10.9% -2.6K 25.7K -46 20.00 133.39 N/A N/A 1 20 11 50 2022-11-02 $48.31 $50.00 35.0% 10.0% 24.0% 20.5% 30.4% 8.1% -12.9% -3.5K 31.7K -57 20.00 124.46 N/A N/A 1 20 11 50 2022-11-03 $47.96 $0.00 36.0% 7.7% 23.7% 21.4% 0.0% 4.8% -3.6% -3.6K 37.1K -62 20.00 139.33 N/A N/A 1 20 11 50 2022-11-04 $48.29 $0.00 31.5% 7.8% 21.0% 17.5% 0.0% 4.2% -2.6% -3.4K 33.8K -39 20.00 118.76 N/A N/A 1 20 11 50 2022-11-07 $48.90 $0.00 40.7% 8.9% 21.2% 25.5% 0.0% 4.0% -6.1% -3.5K 30.0K -51 20.00 129.99 N/A N/A 1 20 11 50 2022-11-08 $49.32 $0.00 39.6% 8.5% 20.9% 24.5% 0.0% 4.2% -6.3% -3.5K 26.3K -42 20.00 128.75 N/A N/A 1 20 11 50 2022-11-09 $48.24 $0.00 31.7% 9.1% 22.8% 17.7% 0.0% 5.1% -5.1% -4.4K 38.3K -45 20.00 132.47 N/A N/A 1 20 11 50 2022-11-10 $50.64 $0.00 25.9% 7.4% 27.4% 12.7% 0.0% 5.5% -3.3% -3.6K 15.6K -32 20.00 139.86 N/A N/A 1 20 11 50 2022-11-11 $51.24 $0.00 26.9% 7.7% 26.3% 13.6% 0.0% 3.8% -3.3% -6.1K 7.7K -21 20.00 117.38 N/A N/A 1 20 11 50 2022-11-14 $51.13 $0.00 31.1% 8.9% 25.8% 17.2% 0.0% 6.8% -10.4% -3.1K 12.6K -21 20.00 131.07 N/A N/A 1 20 11 50 2022-11-15 $51.29 $0.00 30.5% 8.7% 25.7% 16.6% 0.0% 7.0% -12.6% -3.3K 10.8K -18 20.00 132.19 N/A N/A 1 20 11 50 2022-11-16 $50.84 $0.00 31.7% 9.1% 25.7% 17.7% 0.0% 9.1% -9.3% -3.4K 14.3K -15 20.00 131.48 N/A N/A 1 20 11 50 2022-11-17 $50.29 $0.00 31.3% 9.0% 25.9% 17.4% 0.0% 6.2% -4.7% -4.6K 17.5K -11 20.00 128.86 N/A N/A 1 20 11 50 2022-11-18 $50.89 $0.00 31.9% 9.1% 24.9% 17.8% 0.0% 4.5% -4.0% -6.9K 1.7K -1 20.00 131.34 N/A N/A 1 20 11 50 2022-11-21 $50.72 $0.00 31.9% 9.1% 24.9% 17.8% 0.0% 4.3% -4.1% 0 0 0 0.00 133.02 N/A N/A 0 0 0 0 2022-11-22 $51.43 $0.00 32.9% 9.4% 24.7% 18.7% 0.0% 6.9% -4.2% 0 0 0 0.00 119.47 N/A N/A 0 0 0 0 2022-11-23 $51.78 $0.00 35.0% 10.0% 24.7% 20.5% 0.0% 4.4% -7.4% 0 0 0 0.00 122.37 N/A N/A 0 0 0 0 2022-11-25 $51.82 $0.00 29.1% 8.3% 24.6% 15.4% 0.0% 3.8% -6.4% 0 0 0 0.00 143.30 N/A N/A 0 0 0 0 2022-11-28 $50.94 $0.00 19.1% 5.5% 24.9% 6.8% 0.0% -1.8% -4.3% 0 0 0 0.00 136.50 N/A N/A 0 0 0 0 2022-11-29 $50.92 $0.00 32.8% 9.4% 24.8% 18.6% 0.0% 3.4% -8.7% 0 0 0 0.00 143.95 N/A N/A 0 0 0 0 2022-11-30 $52.22 $0.00 28.4% 8.1% 26.1% 14.8% 0.0% 2.2% -8.1% 0 0 0 0.00 135.47 N/A N/A 0 0 0 0
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