JHML Options History — December 2022 In December 2022, JHML traded between $48.55 and $52.47. ATM implied volatility averaged 27.4%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 6.7% (HV 20d: 20.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2022-12-12 : Largest IV spike — 146.5% change2022-12-12 : Highest IV Rank — 41.2%2022-12-02 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $50.31 $48.55 $52.47 $52.47 $49.08 ATM IV 27.4% 15.6% 59.0% 31.8% 30.1% Expected Move 6.4% 4.4% 9.4% 9.1% 8.6% HV 20d 20.7% 17.3% 25.9% 24.5% 18.4% HV 60d 24.2% 22.6% 25.8% 25.7% 22.6% IV Rank 14.0% 3.7% 41.2% 17.8% 16.3% IV Percentile 39.3% 2.4% 99.2% 67.9% 57.9% Term Structure -2.5% -11.4% 4.1% -8.5% -5.5% Skew 25d 3.1% -2.4% 11.6% 3.3% 3.5% Skew 10d 2.1% -2.0% 7.0% 1.0% 1.1% Call IV 25d 17.9% 14.0% 24.4% 24.2% 23.0% Put IV 25d 21.0% 14.2% 27.5% 27.5% 26.5% Bid-Ask Spread % 135.27 126.27 142.36 140.21 139.44 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2022-12-01 $52.47 $0.00 31.8% 9.1% 24.5% 17.8% 0.0% 3.3% -8.5% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0 2022-12-02 $52.26 $0.00 32.8% 9.4% 24.3% 18.6% 0.0% 2.3% -10.2% 0 0 0 0.00 139.53 N/A N/A 0 0 0 0 2022-12-05 $51.27 $0.00 34.9% 6.5% 25.7% 20.4% 0.0% 0.3% -2.3% 0 0 0 0.00 137.47 N/A N/A 0 0 0 0 2022-12-06 $50.66 $0.00 33.4% 5.3% 25.9% 19.2% 0.0% 4.2% 0.2% 0 0 0 0.00 134.25 N/A N/A 0 0 0 0 2022-12-07 $50.59 $0.00 23.0% 6.3% 25.8% 10.2% 0.0% 0.4% -6.3% 0 0 0 0.00 126.27 N/A N/A 0 0 0 0 2022-12-08 $50.91 $0.00 24.1% 4.5% 24.4% 11.1% 0.0% 1.0% 0.7% 0 0 0 0.00 132.54 N/A N/A 0 0 0 0 2022-12-09 $50.70 $0.00 23.9% 4.4% 17.4% 10.9% 0.0% 0.1% 0.0% 0 0 0 0.00 133.56 N/A N/A 0 0 0 0 2022-12-12 $51.25 $0.00 59.0% 7.1% 17.3% 41.2% 0.0% 7.8% -2.6% 0 0 0 0.00 138.47 N/A N/A 0 0 0 0 2022-12-13 $51.80 $0.00 42.5% 4.8% 17.7% 27.0% 0.0% 7.3% 4.1% 0 0 0 0.00 132.36 N/A N/A 0 0 0 0 2022-12-14 $51.34 $0.00 20.0% 5.7% 18.0% 7.6% 0.0% 1.6% 0.9% 0 0 0 0.00 136.22 N/A N/A 0 0 0 0 2022-12-15 $50.13 $0.00 25.6% 7.3% 19.7% 12.4% 0.0% 3.4% -4.1% 0 0 0 0.00 142.36 N/A N/A 0 0 0 0 2022-12-16 $49.72 $0.00 22.5% 6.5% 19.5% 9.7% 0.0% 11.6% -0.0% 0 0 0 0.00 140.60 N/A N/A 0 0 0 0 2022-12-19 $49.09 $0.00 17.9% 5.1% 19.4% 5.8% 0.0% -2.4% -0.7% 0 0 0 0.00 135.52 N/A N/A 0 0 0 0 2022-12-20 $49.37 $0.00 20.6% 5.9% 19.5% 8.0% 0.0% 6.0% 0.7% 0 0 0 0.00 133.11 N/A N/A 0 0 0 0 2022-12-21 $49.95 $0.00 26.7% 7.7% 19.3% 13.4% 0.0% 2.1% -3.5% 0 0 0 0.00 141.55 N/A N/A 0 0 0 0 2022-12-22 $49.18 $0.00 20.6% 5.9% 19.7% 8.1% 0.0% 6.1% -0.4% 0 0 0 0.00 130.15 N/A N/A 0 0 0 0 2022-12-23 $49.60 $0.00 23.3% 6.7% 20.1% 10.4% 0.0% 4.1% -2.2% 0 0 0 0.00 132.81 N/A N/A 0 0 0 0 2022-12-27 $49.23 $0.00 15.6% 4.5% 19.4% 3.7% 0.0% 0.4% -0.8% 0 0 0 0.00 131.91 N/A N/A 0 0 0 0 2022-12-28 $48.55 $0.00 23.2% 6.7% 19.8% 10.3% 0.0% -2.3% -0.3% 0 0 0 0.00 131.25 N/A N/A 0 0 0 0 2022-12-29 $49.41 $0.00 24.3% 7.0% 18.6% 11.2% 0.0% 4.0% -11.4% 0 0 0 0.00 131.07 N/A N/A 0 0 0 0 2022-12-30 $49.08 $0.00 30.1% 8.6% 18.4% 16.3% 0.0% 3.5% -5.5% 0 0 0 0.00 139.44 N/A N/A 0 0 0 0
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