JHML Options History — January 2023 In January 2023, JHML traded between $49.02 and $52.27. ATM implied volatility averaged 20.0%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 2.7% (HV 20d: 17.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days.
Notable Days 2023-01-30 : Largest IV spike — 85.1% change2023-01-17 : Highest IV Rank — 12.2%2023-01-17 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $50.84 $49.02 $52.27 $49.02 $52.13 ATM IV 20.0% 13.7% 25.4% 24.0% 15.8% Expected Move 5.4% 3.9% 7.3% 6.9% 4.5% HV 20d 17.3% 14.5% 19.5% 18.4% 14.5% HV 60d 21.0% 19.9% 22.5% 22.5% 19.9% IV Rank 7.6% 2.1% 12.2% 11.0% 3.9% IV Percentile 13.4% 1.2% 31.3% 23.4% 4.0% Term Structure -1.4% -10.3% 6.6% -0.5% -2.5% Skew 25d 3.1% -0.6% 10.7% 10.7% 5.0% Skew 10d 2.3% -0.4% 8.9% -0.4% 3.7% Call IV 25d 15.3% 12.3% 19.7% 17.7% 12.3% Put IV 25d 18.4% 14.1% 28.4% 28.4% 17.3% Bid-Ask Spread % 134.36 127.18 142.59 134.89 128.84 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 (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 2023-01-03 $49.02 $0.00 24.0% 6.9% 18.4% 11.0% 0.0% 10.7% -0.5% 0 0 0 0.00 134.89 N/A N/A 0 0 0 0 2023-01-04 $49.23 $0.00 22.1% 6.4% 17.6% 9.4% 0.0% -0.6% -10.3% 0 0 0 0.00 135.11 N/A N/A 0 0 0 0 2023-01-05 $49.05 $0.00 22.0% 4.8% 17.2% 9.3% 0.0% -0.1% 0.4% 0 0 0 0.00 127.35 N/A N/A 0 0 0 0 2023-01-06 $50.24 $0.00 22.5% 4.3% 19.5% 9.7% 0.0% 4.1% 5.0% 0 0 0 0.00 127.18 N/A N/A 0 0 0 0 2023-01-09 $50.17 $0.00 19.7% 4.3% 19.3% 7.3% 0.0% 0.1% 1.3% 0 0 0 0.00 137.57 N/A N/A 0 0 0 0 2023-01-10 $50.36 $0.00 19.0% 4.3% 19.3% 6.7% 0.0% 2.6% 1.4% 0 0 0 0.00 136.50 N/A N/A 0 0 0 0 2023-01-11 $50.95 $0.00 17.3% 5.0% 19.4% 5.3% 0.0% 2.5% 3.3% 0 0 0 0.00 132.54 N/A N/A 0 0 0 0 2023-01-12 $51.15 $0.00 14.6% 4.2% 19.0% 2.9% 0.0% 4.0% 0.9% 0 0 0 0.00 137.00 N/A N/A 0 0 0 0 2023-01-13 $51.45 $0.00 20.2% 5.8% 18.9% 7.7% 0.0% 5.7% -3.3% 0 0 0 0.00 134.82 N/A N/A 0 0 0 0 2023-01-17 $51.30 $0.00 25.4% 7.3% 16.7% 12.2% 0.0% 2.9% -7.5% 0 0 0 0.00 142.59 N/A N/A 0 0 0 0 2023-01-18 $50.56 $0.00 23.6% 6.8% 17.3% 10.7% 0.0% 2.2% -6.9% 0 0 0 0.00 142.41 N/A N/A 0 0 0 0 2023-01-19 $50.20 $0.00 15.4% 4.4% 16.8% 3.6% 0.0% 1.7% 6.6% 0 0 0 0.00 134.31 N/A N/A 0 0 0 0 2023-01-20 $50.83 $0.00 24.6% 7.1% 17.3% 11.6% 0.0% 4.9% -3.5% 0 0 0 0.00 138.50 N/A N/A 0 0 0 0 2023-01-23 $51.48 $0.00 15.2% 4.4% 17.3% 3.4% 0.0% 1.2% -1.4% 0 0 0 0.00 132.35 N/A N/A 0 0 0 0 2023-01-24 $51.40 $0.00 22.6% 6.5% 16.2% 9.8% 0.0% 2.8% -6.5% 0 0 0 0.00 136.80 N/A N/A 0 0 0 0 2023-01-25 $51.47 $0.00 14.4% 4.1% 16.0% 2.7% 0.0% 3.3% 4.8% 0 0 0 0.00 131.58 N/A N/A 0 0 0 0 2023-01-26 $51.92 $0.00 23.1% 6.6% 15.8% 10.2% 0.0% 4.2% -4.3% 0 0 0 0.00 134.77 N/A N/A 0 0 0 0 2023-01-27 $52.27 $0.00 13.7% 3.9% 14.6% 2.1% 0.0% 2.6% 1.3% 0 0 0 0.00 127.37 N/A N/A 0 0 0 0 2023-01-30 $51.64 $0.00 25.3% 7.2% 14.6% 12.1% 0.0% 2.0% -6.7% 0 0 0 0.00 134.70 N/A N/A 0 0 0 0 2023-01-31 $52.13 $0.00 15.8% 4.5% 14.5% 3.9% 0.0% 5.0% -2.5% 0 0 0 0.00 128.84 N/A N/A 0 0 0 0
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