JHML Options History — February 2023 In February 2023, JHML traded between $50.87 and $53.31. ATM implied volatility averaged 18.8%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 3.8% (HV 20d: 14.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 9 of 19 days.
Notable Days 2023-02-03 : Largest IV spike — 76.2% change2023-02-27 : Highest IV Rank — 12.5%2023-02-27 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $52.27 $50.87 $53.31 $53.12 $51.02 ATM IV 18.8% 13.3% 25.7% 22.5% 13.6% Expected Move 5.1% 3.6% 7.4% 6.5% 3.9% HV 20d 14.9% 14.0% 15.8% 15.4% 14.6% HV 60d 17.8% 16.1% 20.2% 20.2% 16.1% IV Rank 6.5% 1.8% 12.5% 9.7% 2.1% IV Percentile 13.0% 1.2% 38.5% 19.0% 2.0% Term Structure -1.1% -6.7% 6.1% -4.1% 1.9% Skew 25d 3.7% -0.3% 9.0% 9.0% 1.1% Skew 10d 3.0% 0.8% 7.3% 1.4% 7.1% Call IV 25d 14.6% 11.0% 20.0% 17.6% 13.0% Put IV 25d 18.3% 12.7% 26.5% 26.5% 14.1% Bid-Ask Spread % 129.18 121.73 134.60 127.62 126.75 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 (19 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 2023-02-01 $53.12 $0.00 22.5% 6.5% 15.4% 9.7% 0.0% 9.0% -4.1% 0 0 0 0.00 127.62 N/A N/A 0 0 0 0 2023-02-02 $53.31 $0.00 14.4% 3.6% 15.4% 2.7% 0.0% 1.5% 0.5% 0 0 0 0.00 127.91 N/A N/A 0 0 0 0 2023-02-03 $52.86 $0.00 25.4% 5.3% 15.8% 12.2% 0.0% 1.8% -3.4% 0 0 0 0.00 133.03 N/A N/A 0 0 0 0 2023-02-06 $52.58 $0.00 15.9% 3.8% 14.2% 4.0% 0.0% 1.0% 0.2% 0 0 0 0.00 125.68 N/A N/A 0 0 0 0 2023-02-07 $53.17 $0.00 18.1% 3.8% 14.4% 5.9% 0.0% 4.4% 2.3% 0 0 0 0.00 125.07 N/A N/A 0 0 0 0 2023-02-08 $52.69 $0.00 13.4% 3.8% 15.0% 1.8% 0.0% -0.3% -0.6% 0 0 0 0.00 127.45 N/A N/A 0 0 0 0 2023-02-09 $52.23 $0.00 19.7% 5.6% 15.1% 7.3% 0.0% 0.8% -3.0% 0 0 0 0.00 129.09 N/A N/A 0 0 0 0 2023-02-10 $52.36 $0.00 21.2% 6.1% 15.1% 8.6% 0.0% 5.5% -3.1% 0 0 0 0.00 134.60 N/A N/A 0 0 0 0 2023-02-13 $52.94 $0.00 13.3% 3.8% 15.4% 1.8% 0.0% 4.0% 0.7% 0 0 0 0.00 127.87 N/A N/A 0 0 0 0 2023-02-14 $53.01 $0.00 20.1% 5.8% 15.3% 7.6% 0.0% 4.3% -3.3% 0 0 0 0.00 131.10 N/A N/A 0 0 0 0 2023-02-15 $53.02 $0.00 20.6% 5.9% 14.1% 8.1% 0.0% 5.1% -3.9% 0 0 0 0.00 134.23 N/A N/A 0 0 0 0 2023-02-16 $52.55 $0.00 20.8% 6.0% 14.3% 8.3% 0.0% 3.3% 6.1% 0 0 0 0.00 133.28 N/A N/A 0 0 0 0 2023-02-17 $52.28 $0.00 15.9% 4.5% 14.0% 4.0% 0.0% 1.4% 0.5% 0 0 0 0.00 124.30 N/A N/A 0 0 0 0 2023-02-21 $51.41 $0.00 16.1% 4.6% 14.7% 4.2% 0.0% 7.1% 0.7% 0 0 0 0.00 129.81 N/A N/A 0 0 0 0 2023-02-22 $51.07 $0.00 19.8% 5.7% 14.9% 7.4% 0.0% 7.9% 2.5% 0 0 0 0.00 130.05 N/A N/A 0 0 0 0 2023-02-23 $51.48 $0.00 23.3% 6.7% 15.2% 10.4% 0.0% 4.8% -4.5% 0 0 0 0.00 132.03 N/A N/A 0 0 0 0 2023-02-24 $50.87 $0.00 16.6% 4.8% 15.4% 4.6% 0.0% 5.4% -2.9% 0 0 0 0.00 121.73 N/A N/A 0 0 0 0 2023-02-27 $51.07 $0.00 25.7% 7.4% 15.2% 12.5% 0.0% 2.2% -6.7% 0 0 0 0.00 132.80 N/A N/A 0 0 0 0 2023-02-28 $51.02 $0.00 13.6% 3.9% 14.6% 2.1% 0.0% 1.1% 1.9% 0 0 0 0.00 126.75 N/A N/A 0 0 0 0
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