JHML Options History — March 2023

In March 2023, JHML traded between $48.95 and $51.89. ATM implied volatility averaged 24.3%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 7.7% (HV 20d: 16.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.

Notable Days

  • 2023-03-13: Largest IV spike — 98.1% change
  • 2023-03-13: Highest IV Rank — 40.8%
  • 2023-03-02: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.31$48.95$51.89$50.85$51.59
ATM IV24.3%13.2%58.5%26.7%21.9%
Expected Move5.9%3.8%7.8%7.7%6.3%
HV 20d16.5%12.5%19.6%14.2%19.3%
HV 60d16.3%15.7%16.8%16.1%16.4%
IV Rank11.2%1.7%40.8%13.4%9.2%
IV Percentile30.4%1.2%98.8%42.1%25.0%
Term Structure-2.7%-8.2%4.3%-7.9%-4.1%
Skew 25d3.9%-1.1%7.6%3.3%4.2%
Skew 10d2.4%0.8%7.7%1.5%1.5%
Call IV 25d16.9%12.0%26.2%20.1%17.3%
Put IV 25d20.8%14.2%27.8%23.3%21.5%
Bid-Ask Spread %129.05117.08138.00134.64133.55
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$50.85$0.0026.7%7.7%14.2%13.4%0.0%3.3%-7.9%0000.00134.64N/AN/A0000
2023-03-02$51.23$0.0027.2%7.8%12.5%13.8%0.0%4.4%-7.8%0000.00135.62N/AN/A0000
2023-03-03$51.89$0.0021.2%6.1%13.4%8.6%0.0%7.6%-5.2%0000.00128.60N/AN/A0000
2023-03-06$51.88$0.0013.9%4.4%13.2%2.3%0.0%2.5%0.0%0000.00117.08N/AN/A0000
2023-03-07$51.12$0.0024.4%5.6%14.0%11.4%0.0%1.6%-0.6%0000.00125.97N/AN/A0000
2023-03-08$51.13$0.0016.0%4.9%13.2%4.1%0.0%5.0%-1.7%0000.00119.25N/AN/A0000
2023-03-09$50.15$0.0030.4%5.6%14.4%16.6%0.0%-1.1%-2.2%0000.00126.66N/AN/A0000
2023-03-10$49.13$0.0029.5%6.2%15.6%15.8%0.0%3.8%-5.5%0000.00121.79N/AN/A0000
2023-03-13$49.12$0.0058.5%7.4%15.5%40.8%0.0%6.0%-2.2%0000.00130.44N/AN/A0000
2023-03-14$49.47$0.0054.4%7.0%15.1%37.3%0.0%3.0%-3.1%0000.00138.00N/AN/A0000
2023-03-15$48.95$0.0022.7%6.5%15.2%9.9%0.0%6.0%-1.1%0000.00131.15N/AN/A0000
2023-03-16$49.95$0.0020.5%5.9%17.4%8.0%0.0%7.2%-1.3%0000.00127.27N/AN/A0000
2023-03-17$49.24$0.0019.3%5.5%17.8%6.9%0.0%7.4%-2.4%0000.00127.57N/AN/A0000
2023-03-20$49.74$0.0022.7%6.5%18.4%9.9%0.0%5.3%-1.8%0000.00133.34N/AN/A0000
2023-03-21$50.52$0.0021.6%6.2%18.6%8.9%0.0%5.9%-2.8%0000.00134.62N/AN/A0000
2023-03-22$49.95$0.0021.6%6.2%18.9%9.0%0.0%0.6%-3.0%0000.00131.02N/AN/A0000
2023-03-23$49.57$0.0021.2%6.1%18.7%8.6%0.0%2.6%-3.5%0000.00128.62N/AN/A0000
2023-03-24$49.80$0.0019.9%5.7%18.5%7.5%0.0%5.0%-8.2%0000.00126.39N/AN/A0000
2023-03-27$50.13$0.0014.0%4.0%18.6%2.4%0.0%4.2%4.2%0000.00129.44N/AN/A0000
2023-03-28$49.95$0.0013.7%3.9%18.6%2.1%0.0%0.8%4.3%0000.00124.01N/AN/A0000
2023-03-29$50.77$0.0013.2%3.8%19.6%1.7%0.0%2.7%-0.6%0000.00127.45N/AN/A0000
2023-03-30$51.01$0.0023.8%6.8%19.4%10.8%0.0%1.6%-5.0%0000.00135.73N/AN/A0000
2023-03-31$51.59$0.0021.9%6.3%19.3%9.2%0.0%4.2%-4.1%0000.00133.55N/AN/A0000