JHML Options History — May 2023 In May 2023, JHML traded between $50.81 and $52.30. ATM implied volatility averaged 19.4%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 5.7% (HV 20d: 13.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2023-05-09 : Largest IV spike — 105.2% change2023-05-09 : Highest IV Rank — 15.7%2023-05-31 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $51.73 $50.81 $52.30 $52.29 $51.80 ATM IV 19.4% 11.2% 29.1% 23.2% 24.5% Expected Move 5.2% 3.2% 7.0% 6.6% 7.0% HV 20d 13.7% 12.1% 14.8% 12.1% 12.2% HV 60d 15.2% 14.8% 15.6% 15.1% 14.9% IV Rank 7.3% 0.2% 15.7% 10.5% 11.6% IV Percentile 23.6% 0.4% 60.3% 32.9% 45.2% Term Structure -2.0% -7.4% 8.0% -5.1% -7.4% Skew 25d 3.6% -1.3% 8.6% 3.5% 3.1% Skew 10d 1.5% -3.1% 6.6% 0.9% 1.4% Call IV 25d 14.8% 10.0% 19.0% 17.3% 19.0% Put IV 25d 18.5% 11.6% 23.2% 20.7% 22.1% Bid-Ask Spread % 132.09 119.21 137.44 134.74 137.08 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 (22 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 2023-05-01 $52.29 $0.00 23.2% 6.6% 12.1% 10.5% 0.0% 3.5% -5.1% 0 0 0 0.00 134.74 N/A N/A 0 0 0 0 2023-05-02 $51.58 $0.00 13.8% 3.9% 12.8% 2.4% 0.0% -1.3% 1.2% 0 0 0 0.00 119.21 N/A N/A 0 0 0 0 2023-05-03 $51.33 $0.00 23.6% 6.8% 12.3% 10.9% 0.0% 1.0% -5.8% 0 0 0 0.00 131.93 N/A N/A 0 0 0 0 2023-05-04 $50.81 $0.00 27.5% 5.1% 12.8% 14.2% 0.0% 6.8% 4.3% 0 0 0 0.00 124.47 N/A N/A 0 0 0 0 2023-05-05 $51.77 $0.00 13.8% 3.3% 14.5% 2.5% 0.0% 3.0% 8.0% 0 0 0 0.00 130.76 N/A N/A 0 0 0 0 2023-05-08 $51.77 $0.00 14.2% 3.2% 14.5% 2.8% 0.0% 0.8% -0.8% 0 0 0 0.00 127.60 N/A N/A 0 0 0 0 2023-05-09 $51.59 $0.00 29.1% 5.5% 14.4% 15.7% 0.0% 6.1% -2.7% 0 0 0 0.00 137.19 N/A N/A 0 0 0 0 2023-05-10 $51.75 $0.00 18.4% 5.3% 14.4% 6.4% 0.0% 8.6% -2.9% 0 0 0 0.00 133.44 N/A N/A 0 0 0 0 2023-05-11 $51.49 $0.00 16.1% 4.6% 13.9% 4.5% 0.0% 7.8% 1.3% 0 0 0 0.00 131.90 N/A N/A 0 0 0 0 2023-05-12 $51.45 $0.00 16.6% 4.8% 13.9% 4.9% 0.0% 0.7% -7.0% 0 0 0 0.00 122.59 N/A N/A 0 0 0 0 2023-05-15 $51.70 $0.00 11.2% 3.2% 14.0% 0.2% 0.0% 1.5% -0.7% 0 0 0 0.00 133.69 N/A N/A 0 0 0 0 2023-05-16 $51.35 $0.00 20.5% 5.9% 14.1% 8.2% 0.0% 4.1% -4.9% 0 0 0 0.00 137.44 N/A N/A 0 0 0 0 2023-05-17 $51.84 $0.00 17.0% 4.9% 14.6% 5.2% 0.0% 5.8% 0.8% 0 0 0 0.00 131.99 N/A N/A 0 0 0 0 2023-05-18 $52.30 $0.00 19.1% 5.5% 14.7% 7.0% 0.0% 4.9% 3.3% 0 0 0 0.00 135.63 N/A N/A 0 0 0 0 2023-05-19 $52.22 $0.00 11.8% 3.4% 14.8% 0.7% 0.0% -0.2% -1.5% 0 0 0 0.00 131.41 N/A N/A 0 0 0 0 2023-05-22 $52.28 $0.00 21.0% 6.0% 14.8% 8.7% 0.0% 4.4% -3.5% 0 0 0 0.00 136.40 N/A N/A 0 0 0 0 2023-05-23 $51.80 $0.00 21.4% 6.1% 14.0% 9.0% 0.0% 3.6% -4.5% 0 0 0 0.00 134.75 N/A N/A 0 0 0 0 2023-05-24 $51.28 $0.00 16.8% 4.8% 14.2% 5.0% 0.0% 1.1% -2.0% 0 0 0 0.00 128.05 N/A N/A 0 0 0 0 2023-05-25 $51.59 $0.00 22.1% 6.3% 12.8% 9.6% 0.0% 6.6% -4.5% 0 0 0 0.00 135.10 N/A N/A 0 0 0 0 2023-05-26 $52.12 $0.00 22.5% 6.4% 13.1% 9.9% 0.0% 4.4% -3.9% 0 0 0 0.00 134.82 N/A N/A 0 0 0 0 2023-05-30 $52.06 $0.00 23.7% 6.8% 13.0% 11.0% 0.0% 3.7% -6.4% 0 0 0 0.00 135.90 N/A N/A 0 0 0 0 2023-05-31 $51.80 $0.00 24.5% 7.0% 12.2% 11.6% 0.0% 3.1% -7.4% 0 0 0 0.00 137.08 N/A N/A 0 0 0 0
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