JHML Options History — July 2023 In July 2023, JHML traded between $54.30 and $56.53. ATM implied volatility averaged 15.8%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 6.3% (HV 20d: 9.5%). Max pain ranged from $54.00 to $54.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-06 : Highest Volume — 9 contracts2023-07-06 : Largest IV spike — 141.6% change2023-07-10 : Highest IV Rank — 13.3%2023-07-03 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $55.70 $54.30 $56.53 $54.98 $56.53 Max Pain $54.00 $54.00 $54.00 $54.00 $54.00 ATM IV 15.8% 8.6% 25.3% 20.7% 9.8% Expected Move 4.1% 2.5% 5.9% 5.9% 2.8% HV 20d 9.5% 8.4% 10.6% 9.1% 8.4% HV 60d 11.6% 10.5% 12.1% 11.8% 10.5% IV Rank 5.8% 0.0% 13.3% 9.4% 1.0% IV Percentile 18.1% 0.0% 56.3% 31.7% 2.0% Term Structure -1.3% -7.4% 7.2% -4.8% -1.9% VWIV 7.0% 7.0% 7.0% 7.0% 7.0% Skew 25d 1.6% -1.8% 4.0% 2.6% 0.0% Skew 10d 0.8% -2.3% 3.9% 0.7% 0.3% Call IV 25d 11.9% 8.5% 15.8% 15.8% 10.5% Put IV 25d 13.6% 10.2% 18.4% 18.4% 10.5% Bid-Ask Spread % 134.66 130.28 137.69 136.64 133.38 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.4K 0 4.4K 0 1.3K Net DEX -35.2K -49.4K 0 0 -49.4K Net VEX -31 -63 0 0 -8 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.45 0 9 0 0 Total OI 7.65 0 9 0 9
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 2023-07-03 $54.98 $0.00 20.7% 5.9% 9.1% 9.4% 0.0% 2.6% -4.8% 0 0 0 0.00 136.64 N/A N/A 0 0 0 0 2023-07-05 $54.80 $0.00 9.8% 2.8% 9.2% 0.1% 0.0% 1.4% -0.4% 0 0 0 0.00 135.03 N/A N/A 0 0 0 0 2023-07-06 $54.30 $0.00 23.6% 3.6% 9.9% 11.9% 7.0% 3.0% 7.2% 0 0 0 0.00 133.86 N/A N/A 9 0 0 0 2023-07-07 $54.41 $54.00 18.1% 3.8% 9.9% 7.2% 0.0% 1.2% -1.7% 4.4K -31.2K -63 0.00 133.07 N/A N/A 0 0 9 0 2023-07-10 $54.51 $54.00 25.3% 4.9% 9.9% 13.3% 0.0% 4.0% -3.2% 3.2K -30.1K -62 0.00 137.50 N/A N/A 0 0 9 0 2023-07-11 $55.00 $54.00 19.2% 3.3% 10.3% 8.2% 0.0% 1.4% -0.3% 4.2K -36.5K -53 0.00 130.28 N/A N/A 0 0 9 0 2023-07-12 $55.42 $54.00 11.0% 3.2% 10.3% 1.2% 0.0% 0.5% 2.7% 3.7K -40.2K -43 0.00 132.52 N/A N/A 0 0 9 0 2023-07-13 $55.87 $54.00 8.6% 2.5% 10.3% 0.0% 0.0% 1.5% 2.4% 3.0K -43.5K -34 0.00 132.10 N/A N/A 0 0 9 0 2023-07-14 $55.60 $54.00 16.8% 4.8% 10.6% 6.9% 0.0% 3.3% -3.3% 2.9K -37.9K -48 0.00 136.10 N/A N/A 0 0 9 0 2023-07-17 $55.88 $54.00 13.9% 4.0% 9.6% 4.5% 0.0% 2.3% -7.4% 3.1K -42.8K -36 0.00 131.91 N/A N/A 0 0 9 0 2023-07-18 $56.24 $54.00 17.1% 4.9% 9.6% 7.2% 0.0% 3.0% -3.5% 2.6K -41.5K -40 0.00 134.98 N/A N/A 0 0 9 0 2023-07-19 $56.39 $54.00 9.3% 2.7% 9.1% 0.5% 0.0% 1.2% 5.3% 2.1K -47.1K -19 0.00 136.60 N/A N/A 0 0 9 0 2023-07-20 $56.09 $54.00 10.8% 3.1% 9.3% 1.8% 0.0% -1.8% -1.4% 2.7K -44.8K -28 0.00 134.34 N/A N/A 0 0 9 0 2023-07-21 $56.19 $54.00 18.7% 5.4% 9.3% 8.5% 0.0% 1.8% -3.0% 2.6K -40.6K -39 0.00 137.69 N/A N/A 0 0 9 0 2023-07-24 $56.34 $54.00 17.1% 4.9% 8.8% 7.2% 0.0% 2.2% 1.2% 2.6K -42.2K -34 0.00 136.75 N/A N/A 0 0 9 0 2023-07-25 $56.52 $54.00 14.5% 4.2% 8.8% 5.0% 0.0% 1.0% -3.3% 2.1K -46.8K -20 0.00 135.23 N/A N/A 0 0 9 0 2023-07-26 $56.45 $54.00 18.5% 5.3% 8.8% 8.3% 0.0% 1.4% -3.0% 2.5K -42.6K -30 0.00 135.47 N/A N/A 0 0 9 0 2023-07-27 $56.03 $54.00 14.8% 4.2% 9.3% 5.2% 0.0% 0.9% -3.0% 3.0K -43.2K -28 0.00 133.43 N/A N/A 0 0 9 0 2023-07-28 $56.48 $54.00 19.3% 5.5% 9.4% 9.0% 0.0% 1.4% -3.5% 2.5K -43.0K -29 0.00 136.33 N/A N/A 0 0 9 0 2023-07-31 $56.53 $54.00 9.8% 2.8% 8.4% 1.0% 0.0% 0.0% -1.9% 1.3K -49.4K -8 0.00 133.38 N/A N/A 0 0 9 0
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