JHML Options History — October 2023

In October 2023, JHML traded between $50.56 and $53.80. ATM implied volatility averaged 20.5%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 7.7% (HV 20d: 12.8%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-06: Highest Volume — 22 contracts
  • 2023-10-31: Largest IV spike — 70.7% change
  • 2023-10-05: Highest IV Rank — 24.8%
  • 2023-10-26: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.47$50.56$53.80$52.64$51.53
Max Pain$54.25$50.00$55.00$50.00$55.00
ATM IV20.5%13.9%24.4%23.4%23.7%
Expected Move5.5%3.9%6.9%6.7%6.8%
HV 20d12.8%10.1%15.0%10.1%14.6%
HV 60d11.1%10.3%12.2%10.3%12.1%
IV Rank18.7%8.2%24.8%23.3%23.7%
IV Percentile47.8%11.5%72.6%63.1%71.8%
Term Structure-3.0%-9.9%6.0%-6.1%-4.2%
VWIV11.6%11.6%11.6%11.6%11.6%
Skew 25d2.9%0.0%5.3%1.0%4.1%
Skew 10d2.0%0.9%4.9%1.1%0.9%
Call IV 25d15.0%9.1%19.9%18.3%19.3%
Put IV 25d17.8%11.8%23.4%19.3%23.4%
Bid-Ask Spread %143.40139.54146.15141.69146.15
Gamma HHI0.750.501.001.000.76
Net GEX3.5K1.8K5.6K2.3K2.4K
Net DEX-43.8K-73.6K-7.4K-44.1K-11.3K
Net VEX-51-78-17-28-53
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume102200
Total OI1510201012

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$52.64$50.0023.4%6.7%10.1%23.3%0.0%1.0%-6.1%2.3K-44.1K-280.00141.69N/AN/A00100
2023-10-03$52.02$50.0023.7%6.8%10.6%23.7%0.0%0.0%-6.6%2.7K-40.8K-320.00140.09N/AN/A00100
2023-10-04$52.42$50.0020.2%5.8%11.1%18.1%0.0%3.1%-2.8%2.5K-44.7K-260.00140.27N/AN/A00100
2023-10-05$52.39$0.0024.4%3.9%11.2%24.8%0.0%3.2%3.9%2.5K-44.0K-250.00146.06N/AN/A00100
2023-10-06$53.03$0.0022.9%4.8%12.3%22.4%11.6%5.3%-2.3%1.9K-48.1K-170.00139.54N/AN/A220100
2023-10-09$53.20$55.0020.0%4.0%12.2%17.8%0.0%5.0%-1.6%4.9K-67.2K-760.00142.22N/AN/A00200
2023-10-10$53.67$55.0019.9%4.1%12.7%17.7%0.0%2.8%3.4%4.7K-71.7K-750.00144.32N/AN/A00200
2023-10-11$53.80$55.0018.0%5.2%12.8%14.7%0.0%3.5%-2.7%4.6K-72.5K-780.00145.91N/AN/A00200
2023-10-12$53.36$55.0017.5%5.0%12.3%13.9%0.0%2.6%-3.7%4.9K-68.3K-710.00143.14N/AN/A00200
2023-10-13$53.05$55.0019.0%5.4%11.9%16.2%0.0%1.7%-4.5%5.1K-64.6K-680.00143.09N/AN/A00200
2023-10-16$53.80$55.0013.9%4.0%13.1%8.2%0.0%5.3%-4.2%4.9K-72.4K-650.00144.00N/AN/A00200
2023-10-17$53.80$55.0017.3%5.0%13.1%13.6%0.0%5.3%-9.9%4.5K-73.6K-610.00140.70N/AN/A00200
2023-10-18$53.05$55.0019.5%5.6%13.8%17.1%0.0%0.5%-3.8%5.1K-64.5K-580.00142.22N/AN/A00200
2023-10-19$52.51$55.0019.7%5.7%13.2%17.4%0.0%1.6%-2.5%5.2K-60.3K-540.00141.90N/AN/A00200
2023-10-20$51.98$55.0020.4%5.8%13.6%18.5%0.0%0.7%-3.6%5.6K-54.5K-380.00143.54N/AN/A00200
2023-10-23$51.81$55.0021.6%6.2%13.6%20.4%0.0%2.8%-3.1%2.3K-10.1K-380.00143.95N/AN/A00100
2023-10-24$52.13$55.0022.0%6.3%13.2%21.0%0.0%4.5%-3.6%2.5K-11.4K-400.00145.70N/AN/A00100
2023-10-25$51.40$55.0022.8%6.5%14.0%22.2%0.0%2.2%-4.3%2.2K-12.5K-620.00145.22N/AN/A00120
2023-10-26$51.01$55.0024.0%6.9%13.7%24.1%0.0%2.1%-4.7%2.0K-10.7K-570.00146.10N/AN/A00120
2023-10-27$50.56$55.0023.8%6.8%13.9%23.9%0.0%1.9%-4.6%1.8K-8.7K-490.00145.10N/AN/A00120
2023-10-30$51.27$55.0013.9%4.0%15.0%8.3%0.0%3.8%6.0%1.9K-7.4K-440.00143.89N/AN/A00120
2023-10-31$51.53$55.0023.7%6.8%14.6%23.7%0.0%4.1%-4.2%2.4K-11.3K-530.00146.15N/AN/A00120