JHML Options History — November 2023 In November 2023, JHML traded between $52.05 and $56.12. ATM implied volatility averaged 19.4%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.0% (HV 20d: 15.4%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-06 : Highest Volume — 20 contracts2023-11-28 : Largest IV spike — 136.6% change2023-11-07 : Highest IV Rank — 29.4%2023-11-30 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $54.71 $52.05 $56.12 $52.05 $56.12 Max Pain $55.00 $55.00 $55.00 $55.00 $55.00 ATM IV 19.4% 8.8% 27.3% 18.3% 22.0% Expected Move 5.1% 2.5% 6.3% 5.3% 6.3% HV 20d 15.4% 12.7% 18.0% 14.8% 12.7% HV 60d 13.4% 12.4% 14.1% 12.4% 13.4% IV Rank 16.9% 0.2% 29.4% 15.2% 21.0% IV Percentile 44.7% 0.4% 84.9% 32.9% 66.7% Term Structure -3.0% -9.5% 9.7% -9.5% -6.0% VWIV 22.1% 15.8% 29.3% 15.8% 29.3% Skew 25d 2.5% 0.2% 8.6% 4.2% 8.6% Skew 10d 1.6% 0.2% 7.5% 1.4% 0.3% Call IV 25d 13.7% 9.2% 17.4% 11.9% 11.0% Put IV 25d 16.2% 9.8% 19.5% 16.1% 19.5% Bid-Ask Spread % 142.97 140.33 145.03 145.03 141.95 Gamma HHI 0.82 0.78 0.88 0.78 0.82 Net GEX 4.7K 2.7K 5.8K 2.7K 4.4K Net DEX -36.0K -46.9K -11.1K -11.1K -45.5K Net VEX -83 -105 -52 -52 -72 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 1.952 0 20 0 20 Total OI 13.19 12 14 12 13
Daily Data (21 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 2023-11-01 $52.05 $55.00 18.3% 5.3% 14.8% 15.2% 0.0% 4.2% -9.5% 2.7K -11.1K -52 0.00 145.03 N/A N/A 0 0 12 0 2023-11-02 $53.01 $0.00 23.6% 5.0% 16.2% 23.4% 0.0% 4.5% -2.3% 3.7K -19.1K -67 0.00 142.58 N/A N/A 0 0 12 0 2023-11-03 $53.72 $0.00 23.7% 4.9% 16.3% 23.6% 0.0% 3.2% -2.5% 4.2K -24.3K -70 0.00 142.33 N/A N/A 0 0 12 0 2023-11-06 $53.51 $0.00 26.1% 5.0% 16.4% 27.4% 15.8% 2.8% -3.5% 4.1K -22.2K -63 0.00 144.24 N/A N/A 20 0 12 0 2023-11-07 $53.75 $55.00 27.3% 5.0% 16.1% 29.4% 0.0% 3.5% -2.9% 4.5K -31.0K -105 0.00 143.02 N/A N/A 0 0 14 0 2023-11-08 $53.68 $55.00 17.5% 5.0% 16.1% 13.9% 0.0% 3.4% -3.2% 4.5K -30.1K -103 0.00 143.76 N/A N/A 0 0 14 0 2023-11-09 $53.20 $55.00 17.6% 5.0% 16.2% 14.0% 0.0% 0.2% -3.3% 4.7K -23.8K -93 0.00 141.00 N/A N/A 0 0 14 0 2023-11-10 $53.97 $55.00 17.0% 4.9% 16.8% 13.1% 0.0% 3.4% -2.8% 4.9K -32.1K -101 0.00 141.78 N/A N/A 0 0 14 0 2023-11-13 $53.95 $55.00 12.5% 3.6% 16.1% 6.0% 0.0% 2.4% -1.9% 5.8K -30.0K -94 0.00 142.13 N/A N/A 0 0 14 0 2023-11-14 $55.20 $55.00 17.3% 4.9% 18.0% 13.5% 0.0% 2.4% -3.1% 5.3K -44.3K -97 0.00 142.65 N/A N/A 0 0 14 0 2023-11-15 $55.30 $55.00 19.5% 5.6% 17.0% 17.1% 0.0% 1.2% -6.5% 5.2K -45.1K -95 0.00 140.33 N/A N/A 0 0 14 0 2023-11-16 $55.17 $55.00 18.3% 5.2% 16.5% 15.1% 0.0% 1.8% 9.7% 5.2K -43.7K -93 0.00 144.05 N/A N/A 0 0 14 0 2023-11-17 $55.33 $55.00 20.0% 5.7% 15.8% 17.8% 0.0% 1.7% -1.9% 5.2K -45.2K -89 0.00 144.84 N/A N/A 0 0 14 0 2023-11-20 $55.79 $55.00 18.6% 5.3% 15.7% 15.7% 21.3% 1.1% -2.9% 4.7K -42.2K -84 0.00 142.29 N/A N/A 1 0 12 0 2023-11-21 $55.60 $55.00 19.2% 5.5% 15.9% 16.6% 0.0% 1.9% -4.5% 4.4K -41.6K -85 0.00 141.46 N/A N/A 0 0 13 0 2023-11-22 $55.88 $55.00 18.7% 5.4% 14.5% 15.8% 0.0% 1.3% -4.0% 4.5K -44.3K -81 0.00 145.02 N/A N/A 0 0 13 0 2023-11-24 $55.95 $55.00 19.7% 5.7% 13.9% 17.4% 0.0% 1.7% -4.7% 4.5K -44.3K -79 0.00 144.49 N/A N/A 0 0 13 0 2023-11-27 $55.94 $55.00 8.8% 2.5% 13.1% 0.2% 0.0% 2.1% 6.4% 5.6K -46.9K -71 0.00 144.79 N/A N/A 0 0 13 0 2023-11-28 $55.83 $55.00 20.7% 5.9% 12.9% 19.0% 0.0% 1.5% -6.0% 5.1K -44.4K -72 0.00 141.45 N/A N/A 0 0 13 0 2023-11-29 $55.88 $55.00 21.4% 6.1% 12.9% 20.0% 0.0% 0.4% -7.2% 5.0K -44.6K -71 0.00 143.26 N/A N/A 0 0 13 0 2023-11-30 $56.12 $55.00 22.0% 6.3% 12.7% 21.0% 29.3% 8.6% -6.0% 4.4K -45.5K -72 0.00 141.95 N/A N/A 20 0 13 0
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