JHML Options History — December 2023 In December 2023, JHML traded between $56.25 and $59.11. ATM implied volatility averaged 22.2%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 12.5% (HV 20d: 9.7%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 64.4% change2023-12-12 : Highest IV Rank — 51.5%2023-12-01 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $57.96 $56.25 $59.11 $56.73 $58.85 Max Pain $59.75 $55.00 $60.00 $55.00 $60.00 ATM IV 22.2% 14.8% 41.4% 19.6% 18.8% Expected Move 4.9% 4.2% 5.6% 5.6% 5.4% HV 20d 9.7% 7.9% 11.9% 11.9% 9.6% HV 60d 13.3% 12.6% 13.6% 13.6% 12.6% IV Rank 21.4% 9.6% 51.5% 17.3% 16.0% IV Percentile 53.0% 17.5% 97.6% 45.2% 43.3% Term Structure -2.2% -3.8% -1.0% -3.8% -3.7% Skew 25d 2.0% 0.7% 3.4% 2.0% 1.2% Skew 10d 0.5% -0.9% 1.7% 1.2% 0.2% Call IV 25d 13.2% 11.0% 16.7% 16.7% 14.6% Put IV 25d 15.1% 13.5% 18.7% 18.7% 15.8% Bid-Ask Spread % 144.32 140.66 146.40 141.28 143.74 Gamma HHI 0.64 0.42 0.89 0.44 0.88 Net GEX 6.0K 4.6K 7.0K 7.0K 5.2K Net DEX -51.1K -85.2K -25.4K -63.2K -31.9K Net VEX -88 -113 -69 -113 -69 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 18.05 12 23 23 12
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 2023-12-01 $56.73 $55.00 19.6% 5.6% 11.9% 17.3% 0.0% 2.0% -3.8% 7.0K -63.2K -113 0.00 141.28 N/A N/A 0 0 23 0 2023-12-04 $56.56 $60.00 24.7% 4.6% 11.5% 25.2% 0.0% 3.4% -1.9% 6.9K -60.8K -111 0.00 145.61 N/A N/A 0 0 23 0 2023-12-05 $56.36 $60.00 28.2% 4.7% 11.4% 30.7% 0.0% 2.6% -1.0% 6.8K -57.9K -111 0.00 146.40 N/A N/A 0 0 23 0 2023-12-06 $56.25 $60.00 27.6% 4.6% 11.5% 29.8% 0.0% 1.0% -1.1% 7.0K -56.2K -105 0.00 144.65 N/A N/A 0 0 23 0 2023-12-07 $56.57 $60.00 30.4% 4.7% 11.5% 34.3% 0.0% 2.4% -1.5% 6.8K -59.4K -104 0.00 145.96 N/A N/A 0 0 23 0 2023-12-08 $56.87 $60.00 28.9% 4.5% 10.7% 31.9% 0.0% 3.3% -1.7% 6.9K -63.6K -98 0.00 145.59 N/A N/A 0 0 23 0 2023-12-11 $57.16 $60.00 37.6% 4.6% 9.9% 45.6% 0.0% 2.5% -1.4% 6.8K -67.0K -90 0.00 145.32 N/A N/A 0 0 23 0 2023-12-12 $57.37 $60.00 41.4% 4.6% 9.8% 51.5% 0.0% 2.6% -1.8% 6.7K -69.9K -87 0.00 145.37 N/A N/A 0 0 23 0 2023-12-13 $58.24 $60.00 14.8% 4.2% 7.9% 9.6% 0.0% 3.1% -1.3% 6.4K -79.9K -85 0.00 140.97 N/A N/A 0 0 23 0 2023-12-14 $58.68 $60.00 15.4% 4.4% 8.1% 10.7% 0.0% 0.8% -1.8% 6.5K -85.2K -88 0.00 143.42 N/A N/A 0 0 23 0 2023-12-15 $58.45 $60.00 17.4% 5.0% 8.2% 13.8% 0.0% 0.7% -2.5% 6.4K -82.7K -81 0.00 145.33 N/A N/A 0 0 23 0 2023-12-18 $58.80 $60.00 16.7% 4.8% 8.3% 12.7% 0.0% 1.9% -2.4% 4.7K -29.1K -81 0.00 145.71 N/A N/A 0 0 12 0 2023-12-19 $59.11 $60.00 16.8% 4.8% 8.1% 12.8% 0.0% 2.1% -2.1% 5.1K -31.4K -81 0.00 144.96 N/A N/A 0 0 12 0 2023-12-20 $58.48 $60.00 16.7% 4.8% 9.2% 12.7% 0.0% 1.0% -1.9% 4.6K -25.4K -76 0.00 140.66 N/A N/A 0 0 12 0 2023-12-21 $58.83 $60.00 17.7% 5.1% 9.3% 14.3% 0.0% 2.4% -3.0% 4.8K -29.0K -78 0.00 144.55 N/A N/A 0 0 12 0 2023-12-22 $59.03 $60.00 17.5% 5.0% 9.2% 13.9% 0.0% 1.4% -2.0% 4.9K -30.7K -77 0.00 144.24 N/A N/A 0 0 12 0 2023-12-26 $58.93 $60.00 18.0% 5.2% 9.3% 14.7% 0.0% 1.3% -3.2% 5.2K -33.0K -74 0.00 143.53 N/A N/A 0 0 12 0 2023-12-27 $58.84 $60.00 18.2% 5.2% 9.3% 15.0% 0.0% 1.2% -2.9% 5.2K -31.9K -72 0.00 144.72 N/A N/A 0 0 12 0 2023-12-28 $59.08 $60.00 18.3% 5.3% 9.3% 15.2% 0.0% 2.1% -3.4% 5.3K -34.1K -72 0.00 144.32 N/A N/A 0 0 12 0 2023-12-29 $58.85 $60.00 18.8% 5.4% 9.6% 16.0% 0.0% 1.2% -3.7% 5.2K -31.9K -69 0.00 143.74 N/A N/A 0 0 12 0
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