JHML Options History — January 2024 In January 2024, JHML traded between $57.91 and $60.28. ATM implied volatility averaged 19.3%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 9.9% (HV 20d: 9.4%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-10 : Largest IV drop — 42.3% change2024-01-09 : Highest IV Rank — 29.1%2024-01-03 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $58.91 $57.91 $60.28 $58.39 $59.42 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 19.3% 15.6% 27.1% 20.8% 20.6% Expected Move 5.1% 4.5% 6.0% 6.0% 5.9% HV 20d 9.4% 8.7% 10.4% 9.7% 9.9% HV 60d 11.8% 10.4% 12.8% 12.8% 10.5% IV Rank 16.7% 10.8% 29.1% 19.1% 18.7% IV Percentile 47.7% 19.4% 90.5% 61.5% 61.1% Term Structure -3.9% -6.5% -2.3% -6.4% -6.5% Skew 25d 1.9% -0.9% 4.4% 0.7% -0.9% Skew 10d 1.2% -0.7% 4.7% 1.4% 0.4% Call IV 25d 14.2% 11.4% 18.0% 15.7% 17.1% Put IV 25d 16.1% 13.8% 19.2% 16.4% 16.3% Bid-Ask Spread % 142.20 139.96 143.66 143.03 140.06 Gamma HHI 0.74 0.52 0.92 0.87 0.54 Net GEX 3.3K 244 7.5K 4.9K 294 Net DEX -20.0K -29.5K -10.2K -27.4K -10.5K Net VEX -32 -60 -10 -60 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8.19 2 12 12 2
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 2024-01-02 $58.39 $60.00 20.8% 6.0% 9.7% 19.1% 0.0% 0.7% -6.4% 4.9K -27.4K -60 0.00 143.03 N/A N/A 0 0 12 0 2024-01-03 $58.03 $60.00 20.9% 6.0% 9.9% 19.2% 0.0% 0.8% -5.1% 4.4K -24.9K -57 0.00 143.30 N/A N/A 0 0 12 0 2024-01-04 $57.98 $0.00 21.6% 4.5% 9.8% 20.3% 0.0% 1.2% -2.5% 4.1K -25.4K -58 0.00 143.11 N/A N/A 0 0 12 0 2024-01-05 $57.91 $0.00 21.2% 4.6% 9.8% 19.8% 0.0% 2.0% -2.8% 4.4K -22.7K -52 0.00 142.28 N/A N/A 0 0 12 0 2024-01-08 $58.60 $0.00 23.2% 4.5% 10.4% 22.9% 0.0% 4.4% -2.8% 5.4K -27.5K -53 0.00 140.27 N/A N/A 0 0 12 0 2024-01-09 $58.44 $0.00 27.1% 4.8% 10.4% 29.1% 0.0% 2.6% -4.1% 5.0K -26.7K -49 0.00 143.23 N/A N/A 0 0 12 0 2024-01-10 $58.69 $0.00 15.7% 4.5% 10.3% 11.0% 0.0% 1.2% -3.3% 5.0K -29.5K -51 0.00 143.66 N/A N/A 0 0 12 0 2024-01-11 $58.61 $0.00 15.6% 4.5% 10.4% 10.8% 0.0% 2.4% -3.0% 5.8K -26.1K -45 0.00 141.28 N/A N/A 0 0 12 0 2024-01-12 $58.67 $0.00 15.8% 4.5% 8.9% 11.2% 0.0% 1.7% -3.4% 5.7K -27.2K -44 0.00 142.03 N/A N/A 0 0 12 0 2024-01-16 $58.34 $0.00 18.2% 5.2% 8.8% 15.0% 0.0% 2.0% -4.9% 5.2K -23.2K -33 0.00 142.65 N/A N/A 0 0 12 0 2024-01-17 $58.01 $0.00 17.5% 5.0% 8.9% 13.9% 0.0% 3.0% -3.5% 4.6K -20.7K -30 0.00 142.61 N/A N/A 0 0 12 0 2024-01-18 $58.49 $0.00 17.4% 5.0% 9.1% 13.7% 0.0% 4.3% -2.4% 5.5K -24.1K -26 0.00 142.41 N/A N/A 0 0 12 0 2024-01-19 $59.13 $0.00 16.4% 4.7% 9.8% 12.2% 0.0% 3.2% -2.3% 7.5K -29.0K -16 0.00 139.96 N/A N/A 0 0 12 0 2024-01-22 $59.43 $0.00 19.3% 5.5% 9.1% 16.7% 0.0% 1.5% -4.4% 297 -10.2K -14 0.00 142.54 N/A N/A 0 0 2 0 2024-01-23 $59.48 $0.00 19.0% 5.5% 8.8% 16.3% 0.0% 2.3% -3.2% 290 -10.5K -13 0.00 143.11 N/A N/A 0 0 2 0 2024-01-24 $59.51 $0.00 17.9% 5.1% 8.8% 14.5% 0.0% 0.5% -3.7% 287 -10.6K -13 0.00 142.07 N/A N/A 0 0 2 0 2024-01-25 $59.73 $0.00 18.3% 5.2% 8.8% 15.1% 0.0% 1.6% -3.5% 275 -10.6K -12 0.00 142.65 N/A N/A 0 0 2 0 2024-01-26 $59.77 $0.00 18.7% 5.4% 8.8% 15.8% 0.0% 0.8% -4.3% 272 -10.7K -12 0.00 142.63 N/A N/A 0 0 2 0 2024-01-29 $60.12 $0.00 19.4% 5.6% 8.9% 16.9% 0.0% 2.4% -5.1% 248 -10.9K -10 0.00 140.90 N/A N/A 0 0 2 0 2024-01-30 $60.28 $0.00 20.6% 5.9% 8.7% 18.9% 0.0% 2.6% -4.9% 244 -10.9K -10 0.00 142.49 N/A N/A 0 0 2 0 2024-01-31 $59.42 $0.00 20.6% 5.9% 9.9% 18.7% 0.0% -0.9% -6.5% 294 -10.5K -13 0.00 140.06 N/A N/A 0 0 2 0
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