JHML Options History — February 2024 In February 2024, JHML traded between $60.03 and $62.34. ATM implied volatility averaged 18.4%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 6.6% (HV 20d: 11.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 39.5% change2024-02-06 : Highest IV Rank — 25.3%2024-02-27 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $61.16 $60.03 $62.34 $60.03 $62.34 ATM IV 18.4% 15.0% 24.8% 20.8% 20.0% Expected Move 4.9% 4.1% 5.8% 4.2% 5.7% HV 20d 11.8% 10.0% 13.9% 10.0% 12.6% HV 60d 10.3% 9.0% 10.8% 10.3% 10.7% IV Rank 15.4% 9.9% 25.3% 19.1% 17.9% IV Percentile 41.5% 16.3% 86.1% 64.7% 59.1% Term Structure -2.7% -5.8% 4.7% -2.3% -5.7% Skew 25d 2.0% 0.9% 3.8% 3.6% 1.8% Skew 10d 0.9% 0.6% 1.8% 1.8% 0.7% Call IV 25d 13.5% 10.9% 16.3% 11.0% 16.3% Put IV 25d 15.4% 13.7% 18.2% 14.6% 18.2% Bid-Ask Spread % 143.26 140.43 145.57 140.94 142.81 Gamma HHI 0.57 0.54 0.59 0.54 0.59 Net GEX 178 101 250 250 101 Net DEX -11.6K -12.2K -11.0K -11.0K -12.2K Net VEX -7 -10 -3 -10 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
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 2024-02-01 $60.03 $0.00 20.8% 4.2% 10.0% 19.1% 0.0% 3.6% -2.3% 250 -11.0K -10 0.00 140.94 N/A N/A 0 0 2 0 2024-02-02 $60.58 $0.00 18.9% 4.1% 10.3% 16.1% 0.0% 3.8% -1.8% 209 -11.3K -8 0.00 140.43 N/A N/A 0 0 2 0 2024-02-05 $60.23 $0.00 22.7% 4.4% 10.6% 22.1% 0.0% 3.0% -1.9% 237 -11.1K -9 0.00 143.07 N/A N/A 0 0 2 0 2024-02-06 $60.24 $0.00 24.8% 4.6% 10.0% 25.3% 0.0% 2.2% -1.4% 239 -11.0K -10 0.00 144.67 N/A N/A 0 0 2 0 2024-02-07 $60.78 $0.00 15.0% 4.3% 10.2% 9.9% 0.0% 1.6% -2.0% 199 -11.4K -8 0.00 143.37 N/A N/A 0 0 2 0 2024-02-08 $60.88 $0.00 15.5% 4.4% 10.2% 10.8% 0.0% 1.8% -2.6% 200 -11.4K -8 0.00 145.57 N/A N/A 0 0 2 0 2024-02-09 $61.11 $0.00 15.5% 4.4% 10.1% 10.8% 0.0% 1.6% -2.4% 180 -11.5K -7 0.00 144.06 N/A N/A 0 0 2 0 2024-02-12 $61.31 $0.00 17.2% 4.9% 10.1% 13.4% 0.0% 1.5% -4.1% 170 -11.6K -6 0.00 143.32 N/A N/A 0 0 2 0 2024-02-13 $60.21 $0.00 16.2% 4.6% 12.2% 11.8% 0.0% 0.9% -3.3% 237 -11.1K -9 0.00 142.06 N/A N/A 0 0 2 0 2024-02-14 $60.93 $0.00 16.4% 4.7% 12.4% 12.3% 0.0% 2.9% -3.0% 188 -11.5K -7 0.00 142.67 N/A N/A 0 0 2 0 2024-02-15 $61.41 $0.00 16.4% 4.7% 12.3% 12.2% 0.0% 2.4% 4.7% 162 -11.7K -6 0.00 143.56 N/A N/A 0 0 2 0 2024-02-16 $61.22 $0.00 16.6% 4.8% 12.1% 12.4% 0.0% 1.0% 4.3% 172 -11.6K -6 0.00 143.50 N/A N/A 0 0 2 0 2024-02-20 $60.85 $0.00 18.4% 5.3% 12.3% 15.4% 0.0% 2.2% -4.1% 198 -11.4K -7 0.00 143.88 N/A N/A 0 0 2 0 2024-02-21 $60.86 $0.00 18.6% 5.3% 12.3% 15.7% 0.0% 2.2% -3.9% 195 -11.4K -7 0.00 143.84 N/A N/A 0 0 2 0 2024-02-22 $62.03 $0.00 17.5% 5.0% 13.8% 13.9% 0.0% 1.8% -3.8% 117 -12.0K -4 0.00 141.47 N/A N/A 0 0 2 0 2024-02-23 $62.15 $0.00 18.5% 5.3% 13.8% 15.4% 0.0% 0.9% -4.1% 124 -12.0K -4 0.00 144.07 N/A N/A 0 0 2 0 2024-02-26 $62.01 $0.00 19.6% 5.6% 13.9% 17.2% 0.0% 1.2% -5.4% 126 -12.0K -4 0.00 143.69 N/A N/A 0 0 2 0 2024-02-27 $62.05 $0.00 20.1% 5.8% 13.8% 18.0% 0.0% 1.5% -5.8% 125 -12.0K -4 0.00 144.49 N/A N/A 0 0 2 0 2024-02-28 $61.98 $0.00 19.8% 5.7% 13.9% 17.5% 0.0% 1.3% -5.7% 122 -12.0K -4 0.00 143.75 N/A N/A 0 0 2 0 2024-02-29 $62.34 $0.00 20.0% 5.7% 12.6% 17.9% 0.0% 1.8% -5.7% 101 -12.2K -3 0.00 142.81 N/A N/A 0 0 2 0
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