JHML Options History — March 2024

In March 2024, JHML traded between $62.14 and $64.77. ATM implied volatility averaged 20.7%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 9.2% (HV 20d: 11.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-03-18: Highest Volume — 2 contracts
  • 2024-03-13: Largest IV drop — 55.7% change
  • 2024-03-12: Highest IV Rank — 46.2%
  • 2024-03-01: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.44$62.14$64.77$62.80$64.77
ATM IV20.7%14.8%38.0%19.6%16.9%
Expected Move4.6%4.1%5.6%5.6%4.8%
HV 20d11.5%9.5%13.5%12.4%9.9%
HV 60d10.9%10.6%11.2%10.7%10.7%
IV Rank18.9%9.7%46.2%17.2%12.9%
IV Percentile47.4%14.7%97.2%52.8%27.0%
Term Structure-2.0%-5.0%-0.5%-5.0%-2.9%
Skew 25d3.4%0.6%7.5%1.3%1.0%
Skew 10d6.1%0.9%8.9%0.9%3.2%
Call IV 25d11.1%7.2%16.0%16.0%13.2%
Put IV 25d14.6%12.8%17.3%17.3%14.2%
Bid-Ask Spread %171.56141.53178.11141.53170.41
Gamma HHI0.640.600.690.610.69
Net GEX58211087821
Net DEX-12.5K-12.9K-12.1K-12.3K-12.9K
Net VEX-2-3-1-2-1
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.10200
Total OI22222

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$62.80$0.0019.6%5.6%12.4%17.2%0.0%1.3%-5.0%78-12.3K-20.00141.53N/AN/A0020
2024-03-04$62.88$0.0022.9%4.1%12.1%22.5%0.0%4.9%-0.9%82-12.3K-20.00176.65N/AN/A0020
2024-03-05$62.14$0.0021.3%4.1%12.8%19.9%0.0%0.6%-1.1%108-12.1K-30.00172.72N/AN/A0020
2024-03-06$62.68$0.0025.1%4.2%13.0%25.8%0.0%4.2%-1.1%87-12.3K-30.00175.35N/AN/A0020
2024-03-07$63.31$0.0026.8%4.3%13.1%28.5%0.0%7.3%-1.1%67-12.5K-20.00175.26N/AN/A0020
2024-03-08$62.99$0.0026.6%4.2%13.4%28.3%0.0%3.7%-1.2%72-12.4K-20.00171.33N/AN/A0020
2024-03-11$62.92$0.0036.1%4.4%13.4%43.1%0.0%6.9%-1.5%79-12.4K-20.00174.49N/AN/A0020
2024-03-12$63.39$0.0038.0%4.3%13.5%46.2%0.0%7.3%-1.4%52-12.5K-10.00172.92N/AN/A0020
2024-03-13$63.37$0.0016.8%4.8%11.4%12.9%0.0%2.2%-3.2%61-12.5K-20.00174.73N/AN/A0020
2024-03-14$62.91$0.0014.8%4.3%11.3%9.7%0.0%2.5%-1.8%64-12.4K-20.00172.02N/AN/A0020
2024-03-15$62.80$0.0016.0%4.6%11.1%11.6%0.0%4.5%-1.6%86-12.3K-20.00178.11N/AN/A0020
2024-03-18$63.20$0.0016.5%4.7%11.2%12.4%0.0%2.7%-2.1%67-12.5K-20.00176.67N/AN/A2020
2024-03-19$63.39$0.0016.0%4.6%10.8%11.6%0.0%7.5%-1.9%52-12.6K-10.00175.00N/AN/A0020
2024-03-20$63.98$0.0015.5%4.4%11.1%10.8%0.0%3.6%-2.0%29-12.7K-10.00170.22N/AN/A0020
2024-03-21$64.48$0.0017.5%5.0%9.5%13.9%0.0%2.4%-3.6%30-12.8K-10.00171.46N/AN/A0020
2024-03-22$64.22$0.0016.3%4.7%9.7%12.0%0.0%1.1%-1.0%33-12.8K-10.00170.13N/AN/A0020
2024-03-25$64.06$0.0017.0%4.9%9.7%13.1%0.0%1.9%-2.3%40-12.7K-10.00172.21N/AN/A0020
2024-03-26$63.98$0.0017.1%4.9%9.8%13.4%0.0%1.0%-3.4%35-12.7K-10.00170.73N/AN/A0020
2024-03-27$64.50$0.0017.1%4.9%10.0%13.3%0.0%2.4%-0.5%23-12.9K-10.00169.25N/AN/A0020
2024-03-28$64.77$0.0016.9%4.8%9.9%12.9%0.0%1.0%-2.9%21-12.9K-10.00170.41N/AN/A0020