JHML Options History — April 2024 In April 2024, JHML traded between $61.05 and $64.49. ATM implied volatility averaged 18.8%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 7.8% (HV 20d: 11.0%). Max pain ranged from $54.00 to $54.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-04-10 : Largest IV drop — 28.7% change2024-04-08 : Highest IV Rank — 24.4%2024-04-03 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $62.81 $61.05 $64.49 $64.49 $62.05 Max Pain $54.00 $54.00 $54.00 $54.00 $54.00 ATM IV 18.8% 15.4% 24.2% 19.6% 19.9% Expected Move 5.1% 4.2% 5.8% 5.6% 5.7% HV 20d 11.0% 9.2% 12.4% 9.9% 12.4% HV 60d 11.5% 10.7% 12.1% 10.7% 11.7% IV Rank 16.0% 10.6% 24.4% 17.2% 17.6% IV Percentile 47.3% 13.9% 86.1% 56.3% 61.5% Term Structure -3.4% -5.8% 2.2% -5.4% -5.2% Skew 25d 2.1% -1.9% 4.4% 0.4% -0.5% Skew 10d 1.5% 0.5% 3.2% 2.3% 0.8% Call IV 25d 14.0% 11.4% 17.3% 15.1% 17.3% Put IV 25d 16.1% 11.7% 19.0% 15.5% 16.8% Bid-Ask Spread % 141.29 130.79 172.09 169.57 138.00 Gamma HHI 0.71 0.65 0.76 0.70 0.76 Net GEX 55 21 146 22 52 Net DEX -12.4K -12.9K -11.8K -12.9K -12.3K Net VEX -1 -2 0 0 -1 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 (22 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 2024-04-01 $64.49 $0.00 19.6% 5.6% 9.9% 17.2% 0.0% 0.4% -5.4% 22 -12.9K 0 0.00 169.57 N/A N/A 0 0 2 0 2024-04-02 $64.01 $0.00 19.5% 5.6% 10.4% 17.0% 0.0% 3.8% -4.3% 37 -12.7K -1 0.00 172.09 N/A N/A 0 0 2 0 2024-04-03 $64.15 $0.00 20.3% 5.8% 9.2% 18.2% 0.0% 2.0% -5.0% 28 -12.8K -1 0.00 170.63 N/A N/A 0 0 2 0 2024-04-04 $63.44 $54.00 18.6% 4.2% 9.9% 15.7% 0.0% -1.9% -3.2% 26 -12.6K 0 0.00 130.79 N/A N/A 0 0 2 0 2024-04-05 $64.00 $54.00 20.5% 4.3% 9.7% 18.6% 0.0% 3.1% -2.2% 25 -12.8K 0 0.00 135.21 N/A N/A 0 0 2 0 2024-04-08 $64.08 $54.00 24.2% 4.5% 9.5% 24.4% 0.0% 3.3% -2.5% 28 -12.8K 0 0.00 137.64 N/A N/A 0 0 2 0 2024-04-09 $63.98 $54.00 22.8% 4.4% 9.5% 22.2% 0.0% 2.9% -2.6% 21 -12.8K 0 0.00 134.79 N/A N/A 0 0 2 0 2024-04-10 $63.39 $54.00 16.2% 4.6% 9.8% 11.9% 0.0% 2.8% -3.0% 38 -12.6K -1 0.00 136.53 N/A N/A 0 0 2 0 2024-04-11 $63.75 $54.00 15.4% 4.4% 10.0% 10.6% 0.0% 4.4% -2.7% 23 -12.7K 0 0.00 135.15 N/A N/A 0 0 2 0 2024-04-12 $62.70 $54.00 16.4% 4.7% 11.4% 12.1% 0.0% 1.1% -2.5% 55 -12.4K -1 0.00 135.40 N/A N/A 0 0 2 0 2024-04-15 $61.98 $54.00 16.0% 4.6% 12.1% 11.5% 0.0% -0.9% -2.5% 81 -12.2K -1 0.00 135.47 N/A N/A 0 0 2 0 2024-04-16 $61.92 $54.00 18.0% 5.2% 11.8% 14.7% 0.0% 3.5% -4.2% 103 -12.1K -2 0.00 138.65 N/A N/A 0 0 2 0 2024-04-17 $61.55 $54.00 17.8% 5.1% 11.8% 14.4% 0.0% 2.7% -3.7% 110 -12.0K -2 0.00 136.37 N/A N/A 0 0 2 0 2024-04-18 $61.43 $54.00 18.0% 5.2% 11.1% 14.7% 0.0% 2.2% 2.2% 110 -12.0K -2 0.00 137.13 N/A N/A 0 0 2 0 2024-04-19 $61.05 $54.00 18.5% 5.3% 10.6% 15.5% 0.0% 1.6% -3.4% 146 -11.8K -2 0.00 138.28 N/A N/A 0 0 2 0 2024-04-22 $61.70 $54.00 18.3% 5.3% 11.6% 15.2% 0.0% 2.7% -3.9% 79 -12.2K -1 0.00 136.84 N/A N/A 0 0 2 0 2024-04-23 $62.34 $54.00 18.1% 5.2% 12.4% 14.9% 0.0% 3.5% -3.1% 50 -12.4K -1 0.00 137.57 N/A N/A 0 0 2 0 2024-04-24 $62.36 $54.00 18.3% 5.3% 12.4% 15.2% 0.0% 2.4% -3.2% 49 -12.4K -1 0.00 138.37 N/A N/A 0 0 2 0 2024-04-25 $62.10 $54.00 18.7% 5.3% 11.9% 15.7% 0.0% 2.7% -3.4% 56 -12.3K -1 0.00 136.23 N/A N/A 0 0 2 0 2024-04-26 $62.59 $54.00 18.9% 5.4% 12.2% 16.1% 0.0% 3.2% -4.1% 40 -12.4K 0 0.00 138.72 N/A N/A 0 0 2 0 2024-04-29 $62.66 $54.00 20.2% 5.8% 12.2% 18.1% 0.0% 1.9% -5.8% 39 -12.5K 0 0.00 138.95 N/A N/A 0 0 2 0 2024-04-30 $62.05 $54.00 19.9% 5.7% 12.4% 17.6% 0.0% -0.5% -5.2% 52 -12.3K -1 0.00 138.00 N/A N/A 0 0 2 0
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