JHML Options History — June 2024 In June 2024, JHML traded between $63.91 and $65.66. ATM implied volatility averaged 18.4%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 11.0% (HV 20d: 7.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2024-06-11 : Highest Volume — 8 contracts2024-06-12 : Largest IV drop — 39.0% change2024-06-10 : Highest IV Rank — 43.2%2024-06-04 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $64.92 $63.91 $65.66 $63.91 $65.05 ATM IV 18.4% 11.8% 24.7% 19.4% 17.0% Expected Move 4.7% 3.4% 5.9% 5.6% 4.9% HV 20d 7.4% 6.6% 8.0% 7.7% 6.6% HV 60d 9.8% 9.6% 10.1% 10.0% 9.6% IV Rank 22.6% 8.6% 43.2% 16.9% 22.5% IV Percentile 42.1% 5.2% 87.3% 56.7% 26.2% Term Structure -2.3% -5.0% 5.1% -4.4% -3.7% Skew 25d 1.6% -0.2% 6.3% 1.3% 1.4% Skew 10d 1.7% -1.0% 3.5% 0.7% 0.7% Call IV 25d 13.4% 7.8% 20.6% 15.2% 13.1% Put IV 25d 15.0% 12.5% 20.8% 16.5% 14.5% Bid-Ask Spread % 174.65 165.59 178.64 165.59 170.18 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -2.4K -5.8K 0 0 -3.9K Net DEX 10.9K 0 20.6K 0 15.8K Net VEX -47 -83 0 0 -67 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.842 0 8 0 8 Total OI 5.053 0 8 0 8
Daily Data (19 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 2024-06-03 $63.91 $0.00 19.4% 5.6% 7.7% 16.9% 0.0% 1.3% -4.4% 0 0 0 0.00 165.59 N/A N/A 0 0 0 0 2024-06-04 $63.94 $0.00 20.6% 5.9% 7.3% 18.8% 0.0% 2.4% -5.0% 0 0 0 0.00 169.30 N/A N/A 0 0 0 0 2024-06-05 $64.50 $0.00 20.1% 5.8% 7.8% 18.0% 0.0% 3.2% -4.3% 0 0 0 0.00 168.12 N/A N/A 0 0 0 0 2024-06-06 $64.46 $0.00 22.9% 4.4% 7.8% 22.5% 0.0% 2.0% -2.0% 0 0 0 0.00 178.63 N/A N/A 0 0 0 0 2024-06-07 $64.42 $0.00 23.5% 4.3% 7.6% 23.4% 0.0% 1.4% -1.4% 0 0 0 0.00 178.64 N/A N/A 0 0 0 0 2024-06-10 $64.57 $0.00 24.7% 4.2% 7.6% 43.2% 0.0% 2.2% -1.4% 0 0 0 0.00 178.32 N/A N/A 0 0 0 0 2024-06-11 $64.55 $0.00 24.4% 4.1% 7.6% 42.5% 0.0% 2.3% -1.1% 0 0 0 0.00 177.24 N/A N/A 0 8 0 0 2024-06-12 $64.97 $0.00 14.9% 4.3% 7.7% 16.8% 0.0% 0.2% -1.5% -3.2K 19.8K -83 0.00 175.95 N/A N/A 0 0 0 8 2024-06-13 $65.08 $0.00 15.1% 4.3% 6.9% 17.3% 0.0% 1.5% -2.2% -3.2K 19.2K -82 0.00 177.93 N/A N/A 0 0 0 8 2024-06-14 $64.81 $0.00 11.8% 3.4% 7.1% 8.6% 0.0% 2.1% 5.1% -3.2K 20.6K -82 0.00 178.58 N/A N/A 0 0 0 8 2024-06-17 $65.47 $0.00 14.9% 4.3% 8.0% 16.9% 0.0% 6.3% -1.8% -3.3K 17.2K -77 0.00 172.03 N/A N/A 0 0 0 8 2024-06-18 $65.55 $0.00 17.0% 4.9% 8.0% 22.4% 0.0% 1.1% -2.2% -3.6K 15.9K -74 0.00 177.66 N/A N/A 0 0 0 8 2024-06-20 $65.53 $0.00 17.7% 5.1% 8.0% 24.4% 0.0% 1.4% -2.6% -3.1K 17.5K -76 0.00 174.86 N/A N/A 0 0 0 8 2024-06-21 $65.43 $0.00 16.8% 4.8% 7.8% 22.0% 0.0% 1.4% -1.8% -3.8K 16.3K -72 0.00 175.76 N/A N/A 0 0 0 8 2024-06-24 $65.66 $0.00 17.0% 4.9% 7.0% 22.6% 0.0% 0.8% -2.9% -3.6K 15.4K -67 0.00 174.10 N/A N/A 0 0 0 8 2024-06-25 $65.44 $0.00 17.8% 5.1% 6.9% 24.6% 0.0% 0.2% -3.3% -3.0K 18.4K -73 0.00 174.90 N/A N/A 0 0 0 8 2024-06-26 $64.97 $0.00 17.3% 5.0% 7.2% 23.2% 0.0% -0.2% -3.7% -5.8K 16.1K -69 0.00 175.52 N/A N/A 0 0 0 8 2024-06-27 $65.12 $0.00 17.3% 4.9% 6.8% 23.2% 0.0% -0.2% -3.7% -5.5K 15.0K -65 0.00 175.00 N/A N/A 0 0 0 8 2024-06-28 $65.05 $0.00 17.0% 4.9% 6.6% 22.5% 0.0% 1.4% -3.7% -3.9K 15.8K -67 0.00 170.18 N/A N/A 0 8 0 8
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