JHML Options History — July 2024 In July 2024, JHML traded between $64.89 and $67.64. ATM implied volatility averaged 17.6%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 9.1% (HV 20d: 8.5%). Max pain ranged from $64.00 to $64.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 35.6% change2024-07-09 : Highest IV Rank — 35.3%2024-07-03 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $66.11 $64.89 $67.64 $64.89 $66.81 Max Pain $64.00 $64.00 $64.00 $64.00 $64.00 ATM IV 17.6% 13.8% 21.8% 18.0% 19.6% Expected Move 4.8% 3.9% 5.9% 5.2% 5.6% HV 20d 8.5% 6.3% 12.3% 6.6% 12.3% HV 60d 8.7% 7.9% 9.3% 9.3% 9.1% IV Rank 24.0% 14.0% 35.3% 25.1% 29.4% IV Percentile 37.6% 4.4% 78.2% 39.7% 60.7% Term Structure -3.4% -5.6% -1.0% -4.4% -5.6% Skew 25d 1.8% -0.2% 3.8% 0.3% 3.5% Skew 10d 2.6% 0.5% 4.9% 0.8% 3.8% Call IV 25d 13.1% 10.0% 15.7% 14.7% 15.5% Put IV 25d 14.9% 12.6% 19.0% 15.0% 19.0% Bid-Ask Spread % 140.75 131.60 175.20 172.81 134.48 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -3.1K -3.8K -1.9K -3.6K -2.8K Net DEX 11.6K 4.9K 17.6K 17.6K 8.2K Net VEX -44 -68 -25 -68 -27 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8 8 8 8 8
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 2024-07-01 $64.89 $0.00 18.0% 5.2% 6.6% 25.1% 0.0% 0.3% -4.4% -3.6K 17.6K -68 0.00 172.81 N/A N/A 0 0 0 8 2024-07-02 $65.25 $0.00 18.4% 5.3% 6.8% 26.2% 0.0% 1.9% -4.1% -3.5K 15.6K -64 0.00 174.34 N/A N/A 0 0 0 8 2024-07-03 $65.43 $0.00 20.7% 5.9% 6.8% 32.3% 0.0% 0.8% -5.6% -3.4K 14.9K -61 0.00 175.20 N/A N/A 0 0 0 8 2024-07-05 $65.67 $64.00 18.6% 3.9% 6.3% 26.9% 0.0% 3.1% -1.2% -3.3K 13.4K -56 0.00 137.23 N/A N/A 0 0 0 8 2024-07-08 $65.75 $64.00 21.6% 4.1% 6.3% 34.8% 0.0% 1.9% -2.3% -3.3K 13.3K -54 0.00 137.73 N/A N/A 0 0 0 8 2024-07-09 $65.75 $64.00 21.8% 4.2% 6.3% 35.3% 0.0% 1.4% -2.5% -3.3K 13.3K -54 0.00 138.10 N/A N/A 0 0 0 8 2024-07-10 $66.22 $64.00 14.0% 4.0% 6.6% 14.5% 0.0% 2.8% -1.0% -3.1K 10.6K -46 0.00 136.69 N/A N/A 0 0 0 8 2024-07-11 $66.38 $64.00 14.9% 4.3% 6.6% 16.9% 0.0% 1.2% -3.3% -3.0K 10.0K -45 0.00 135.31 N/A N/A 0 0 0 8 2024-07-12 $66.91 $64.00 13.8% 4.0% 6.8% 14.0% 0.0% 2.6% -2.1% -2.5K 7.2K -37 0.00 133.19 N/A N/A 0 0 0 8 2024-07-15 $66.92 $64.00 15.0% 4.3% 6.8% 17.0% 0.0% 0.4% -1.9% -2.6K 7.9K -36 0.00 135.48 N/A N/A 0 0 0 8 2024-07-16 $67.64 $64.00 14.4% 4.1% 7.2% 15.1% 0.0% 3.8% -2.6% -1.9K 4.9K -25 0.00 134.13 N/A N/A 0 0 0 8 2024-07-17 $66.97 $64.00 15.9% 4.6% 7.8% 19.4% 0.0% 0.4% -2.9% -2.5K 7.8K -35 0.00 135.29 N/A N/A 0 0 0 8 2024-07-18 $66.40 $64.00 14.8% 4.2% 8.5% 16.3% 0.0% 0.8% -2.2% -3.0K 9.3K -38 0.00 131.60 N/A N/A 0 0 0 8 2024-07-19 $65.89 $64.00 17.1% 4.9% 9.0% 22.5% 0.0% 0.9% -3.7% -3.3K 12.9K -47 0.00 135.13 N/A N/A 0 0 0 8 2024-07-22 $66.56 $64.00 16.1% 4.6% 9.6% 19.8% 0.0% 3.7% -2.4% -2.9K 9.3K -36 0.00 135.92 N/A N/A 0 0 0 8 2024-07-23 $66.46 $64.00 18.9% 5.4% 9.6% 27.3% 0.0% 2.1% -5.1% -3.0K 10.3K -38 0.00 137.16 N/A N/A 0 0 0 8 2024-07-24 $65.31 $64.00 17.7% 5.1% 11.5% 24.1% 0.0% -0.2% -3.0% -3.8K 15.8K -45 0.00 135.27 N/A N/A 0 0 0 8 2024-07-25 $65.36 $64.00 17.9% 5.1% 11.2% 24.6% 0.0% 0.7% -3.9% -3.8K 15.4K -44 0.00 133.89 N/A N/A 0 0 0 8 2024-07-26 $65.90 $64.00 18.4% 5.3% 11.5% 26.0% 0.0% 2.7% -4.2% -3.4K 12.8K -39 0.00 135.48 N/A N/A 0 0 0 8 2024-07-29 $66.07 $64.00 19.8% 5.7% 11.5% 29.9% 0.0% 2.8% -5.5% -3.3K 12.0K -36 0.00 136.53 N/A N/A 0 0 0 8 2024-07-30 $65.89 $64.00 20.2% 5.8% 11.5% 30.9% 0.0% 1.8% -5.3% -3.5K 12.8K -35 0.00 135.56 N/A N/A 0 0 0 8 2024-07-31 $66.81 $64.00 19.6% 5.6% 12.3% 29.4% 0.0% 3.5% -5.6% -2.8K 8.2K -27 0.00 134.48 N/A N/A 0 0 0 8
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