JHML Options History — August 2024 In August 2024, JHML traded between $62.52 and $67.92. ATM implied volatility averaged 22.9%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 3.1% (HV 20d: 19.8%). 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 1 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 61.2% change2024-08-06 : Highest IV Rank — 94.7%2024-08-06 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $65.90 $62.52 $67.92 $65.57 $67.92 Max Pain $64.00 $64.00 $64.00 $64.00 $64.00 ATM IV 22.9% 15.2% 43.8% 18.0% 17.1% Expected Move 5.1% 4.4% 7.6% 5.2% 4.9% HV 20d 19.8% 14.2% 21.6% 14.2% 16.8% HV 60d 13.3% 9.9% 14.0% 9.9% 13.8% IV Rank 38.2% 17.5% 94.7% 24.9% 22.4% IV Percentile 47.3% 7.9% 99.6% 38.5% 29.0% Term Structure -3.1% -9.6% 4.0% -5.1% -3.4% Skew 25d 4.1% -1.5% 7.7% -1.5% 4.4% Skew 10d 5.6% -0.7% 9.5% -0.1% 9.5% Call IV 25d 13.1% 8.2% 20.8% 18.3% 11.6% Put IV 25d 17.2% 14.3% 26.7% 16.7% 16.0% Bid-Ask Spread % 162.84 134.59 183.74 135.46 163.29 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -2.1K -5.2K 0 -4.0K 0 Net DEX 10.6K 0 30.5K 11.1K 0 Net VEX -13 -40 0 -31 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.364 0 8 8 0
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 2024-08-01 $65.57 $64.00 18.0% 5.2% 14.2% 24.9% 0.0% -1.5% -5.1% -4.0K 11.1K -31 0.00 135.46 N/A N/A 0 0 0 8 2024-08-02 $64.25 $64.00 23.9% 6.8% 15.8% 40.8% 0.0% 0.8% -7.1% -4.1K 22.7K -40 0.00 134.59 N/A N/A 0 0 0 8 2024-08-05 $62.52 $0.00 38.5% 6.9% 18.3% 80.2% 0.0% 3.8% -4.2% -2.8K 30.5K -33 0.00 169.20 N/A N/A 0 0 0 8 2024-08-06 $63.71 $0.00 43.8% 7.6% 19.8% 94.7% 0.0% 7.7% -9.6% -2.7K 25.5K -34 0.00 183.74 N/A N/A 0 0 0 8 2024-08-07 $63.08 $0.00 26.2% 5.1% 19.8% 47.1% 0.0% 1.1% -5.2% -4.3K 30.5K -30 0.00 149.53 N/A N/A 0 0 0 8 2024-08-08 $64.21 $0.00 38.2% 6.4% 21.0% 79.5% 0.0% 7.2% -2.4% -3.5K 23.5K -30 0.00 175.61 N/A N/A 0 0 0 8 2024-08-09 $64.45 $0.00 28.7% 5.0% 20.8% 53.8% 0.0% 4.6% -2.5% -4.9K 21.3K -28 0.00 160.92 N/A N/A 0 0 0 8 2024-08-12 $64.23 $0.00 36.7% 5.0% 20.8% 75.5% 0.0% 2.5% -2.7% -5.2K 23.1K -21 0.00 165.14 N/A N/A 0 0 0 8 2024-08-13 $65.20 $0.00 39.1% 4.7% 21.2% 82.0% 0.0% 5.5% -2.0% -4.8K 15.7K -17 0.00 165.35 N/A N/A 0 0 0 8 2024-08-14 $65.47 $0.00 16.4% 4.7% 21.0% 20.7% 0.0% 3.3% -2.9% -4.5K 13.9K -13 0.00 167.62 N/A N/A 0 0 0 8 2024-08-15 $66.50 $0.00 15.5% 4.4% 21.6% 18.2% 0.0% 5.3% 4.0% -3.3K 7.0K -6 0.00 166.56 N/A N/A 0 0 0 8 2024-08-16 $66.60 $0.00 15.2% 4.4% 21.5% 17.5% 0.0% 4.7% -1.5% -3.2K 7.5K -1 0.00 167.82 N/A N/A 0 0 0 8 2024-08-19 $67.05 $0.00 15.3% 4.4% 21.3% 17.5% 0.0% 6.6% -1.3% 0 0 0 0.00 166.48 N/A N/A 0 0 0 0 2024-08-20 $66.99 $0.00 15.8% 4.5% 21.3% 19.1% 0.0% 5.3% -2.2% 0 0 0 0.00 166.54 N/A N/A 0 0 0 0 2024-08-21 $67.31 $0.00 16.2% 4.6% 20.2% 20.0% 0.0% 7.7% -1.6% 0 0 0 0.00 165.66 N/A N/A 0 0 0 0 2024-08-22 $66.94 $0.00 16.1% 4.6% 20.4% 19.7% 0.0% 3.0% -3.0% 0 0 0 0.00 162.88 N/A N/A 0 0 0 0 2024-08-23 $67.64 $0.00 16.0% 4.6% 20.5% 19.4% 0.0% 4.2% -2.3% 0 0 0 0.00 163.70 N/A N/A 0 0 0 0 2024-08-26 $67.62 $0.00 16.7% 4.8% 20.5% 21.5% 0.0% 3.4% -3.3% 0 0 0 0.00 162.84 N/A N/A 0 0 0 0 2024-08-27 $67.67 $0.00 16.9% 4.8% 20.5% 21.9% 0.0% 4.5% -3.0% 0 0 0 0.00 165.19 N/A N/A 0 0 0 0 2024-08-28 $67.41 $0.00 17.1% 4.9% 20.0% 22.6% 0.0% 2.4% -2.6% 0 0 0 0.00 162.60 N/A N/A 0 0 0 0 2024-08-29 $67.56 $0.00 16.7% 4.8% 18.7% 21.4% 0.0% 2.7% -3.5% 0 0 0 0.00 161.77 N/A N/A 0 0 0 0 2024-08-30 $67.92 $0.00 17.1% 4.9% 16.8% 22.4% 0.0% 4.4% -3.4% 0 0 0 0.00 163.29 N/A N/A 0 0 0 0
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