JHML Options History — September 2024 In September 2024, JHML traded between $65.48 and $69.28. ATM implied volatility averaged 18.6%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 6.1% (HV 20d: 12.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-09-26 : Largest IV spike — 40.8% change2024-09-10 : Highest IV Rank — 44.2%2024-09-26 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $67.75 $65.48 $69.28 $66.69 $69.28 ATM IV 18.6% 15.1% 25.1% 19.3% 18.3% Expected Move 5.0% 4.3% 6.7% 5.5% 5.2% HV 20d 12.5% 11.6% 14.9% 14.9% 11.8% HV 60d 14.8% 14.4% 15.0% 14.4% 14.9% IV Rank 27.4% 17.2% 44.2% 28.4% 27.1% IV Percentile 43.5% 7.9% 89.3% 57.1% 46.8% Term Structure -2.4% -12.1% 1.3% -4.8% -2.8% Skew 25d 4.2% 0.5% 7.5% 1.4% 7.5% Skew 10d 7.3% 2.0% 10.5% 7.2% 10.5% Call IV 25d 11.9% 9.0% 16.8% 15.2% 10.4% Put IV 25d 16.1% 14.1% 19.1% 16.6% 17.9% Bid-Ask Spread % 168.45 160.63 184.75 161.22 166.64 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (20 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 2024-09-03 $66.69 $0.00 19.3% 5.5% 14.9% 28.4% 0.0% 1.4% -4.8% 0 0 0 0.00 161.22 N/A N/A 0 0 0 0 2024-09-04 $66.71 $0.00 20.5% 5.9% 13.7% 31.8% 0.0% 2.9% -4.8% 0 0 0 0.00 163.79 N/A N/A 0 0 0 0 2024-09-05 $66.36 $0.00 20.9% 4.6% 13.2% 32.8% 0.0% 3.0% -1.2% 0 0 0 0.00 169.30 N/A N/A 0 0 0 0 2024-09-06 $65.48 $0.00 20.7% 4.5% 13.1% 32.2% 0.0% 0.5% -1.5% 0 0 0 0.00 160.63 N/A N/A 0 0 0 0 2024-09-09 $66.05 $0.00 24.6% 4.8% 13.3% 42.7% 0.0% 3.9% -1.4% 0 0 0 0.00 168.34 N/A N/A 0 0 0 0 2024-09-10 $66.19 $0.00 25.1% 4.8% 13.2% 44.2% 0.0% 4.7% -1.3% 0 0 0 0.00 167.43 N/A N/A 0 0 0 0 2024-09-11 $66.50 $0.00 15.1% 4.3% 12.3% 17.2% 0.0% 5.5% 1.3% 0 0 0 0.00 166.39 N/A N/A 0 0 0 0 2024-09-12 $67.17 $0.00 15.4% 4.4% 12.7% 17.9% 0.0% 4.4% -0.6% 0 0 0 0.00 167.48 N/A N/A 0 0 0 0 2024-09-13 $67.65 $0.00 15.6% 4.5% 11.7% 19.5% 0.0% 5.0% -1.0% 0 0 0 0.00 171.40 N/A N/A 0 0 0 0 2024-09-16 $67.94 $0.00 16.3% 4.7% 11.8% 21.5% 0.0% 6.6% -1.7% 0 0 0 0.00 171.16 N/A N/A 0 0 0 0 2024-09-17 $67.92 $0.00 16.1% 4.6% 11.6% 20.9% 0.0% 4.3% -1.7% 0 0 0 0.00 167.09 N/A N/A 0 0 0 0 2024-09-18 $67.96 $0.00 21.4% 6.1% 11.6% 35.9% 0.0% 5.9% -12.1% 0 0 0 0.00 184.75 N/A N/A 0 0 0 0 2024-09-19 $68.95 $0.00 15.6% 4.5% 12.5% 19.5% 0.0% 3.2% -1.8% 0 0 0 0.00 166.13 N/A N/A 0 0 0 0 2024-09-20 $68.84 $0.00 15.9% 4.6% 12.3% 20.3% 0.0% 5.6% -1.0% 0 0 0 0.00 167.16 N/A N/A 0 0 0 0 2024-09-23 $68.95 $0.00 16.6% 4.8% 11.8% 22.4% 0.0% 5.8% -2.0% 0 0 0 0.00 168.05 N/A N/A 0 0 0 0 2024-09-24 $69.06 $0.00 16.9% 4.9% 11.8% 23.3% 0.0% 6.1% -1.6% 0 0 0 0.00 168.44 N/A N/A 0 0 0 0 2024-09-25 $68.80 $0.00 16.6% 4.8% 11.9% 22.4% 0.0% 3.3% -2.4% 0 0 0 0.00 166.49 N/A N/A 0 0 0 0 2024-09-26 $69.20 $0.00 23.4% 6.7% 11.9% 41.7% 0.0% 2.3% -4.1% 0 0 0 0.00 179.01 N/A N/A 0 0 0 0 2024-09-27 $69.27 $0.00 17.8% 5.1% 11.9% 25.9% 0.0% 2.5% -2.3% 0 0 0 0.00 168.07 N/A N/A 0 0 0 0 2024-09-30 $69.28 $0.00 18.3% 5.2% 11.8% 27.1% 0.0% 7.5% -2.8% 0 0 0 0.00 166.64 N/A N/A 0 0 0 0
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