JHML Options History — October 2024 In October 2024, JHML traded between $68.66 and $70.72. ATM implied volatility averaged 18.2%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 8.8% (HV 20d: 9.4%). Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-02 : Highest Volume — 1 contracts2024-10-09 : Largest IV drop — 23.7% change2024-10-31 : Highest IV Rank — 39.4%2024-10-31 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $69.79 $68.66 $70.72 $69.03 $69.00 ATM IV 18.2% 15.6% 22.6% 19.1% 22.6% Expected Move 5.1% 4.5% 6.5% 5.5% 6.5% HV 20d 9.4% 8.2% 10.4% 9.6% 10.4% HV 60d 14.2% 11.0% 15.2% 15.0% 11.1% IV Rank 26.8% 19.4% 39.4% 29.5% 39.4% IV Percentile 44.8% 12.7% 81.7% 57.1% 81.7% Term Structure -3.3% -6.6% -0.8% -3.1% -5.9% VWIV 17.7% 17.7% 17.7% 17.7% 17.7% Skew 25d 3.5% -1.3% 6.5% 6.5% 1.8% Skew 10d 4.1% 1.7% 10.9% 10.9% 1.7% Call IV 25d 13.9% 11.4% 18.7% 12.1% 18.7% Put IV 25d 17.4% 15.5% 20.5% 18.7% 20.5% Bid-Ask Spread % 151.20 147.24 165.35 165.35 150.32 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 407 0 990 0 0 Net DEX -2.3K -5.5K 0 0 0 Net VEX -2 -5 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.043 0 1 0 0 Total OI 0.522 0 1 0 0
Daily Data (23 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 2024-10-01 $69.03 $0.00 19.1% 5.5% 9.6% 29.5% 0.0% 6.5% -3.1% 0 0 0 0.00 165.35 N/A N/A 0 0 0 0 2024-10-02 $69.00 $0.00 17.5% 5.0% 9.6% 24.8% 17.7% -1.3% -1.9% 0 0 0 0.00 158.71 N/A N/A 1 0 0 0 2024-10-03 $68.66 $0.00 17.5% 4.7% 9.6% 24.9% 0.0% 3.8% -2.9% 781 -2.9K -5 0.00 150.92 N/A N/A 0 0 1 0 2024-10-04 $69.32 $0.00 18.9% 4.6% 8.2% 29.0% 0.0% 4.4% -1.8% 801 -3.7K -5 0.00 149.47 N/A N/A 0 0 1 0 2024-10-07 $68.69 $0.00 17.9% 4.7% 8.9% 26.1% 0.0% 3.2% -3.0% 972 -2.7K -5 0.00 149.79 N/A N/A 0 0 1 0 2024-10-08 $69.26 $0.00 20.4% 4.8% 9.2% 33.2% 0.0% 4.8% -3.0% 990 -3.6K -4 0.00 150.90 N/A N/A 0 0 1 0 2024-10-09 $69.70 $0.00 15.6% 4.5% 9.3% 19.4% 0.0% 4.5% -0.8% 960 -4.1K -4 0.00 149.23 N/A N/A 0 0 1 0 2024-10-10 $69.47 $0.00 16.7% 4.8% 9.0% 22.7% 0.0% 3.7% -3.8% 734 -4.1K -4 0.00 151.53 N/A N/A 0 0 1 0 2024-10-11 $70.17 $0.00 16.1% 4.6% 9.3% 20.9% 0.0% 5.7% -2.7% 720 -5.0K -3 0.00 149.52 N/A N/A 0 0 1 0 2024-10-14 $70.69 $0.00 16.1% 4.6% 9.5% 20.9% 0.0% 4.3% -2.0% 622 -5.4K -2 0.00 148.48 N/A N/A 0 0 1 0 2024-10-15 $70.21 $0.00 16.8% 4.8% 9.9% 22.9% 0.0% 1.8% -4.4% 775 -5.1K -2 0.00 147.24 N/A N/A 0 0 1 0 2024-10-16 $70.60 $0.00 16.4% 4.7% 10.0% 21.9% 0.0% 4.3% -2.7% 670 -5.4K -2 0.00 150.11 N/A N/A 0 0 1 0 2024-10-17 $70.56 $0.00 16.7% 4.8% 8.9% 22.8% 0.0% 2.6% -2.3% 678 -5.4K -1 0.00 150.91 N/A N/A 0 0 1 0 2024-10-18 $70.72 $0.00 16.5% 4.7% 8.8% 22.2% 0.0% 3.1% -2.8% 650 -5.5K 0 0.00 150.61 N/A N/A 0 0 1 0 2024-10-21 $70.33 $0.00 17.3% 5.0% 9.2% 24.3% 0.0% 3.2% -2.7% 0 0 0 0.00 148.96 N/A N/A 0 0 0 0 2024-10-22 $70.31 $0.00 17.8% 5.1% 9.2% 25.8% 0.0% 4.3% -3.5% 0 0 0 0.00 151.74 N/A N/A 0 0 0 0 2024-10-23 $69.78 $0.00 17.8% 5.1% 9.5% 25.8% 0.0% 2.8% -3.2% 0 0 0 0.00 148.73 N/A N/A 0 0 0 0 2024-10-24 $69.85 $0.00 18.9% 5.4% 9.3% 29.0% 0.0% 3.6% -3.7% 0 0 0 0.00 151.30 N/A N/A 0 0 0 0 2024-10-25 $69.70 $0.00 18.3% 5.2% 9.4% 27.1% 0.0% 1.9% -3.9% 0 0 0 0.00 148.15 N/A N/A 0 0 0 0 2024-10-28 $70.07 $0.00 20.7% 5.9% 9.5% 34.0% 0.0% 4.1% -5.6% 0 0 0 0.00 153.41 N/A N/A 0 0 0 0 2024-10-29 $70.06 $0.00 20.3% 5.8% 9.4% 32.8% 0.0% 4.5% -4.5% 0 0 0 0.00 150.62 N/A N/A 0 0 0 0 2024-10-30 $69.88 $0.00 21.6% 6.2% 9.5% 36.5% 0.0% 2.9% -6.6% 0 0 0 0.00 151.62 N/A N/A 0 0 0 0 2024-10-31 $69.00 $0.00 22.6% 6.5% 10.4% 39.4% 0.0% 1.8% -5.9% 0 0 0 0.00 150.32 N/A N/A 0 0 0 0
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