JHML Options History — November 2024 In November 2024, JHML traded between $68.85 and $73.38. ATM implied volatility averaged 19.7%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 6.3% (HV 20d: 13.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 58.6% change2024-11-11 : Highest IV Rank — 73.7%2024-11-01 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $71.63 $68.85 $73.38 $69.01 $73.38 ATM IV 19.7% 14.0% 34.6% 22.9% 16.1% Expected Move 4.4% 3.9% 6.6% 6.6% 4.6% HV 20d 13.4% 9.3% 14.5% 9.8% 13.5% HV 60d 11.5% 10.6% 12.0% 10.6% 11.3% IV Rank 30.3% 11.0% 73.7% 40.3% 13.2% IV Percentile 40.7% 1.2% 96.0% 82.9% 21.4% Term Structure -2.0% -7.1% -0.6% -7.1% -2.3% Skew 25d 2.8% 0.7% 6.1% 2.0% 6.1% Skew 10d 3.7% 0.7% 9.0% 1.3% 9.0% Call IV 25d 12.2% 7.5% 18.7% 18.7% 8.8% Put IV 25d 15.0% 12.9% 20.7% 20.7% 14.9% Bid-Ask Spread % 166.35 151.43 171.49 151.43 167.78 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 2024-11-01 $69.01 $0.00 22.9% 6.6% 9.8% 40.3% 0.0% 2.0% -7.1% 0 0 0 0.00 151.43 N/A N/A 0 0 0 0 2024-11-04 $68.85 $0.00 25.4% 4.7% 9.3% 47.3% 0.0% 3.5% -1.8% 0 0 0 0.00 165.75 N/A N/A 0 0 0 0 2024-11-05 $69.54 $0.00 24.6% 4.4% 9.5% 45.2% 0.0% 4.4% -0.6% 0 0 0 0.00 167.96 N/A N/A 0 0 0 0 2024-11-06 $71.63 $0.00 23.0% 4.0% 14.0% 40.5% 0.0% 1.9% -1.5% 0 0 0 0.00 171.49 N/A N/A 0 0 0 0 2024-11-07 $72.00 $0.00 23.5% 4.0% 14.0% 42.0% 0.0% 1.9% -1.6% 0 0 0 0.00 169.76 N/A N/A 0 0 0 0 2024-11-08 $72.23 $0.00 23.4% 3.9% 13.6% 41.8% 0.0% 5.7% -1.5% 0 0 0 0.00 168.19 N/A N/A 0 0 0 0 2024-11-11 $72.44 $0.00 34.6% 4.5% 13.5% 73.7% 0.0% 1.3% -4.4% 0 0 0 0.00 168.26 N/A N/A 0 0 0 0 2024-11-12 $72.21 $0.00 34.4% 4.0% 13.2% 73.0% 0.0% 2.1% -1.5% 0 0 0 0.00 164.70 N/A N/A 0 0 0 0 2024-11-13 $72.27 $0.00 14.2% 4.1% 13.2% 15.6% 0.0% 2.9% -1.5% 0 0 0 0.00 167.19 N/A N/A 0 0 0 0 2024-11-14 $71.64 $0.00 14.0% 4.0% 13.6% 14.9% 0.0% 0.7% -1.2% 0 0 0 0.00 166.12 N/A N/A 0 0 0 0 2024-11-15 $70.72 $0.00 14.5% 4.2% 14.4% 16.4% 0.0% 0.7% -1.1% 0 0 0 0.00 166.29 N/A N/A 0 0 0 0 2024-11-18 $71.10 $0.00 15.4% 4.4% 14.4% 19.0% 0.0% 3.3% -1.5% 0 0 0 0.00 168.09 N/A N/A 0 0 0 0 2024-11-19 $71.16 $0.00 14.9% 4.3% 14.4% 17.5% 0.0% 3.6% -0.8% 0 0 0 0.00 164.95 N/A N/A 0 0 0 0 2024-11-20 $71.24 $0.00 15.7% 4.5% 14.1% 19.9% 0.0% 3.6% -1.6% 0 0 0 0.00 166.79 N/A N/A 0 0 0 0 2024-11-21 $72.04 $0.00 14.8% 4.2% 14.5% 17.1% 0.0% 3.8% -1.8% 0 0 0 0.00 163.06 N/A N/A 0 0 0 0 2024-11-22 $72.34 $0.00 16.0% 4.6% 14.5% 20.7% 0.0% 2.6% -2.4% 0 0 0 0.00 168.70 N/A N/A 0 0 0 0 2024-11-25 $72.85 $0.00 15.4% 4.4% 14.5% 18.9% 0.0% 2.0% -2.4% 0 0 0 0.00 165.71 N/A N/A 0 0 0 0 2024-11-26 $73.08 $0.00 15.2% 4.3% 14.5% 18.3% 0.0% 1.3% -2.0% 0 0 0 0.00 167.89 N/A N/A 0 0 0 0 2024-11-27 $72.89 $0.00 15.4% 4.4% 14.5% 11.0% 0.0% 1.8% -2.1% 0 0 0 0.00 166.87 N/A N/A 0 0 0 0 2024-11-29 $73.38 $0.00 16.1% 4.6% 13.5% 13.2% 0.0% 6.1% -2.3% 0 0 0 0.00 167.78 N/A N/A 0 0 0 0
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