JHML Options History — February 2025

In February 2025, JHML traded between $70.22 and $72.98. ATM implied volatility averaged 18.0%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 8.2% (HV 20d: 9.8%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2025-02-28: Largest IV spike — 93.3% change
  • 2025-02-28: Highest IV Rank — 73.8%
  • 2025-02-28: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.91$70.22$72.98$71.79$70.66
ATM IV18.0%13.8%35.4%16.6%35.4%
Expected Move4.8%3.8%10.2%4.8%10.2%
HV 20d9.8%7.6%12.2%12.2%10.0%
HV 60d12.3%11.9%13.7%13.7%12.4%
IV Rank19.1%6.1%73.8%15.0%73.8%
IV Percentile40.8%0.4%96.8%36.1%96.8%
Term Structure-3.1%-12.7%-1.6%-2.0%-12.7%
Skew 25d2.9%-4.5%5.6%5.6%-4.5%
Skew 10d4.1%-4.5%7.7%1.8%-4.5%
Call IV 25d13.8%9.0%50.7%13.0%50.7%
Put IV 25d16.7%12.6%46.1%18.7%46.1%
Bid-Ask Spread %167.83145.70197.50145.70197.50
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$71.79$0.0016.6%4.8%12.2%15.0%0.0%5.6%-2.0%0000.00145.70N/AN/A0000
2025-02-04$72.06$0.0018.7%5.4%11.7%21.4%0.0%3.0%-4.2%0000.00151.57N/AN/A0000
2025-02-05$72.33$0.0018.4%5.3%11.7%20.3%0.0%3.2%-3.3%0000.00150.00N/AN/A0000
2025-02-06$72.41$0.0018.5%4.0%11.1%20.8%0.0%4.0%-1.9%0000.00173.24N/AN/A0000
2025-02-07$71.94$0.0017.5%3.8%11.4%17.8%0.0%1.1%-1.9%0000.00169.13N/AN/A0000
2025-02-10$72.33$0.0021.4%4.3%9.9%29.9%0.0%4.0%-2.5%0000.00175.18N/AN/A0000
2025-02-11$72.31$0.0021.9%4.1%10.0%31.5%0.0%4.4%-1.9%0000.00175.78N/AN/A0000
2025-02-12$71.94$0.0014.2%4.1%10.3%7.3%0.0%2.9%-1.9%0000.00173.09N/AN/A0000
2025-02-13$72.61$0.0013.8%4.0%8.5%6.1%0.0%5.1%-1.8%0000.00173.07N/AN/A0000
2025-02-14$72.61$0.0014.3%4.1%8.5%7.6%0.0%4.0%-1.6%0000.00175.88N/AN/A0000
2025-02-18$72.76$0.0014.9%4.3%8.2%9.4%0.0%4.4%-2.2%0000.00172.08N/AN/A0000
2025-02-19$72.98$0.0014.8%4.2%7.6%9.2%0.0%5.1%-2.4%0000.00169.92N/AN/A0000
2025-02-20$72.60$0.0014.6%4.2%7.8%8.6%0.0%3.6%-1.9%0000.00168.40N/AN/A0000
2025-02-21$71.41$0.0015.6%4.5%9.7%11.8%0.0%0.6%-3.3%0000.00163.87N/AN/A0000
2025-02-24$71.33$0.0017.2%4.9%9.7%16.9%0.0%3.6%-2.7%0000.00167.65N/AN/A0000
2025-02-25$70.96$0.0017.4%5.0%9.3%17.3%0.0%3.6%-3.1%0000.00163.16N/AN/A0000
2025-02-26$71.09$0.0017.5%5.0%8.9%17.8%0.0%2.3%-3.8%0000.00164.29N/AN/A0000
2025-02-27$70.22$0.0018.3%5.3%9.7%20.3%0.0%-1.0%-3.6%0000.00159.24N/AN/A0000
2025-02-28$70.66$0.0035.4%10.2%10.0%73.8%0.0%-4.5%-12.7%0000.00197.50N/AN/A0000