JHML Options History — April 2025

In April 2025, JHML traded between $59.23 and $68.25. ATM implied volatility averaged 29.0%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 14.3% (HV 20d: 43.2%). Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 3 of 21 days.

Notable Days

  • 2025-04-03: Largest IV spike — 77.7% change
  • 2025-04-04: Highest IV Rank — 100.0%
  • 2025-04-07: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.32$59.23$68.25$67.59$66.27
ATM IV29.0%16.7%58.5%16.7%23.6%
Expected Move7.3%4.6%10.1%4.6%6.8%
HV 20d43.2%20.2%51.7%20.2%51.1%
HV 60d27.2%14.9%31.8%14.9%31.8%
IV Rank39.5%15.2%100.0%15.2%25.1%
IV Percentile84.4%36.1%100.0%36.1%84.1%
Term Structure-3.7%-13.4%1.6%-1.3%0.4%
Skew 25d6.2%2.1%14.9%4.6%8.0%
Skew 10d4.1%0.9%9.6%3.9%2.2%
Call IV 25d20.2%12.1%26.8%17.2%17.6%
Put IV 25d26.4%17.1%36.2%21.8%25.6%
Bid-Ask Spread %141.72128.51160.63143.42136.08
Gamma HHI1.001.001.001.001.00
Net GEX18407647640
Net DEX-827-3.9K0-3.0K0
Net VEX-2-60-60
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.6190110

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$67.59$0.0016.7%4.6%20.2%15.2%0.0%4.6%-1.3%764-3.0K-60.00143.42N/AN/A0010
2025-04-02$68.25$0.0017.9%4.6%20.5%18.8%0.0%5.0%0.9%745-3.9K-50.00143.81N/AN/A0010
2025-04-03$65.01$0.0031.8%6.7%26.0%62.2%0.0%2.1%-3.6%340-1.6K-40.00156.71N/AN/A0010
2025-04-04$61.89$0.0044.5%8.4%30.6%100.0%0.0%5.0%-5.6%167-880-30.00142.84N/AN/A0010
2025-04-07$60.56$0.0058.5%10.1%30.5%100.0%0.0%8.8%-9.6%127-686-20.00149.71N/AN/A0010
2025-04-08$59.23$0.0056.6%9.9%31.1%95.9%0.0%8.5%-4.8%102-616-20.00132.39N/AN/A0010
2025-04-09$64.93$0.0030.0%8.6%46.7%38.9%0.0%14.9%-13.4%276-2.0K-30.00160.63N/AN/A0010
2025-04-10$62.38$0.0030.7%8.8%48.5%40.4%0.0%5.6%-4.2%175-708-20.00136.77N/AN/A0010
2025-04-11$64.01$0.0032.0%9.2%49.0%43.2%0.0%9.0%-8.6%254-1.5K-30.00154.05N/AN/A0010
2025-04-14$64.92$0.0026.7%7.7%48.9%31.9%0.0%9.8%-4.2%339-1.4K-20.00149.88N/AN/A0010
2025-04-15$64.47$0.0023.2%6.6%48.8%24.3%0.0%5.0%-4.8%271-596-10.00135.64N/AN/A0010
2025-04-16$63.00$0.0027.4%7.9%49.0%33.4%0.0%2.3%-7.7%155-37800.00145.15N/AN/A0010
2025-04-17$63.69$0.0024.1%6.9%49.2%26.3%0.0%5.2%-2.0%141-23200.00136.82N/AN/A0010
2025-04-21$61.90$0.0028.0%8.0%50.0%34.5%0.0%4.5%-2.5%0000.00128.51N/AN/A0000
2025-04-22$63.66$0.0023.7%6.8%50.7%25.4%0.0%4.7%-1.0%0000.00132.04N/AN/A0000
2025-04-23$64.50$0.0023.6%6.8%51.0%25.1%0.0%4.0%-2.4%0000.00138.20N/AN/A0000
2025-04-24$65.84$0.0022.4%6.4%51.7%22.5%0.0%7.8%1.6%0000.00132.76N/AN/A0000
2025-04-25$65.92$0.0021.8%6.2%51.7%21.2%0.0%5.8%-1.3%0000.00140.52N/AN/A0000
2025-04-28$66.18$0.0022.6%6.5%51.2%23.0%0.0%3.4%-1.7%0000.00138.76N/AN/A0000
2025-04-29$66.59$0.0022.3%6.4%51.1%22.4%0.0%5.9%-2.5%0000.00141.33N/AN/A0000
2025-04-30$66.27$0.0023.6%6.8%51.1%25.1%0.0%8.0%0.4%0000.00136.08N/AN/A0000