JHML Options History — June 2021

In June 2021, JHML traded between $53.20 and $54.43. ATM implied volatility averaged 21.5%. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 11.1% (HV 20d: 10.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2021-06-09: Highest Volume — 2 contracts
  • 2021-06-28: Largest IV spike — 51.9% change
  • 2021-06-28: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.08$53.20$54.43$53.90$54.43
ATM IV21.5%17.9%30.7%20.2%23.1%
Expected Move5.7%5.1%8.8%5.8%6.6%
HV 20d10.3%7.2%16.0%16.0%7.6%
Term Structure-3.3%-9.1%0.1%-7.9%-6.1%
Skew 25d6.0%1.4%10.8%8.3%4.3%
Skew 10d2.7%-2.4%6.9%5.2%1.1%
Call IV 25d14.5%9.2%23.5%12.1%17.1%
Put IV 25d20.5%15.1%24.9%20.4%21.4%
Bid-Ask Spread %132.97124.53145.49125.58135.12
Gamma HHI0.500.500.500.500.50
Net GEX-285-52300-456
Net DEX3.6K05.8K04.9K
Net VEX-19-2800-26
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.2730200
Total OI1.3640202

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$53.90$0.0020.2%5.8%16.0%0.0%0.0%8.3%-7.9%0000.00125.58N/AN/A0000
2021-06-02$53.87$0.0023.8%6.8%15.5%0.0%0.0%4.0%-6.8%0000.00134.75N/AN/A0000
2021-06-03$53.78$0.0024.6%5.2%15.1%0.0%0.0%10.8%0.1%0000.00134.24N/AN/A0000
2021-06-04$54.18$0.0024.5%5.1%14.9%0.0%0.0%6.5%-0.8%0000.00134.29N/AN/A0000
2021-06-07$54.08$0.0026.7%5.2%14.3%0.0%0.0%4.2%-3.5%0000.00133.61N/AN/A0000
2021-06-08$54.22$0.0027.6%5.1%14.2%0.0%0.0%7.0%-1.7%0000.00132.71N/AN/A0000
2021-06-09$54.06$0.0018.4%5.3%13.2%0.0%0.0%6.2%-1.6%0000.00128.54N/AN/A0200
2021-06-10$54.20$0.0018.1%5.2%10.8%0.0%0.0%6.0%-2.1%-3975.3K-280.00132.92N/AN/A0002
2021-06-11$54.28$0.0018.2%5.2%9.7%0.0%0.0%2.0%-1.5%-4294.9K-280.00124.53N/AN/A0002
2021-06-14$54.23$0.0018.9%5.4%9.0%0.0%0.0%6.4%-2.5%-3985.2K-280.00133.81N/AN/A0002
2021-06-15$54.30$0.0019.0%5.5%8.9%0.0%0.0%6.6%-2.6%-3995.2K-280.00133.63N/AN/A0002
2021-06-16$54.03$0.0018.8%5.4%9.0%0.0%0.0%6.7%-2.4%-4105.4K-280.00133.84N/AN/A0002
2021-06-17$53.83$0.0017.9%5.1%7.8%0.0%0.0%7.7%-1.2%-4195.6K-270.00133.53N/AN/A0002
2021-06-18$53.20$0.0020.4%5.9%7.2%0.0%0.0%7.3%-3.0%-3785.8K-270.00133.74N/AN/A0002
2021-06-21$53.74$0.0018.6%5.3%8.1%0.0%0.0%7.7%-1.7%-4085.6K-270.00132.70N/AN/A0002
2021-06-22$54.11$0.0020.1%5.8%7.7%0.0%0.0%6.3%-7.0%-4275.4K-270.00132.63N/AN/A0002
2021-06-23$54.09$0.0020.1%5.8%7.5%0.0%0.0%6.0%-1.6%-3925.2K-270.00134.08N/AN/A0202
2021-06-24$54.35$0.0020.0%5.7%7.7%0.0%0.0%8.7%-0.8%-4465.4K-260.00128.22N/AN/A0002
2021-06-25$54.31$0.0020.2%5.8%7.6%0.0%0.0%5.3%-3.7%-5235.2K-270.00133.47N/AN/A0002
2021-06-28$54.32$0.0030.7%8.8%7.6%0.0%0.0%1.4%-9.1%-3445.0K-270.00145.49N/AN/A0002
2021-06-29$54.34$0.0022.2%6.4%7.6%0.0%0.0%3.2%-5.5%-4534.9K-260.00134.02N/AN/A0202
2021-06-30$54.43$0.0023.1%6.6%7.6%0.0%0.0%4.3%-6.1%-4564.9K-260.00135.12N/AN/A0002