JHML Options History — July 2021

In July 2021, JHML traded between $53.38 and $55.81. ATM implied volatility averaged 22.9%. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 11.4% (HV 20d: 11.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days.

Notable Days

  • 2021-07-19: Largest IV spike — 86.6% change
  • 2021-07-19: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.99$53.38$55.81$54.68$55.50
ATM IV22.9%14.1%43.6%22.2%16.0%
Expected Move5.3%2.8%10.2%6.4%4.6%
HV 20d11.5%7.6%14.6%7.7%14.6%
HV 60d12.5%11.6%13.2%11.9%12.6%
Term Structure-0.7%-7.7%12.4%-6.3%2.7%
Skew 25d6.2%-0.2%12.5%3.5%4.6%
Skew 10d8.7%0.9%15.0%1.4%3.2%
Call IV 25d14.3%9.1%24.9%17.3%15.3%
Put IV 25d20.5%12.5%34.3%20.9%19.8%
Bid-Ask Spread %152.13133.72170.64133.72149.77
Gamma HHI0.500.500.510.500.50
Net GEX-449-541-321-456-478
Net DEX4.5K3.9K5.4K4.7K4.1K
Net VEX-24-26-22-26-22
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI22222

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$54.68$0.0022.2%6.4%7.7%0.0%0.0%3.5%-6.3%-4564.7K-260.00133.72N/AN/A0002
2021-07-02$55.02$0.0022.7%6.5%7.6%0.0%0.0%2.8%-6.5%-4124.7K-260.00134.73N/AN/A0002
2021-07-06$54.81$0.0026.5%3.8%7.7%0.0%0.0%2.0%6.4%-4514.8K-260.00146.30N/AN/A0002
2021-07-07$55.01$0.0031.2%3.9%7.7%0.0%0.0%5.7%-2.1%-5414.3K-250.00162.39N/AN/A0002
2021-07-08$54.35$0.0043.6%6.9%8.9%0.0%0.0%7.5%-5.7%-3775.2K-260.00169.74N/AN/A0002
2021-07-09$55.13$0.0029.9%2.8%10.2%0.0%0.0%-0.2%5.1%-5074.5K-250.00139.63N/AN/A0002
2021-07-12$55.29$0.0026.4%5.0%10.2%0.0%0.0%3.4%-7.7%-5124.3K-250.00138.03N/AN/A0002
2021-07-13$55.06$0.0027.6%3.1%10.3%0.0%0.0%6.4%3.9%-4944.3K-250.00150.63N/AN/A0002
2021-07-14$54.99$0.0017.9%5.1%10.4%0.0%0.0%6.4%-1.7%-4304.6K-250.00156.62N/AN/A0002
2021-07-15$54.80$0.0016.7%4.8%10.3%0.0%0.0%9.0%4.2%-4784.6K-250.00168.52N/AN/A0002
2021-07-16$54.44$0.0019.0%5.4%10.5%0.0%0.0%2.6%-2.7%-4244.7K-250.00155.52N/AN/A0002
2021-07-19$53.38$0.0035.4%10.2%12.0%0.0%0.0%9.4%-7.1%-3215.4K-240.00161.33N/AN/A0002
2021-07-20$54.59$0.0016.8%4.8%14.0%0.0%0.0%4.7%12.4%-3944.8K-250.00154.27N/AN/A0002
2021-07-21$54.92$0.0025.9%7.4%13.9%0.0%0.0%12.5%-3.8%-4194.6K-240.00170.64N/AN/A0002
2021-07-22$54.98$0.0017.5%5.0%13.9%0.0%0.0%6.6%2.2%-4224.7K-240.00147.76N/AN/A0002
2021-07-23$55.55$0.0018.4%5.3%14.3%0.0%0.0%8.5%-1.1%-4294.3K-240.00151.63N/AN/A0002
2021-07-26$55.58$0.0014.1%4.0%14.2%0.0%0.0%6.5%-2.2%-4933.9K-230.00149.56N/AN/A0002
2021-07-27$55.33$0.0020.1%5.8%14.4%0.0%0.0%10.6%-5.9%-4324.4K-230.00150.31N/AN/A0002
2021-07-28$55.56$0.0016.5%4.7%14.4%0.0%0.0%6.3%-1.4%-5284.1K-220.00150.65N/AN/A0002
2021-07-29$55.81$0.0016.9%4.8%14.5%0.0%0.0%10.8%2.4%-4304.0K-230.00152.97N/AN/A0002
2021-07-30$55.50$0.0016.0%4.6%14.6%0.0%0.0%4.6%2.7%-4784.1K-220.00149.77N/AN/A0002