JHML Options History — August 2021

In August 2021, JHML traded between $55.46 and $57.11. ATM implied volatility averaged 16.4%. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 6.2% (HV 20d: 10.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 8 of 22 days.

Notable Days

  • 2021-08-13: Highest Volume — 41 contracts
  • 2021-08-30: Largest IV spike — 108.2% change
  • 2021-08-24: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.23$55.46$57.11$55.46$57.00
ATM IV16.4%9.8%33.1%17.0%9.9%
Expected Move4.7%2.8%9.5%4.9%2.8%
HV 20d10.2%6.8%14.6%14.5%7.7%
HV 60d10.7%9.8%12.5%12.5%10.3%
Term Structure-1.7%-14.6%10.0%-1.9%1.4%
Skew 25d5.3%0.7%11.2%8.8%6.4%
Skew 10d4.9%0.1%16.2%0.1%7.8%
Call IV 25d13.3%7.2%24.9%11.1%13.0%
Put IV 25d18.6%11.2%27.5%20.0%19.4%
Bid-Ask Spread %130.52118.25154.77148.67127.47
Gamma HHI0.650.500.830.500.79
Net GEX-2.4K-5.2K-423-481-4.0K
Net DEX14.6K2.6K43.3K3.9K22.5K
Net VEX-146-432-18-22-243
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume1.86404100
Total OI22.5243243

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$55.46$0.0017.0%4.9%14.5%0.0%0.0%8.8%-1.9%-4813.9K-220.00148.67N/AN/A0002
2021-08-03$55.83$0.0012.5%3.6%14.5%0.0%0.0%8.7%10.0%-4323.9K-220.00139.13N/AN/A0002
2021-08-04$55.66$0.0021.9%6.3%14.6%0.0%0.0%4.0%-4.9%-4923.8K-220.00154.77N/AN/A0002
2021-08-05$55.83$0.0019.0%4.0%13.8%0.0%0.0%5.5%-1.1%-5283.9K-210.00123.92N/AN/A0002
2021-08-06$55.98$0.0010.3%2.9%12.9%0.0%0.0%0.7%4.3%-5452.6K-180.00123.42N/AN/A0002
2021-08-09$55.96$0.0014.8%6.8%12.9%0.0%0.0%5.1%-11.1%-5323.4K-200.00126.23N/AN/A0002
2021-08-10$56.05$0.0015.2%4.0%12.8%0.0%0.0%5.5%-0.1%-4793.5K-210.00131.68N/AN/A0002
2021-08-11$56.24$0.0012.4%3.6%12.8%0.0%0.0%4.5%1.5%-5173.1K-190.00126.21N/AN/A0002
2021-08-12$56.36$0.0017.5%5.0%12.7%0.0%0.0%4.0%-3.7%-5013.3K-190.00122.30N/AN/A0002
2021-08-13$56.42$0.0018.1%5.2%12.3%0.0%0.0%5.0%-0.1%-4233.5K-200.00121.90N/AN/A04102
2021-08-16$56.47$0.0014.1%4.0%9.4%0.0%0.0%5.8%3.5%-4662.8K-180.00121.71N/AN/A0002
2021-08-17$56.01$0.0012.1%3.5%6.9%0.0%0.0%8.6%1.6%-3.6K26.9K-3190.00118.25N/AN/A00043
2021-08-18$55.77$0.0015.8%4.5%6.9%0.0%0.0%1.9%-0.0%-4.8K25.8K-2710.00128.40N/AN/A00043
2021-08-19$55.55$0.0016.3%4.7%7.1%0.0%0.0%2.5%3.0%-4.0K33.9K-3620.00129.62N/AN/A00043
2021-08-20$56.01$0.0015.8%4.5%6.8%0.0%0.0%6.3%-11.4%-4.8K8.6K-950.00130.47N/AN/A00043
2021-08-23$56.48$0.0019.9%5.7%7.3%0.0%0.0%5.3%-2.9%-4.8K30.8K-3070.00133.69N/AN/A00043
2021-08-24$56.60$0.0033.1%9.5%7.1%0.0%0.0%2.7%-14.6%-3.5K43.3K-4320.00146.37N/AN/A00043
2021-08-25$56.86$0.0016.0%4.6%7.1%0.0%0.0%9.1%-2.4%-5.2K25.7K-2580.00131.03N/AN/A00043
2021-08-26$56.45$0.0017.8%5.1%7.6%0.0%0.0%11.2%-5.1%-3.9K28.8K-3140.00131.62N/AN/A00043
2021-08-27$57.01$0.009.8%2.8%7.9%0.0%0.0%2.5%4.3%-4.3K8.1K-830.00125.97N/AN/A00043
2021-08-30$57.11$0.0020.5%5.9%7.9%0.0%0.0%1.8%-8.7%-3.7K29.7K-3090.00128.53N/AN/A00043
2021-08-31$57.00$0.009.9%2.8%7.7%0.0%0.0%6.4%1.4%-4.0K22.5K-2430.00127.47N/AN/A00043