JHML Options History — October 2021 In October 2021, JHML traded between $54.48 and $57.87. ATM implied volatility averaged 20.9%. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 7.3% (HV 20d: 13.6%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-10-20 : Highest Volume — 45 contracts2021-10-04 : Largest IV spike — 87.3% change2021-10-04 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $56.37 $54.48 $57.87 $55.06 $57.80 Max Pain $55.00 $55.00 $55.00 $55.00 $55.00 ATM IV 20.9% 10.7% 41.4% 21.8% 19.8% Expected Move 4.9% 3.1% 7.3% 6.2% 5.7% HV 20d 13.6% 10.4% 15.9% 13.5% 10.4% HV 60d 11.3% 10.6% 12.2% 12.0% 11.0% Term Structure -1.8% -7.0% 7.7% -0.9% -5.7% VWIV 21.4% 12.9% 28.7% 12.9% 23.2% Skew 25d 3.8% -3.5% 13.8% 1.8% -0.8% Skew 10d 5.4% 1.5% 9.2% 1.5% 5.1% Call IV 25d 14.4% 8.5% 24.0% 24.0% 17.1% Put IV 25d 18.1% 13.4% 26.9% 25.9% 16.3% Bid-Ask Spread % 141.43 121.97 156.46 138.68 143.48 Gamma HHI 0.56 0.41 0.74 0.74 0.55 Net GEX 1.1K -6.7K 6.7K -6.7K 5.2K Net DEX 1.7K -36.2K 57.7K 57.7K -36.2K Net VEX -323 -410 -225 -372 -225 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 17.857 0 45 0 45 Total OI 55.714 45 60 45 60
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-10-01 $55.06 $0.00 21.8% 6.2% 13.5% 0.0% 0.0% 1.8% -0.9% -6.7K 57.7K -372 0.00 138.68 N/A N/A 0 0 0 45 2021-10-04 $54.48 $55.00 40.8% 7.3% 13.8% 0.0% 0.0% 9.4% -6.2% -5.3K 51.2K -391 0.00 156.46 N/A N/A 0 0 0 45 2021-10-05 $55.08 $55.00 28.2% 5.6% 14.5% 0.0% 0.0% 1.3% -6.0% -5.8K 32.8K -262 0.00 141.69 N/A N/A 0 0 0 45 2021-10-06 $54.99 $55.00 21.7% 5.5% 14.5% 0.0% 0.0% 8.4% 0.0% -5.8K 44.7K -338 0.00 133.94 N/A N/A 0 0 0 45 2021-10-07 $55.61 $55.00 29.8% 5.2% 15.2% 0.0% 12.9% 4.9% -0.7% -4.9K 42.3K -361 0.00 146.36 N/A N/A 15 0 0 45 2021-10-08 $55.52 $55.00 20.4% 5.2% 15.0% 0.0% 0.0% 1.6% -0.8% -4.6K 39.5K -340 0.00 137.24 N/A N/A 0 0 0 45 2021-10-11 $55.24 $55.00 32.4% 4.9% 15.1% 0.0% 0.0% 6.8% -1.2% 775 7.8K -398 0.00 138.52 N/A N/A 0 0 15 45 2021-10-12 $54.99 $55.00 41.4% 4.7% 15.0% 0.0% 0.0% 7.8% -3.7% 750 16.2K -410 0.00 145.07 N/A N/A 0 0 15 45 2021-10-13 $55.23 $55.00 16.9% 4.8% 14.6% 0.0% 0.0% 7.6% 1.4% -414 7.8K -302 0.00 143.86 N/A N/A 0 0 15 45 2021-10-14 $56.15 $55.00 17.8% 5.1% 15.9% 0.0% 0.0% 2.9% -3.0% 1.5K -2.0K -315 0.00 146.58 N/A N/A 0 0 15 45 2021-10-15 $56.58 $55.00 16.3% 4.7% 15.7% 0.0% 0.0% 4.0% -7.0% 3.5K 301 -374 0.00 145.29 N/A N/A 0 0 15 45 2021-10-18 $56.72 $55.00 10.7% 3.1% 13.7% 0.0% 0.0% 3.1% -0.5% 3.0K -5.1K -346 0.00 144.80 N/A N/A 0 0 15 45 2021-10-19 $57.04 $55.00 10.7% 3.1% 13.7% 0.0% 0.0% 2.3% -3.3% 4.7K -13.4K -376 0.00 144.06 N/A N/A 0 0 15 45 2021-10-20 $57.36 $55.00 10.8% 3.1% 13.5% 0.0% 17.1% 6.1% 5.7% 6.7K -32.5K -312 0.00 121.97 N/A N/A 0 45 15 45 2021-10-21 $57.49 $55.00 13.1% 3.7% 13.1% 0.0% 21.3% 13.8% 7.7% 2.0K -11.1K -377 0.00 129.80 N/A N/A 0 45 15 45 2021-10-22 $57.60 $55.00 17.7% 5.1% 13.1% 0.0% 28.7% 1.2% -2.2% 5.4K -36.0K -258 0.00 139.12 N/A N/A 0 45 15 45 2021-10-25 $57.77 $55.00 18.2% 5.2% 13.0% 0.0% 21.2% -2.3% -5.0% 5.5K -35.6K -229 0.00 143.09 N/A N/A 0 45 15 45 2021-10-26 $57.87 $55.00 19.1% 5.5% 10.9% 0.0% 21.8% -3.5% -5.4% 5.8K -31.0K -286 0.00 142.46 N/A N/A 0 45 15 45 2021-10-27 $57.42 $55.00 11.7% 3.3% 11.5% 0.0% 23.5% 2.8% 4.0% 5.5K -27.8K -290 0.00 142.82 N/A N/A 0 45 15 45 2021-10-28 $57.68 $55.00 19.4% 5.6% 10.6% 0.0% 23.2% -0.5% -5.6% 5.4K -34.2K -226 0.00 144.64 N/A N/A 0 45 15 45 2021-10-29 $57.80 $55.00 19.8% 5.7% 10.4% 0.0% 23.2% -0.8% -5.7% 5.2K -36.2K -225 0.00 143.48 N/A N/A 0 45 15 45
« Sep 2021 | All History | Nov 2021 » Home JHML History October 2021