JHML Options History — February 2022 In February 2022, JHML traded between $53.16 and $57.29. ATM implied volatility averaged 26.4%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 7.0% (HV 20d: 19.4%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days.
Notable Days 2022-02-01 : Highest Volume — 43 contracts2022-02-11 : Largest IV spike — 52.9% change2022-02-04 : Highest IV Rank — 56.9%2022-02-11 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $55.52 $53.16 $57.29 $56.55 $54.66 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 26.4% 19.2% 34.3% 28.1% 28.6% Expected Move 7.0% 5.5% 9.7% 8.0% 8.2% HV 20d 19.4% 17.4% 22.6% 17.4% 22.5% HV 60d 17.1% 15.7% 18.3% 15.7% 18.3% IV Rank 38.5% 21.8% 56.9% 42.4% 43.8% IV Percentile 75.1% 38.9% 95.3% 84.5% 85.4% Term Structure -2.2% -7.3% 2.9% -4.9% -6.5% VWIV 34.8% 26.6% 43.0% 43.0% 26.6% Skew 25d 7.6% 0.4% 17.5% 7.0% 6.1% Skew 10d 5.8% 1.6% 21.9% 2.5% 3.6% Call IV 25d 18.9% 14.5% 25.5% 21.5% 22.8% Put IV 25d 26.6% 18.2% 37.8% 28.5% 28.9% Bid-Ask Spread % 129.30 114.82 141.96 135.36 128.30 Gamma HHI 0.44 0.34 0.65 0.40 0.50 Net GEX -667 -1.7K -346 -916 -412 Net DEX 6.9K 5.4K 9.6K 7.1K 7.0K Net VEX -24 -34 -15 -31 -19 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 32.211 2 43 43 2 Total OI 32.211 2 43 43 2
Daily Data (19 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 2022-02-01 $56.55 $48.00 28.1% 8.0% 17.4% 42.4% 43.0% 7.0% -4.9% -916 7.1K -31 0.00 135.36 N/A N/A 0 43 0 43 2022-02-02 $57.08 $48.00 28.6% 8.2% 17.7% 43.7% 26.6% 5.6% -7.3% -860 6.4K -30 0.00 135.91 N/A N/A 0 43 0 43 2022-02-03 $56.02 $0.00 28.1% 6.1% 17.9% 42.6% 0.0% 4.5% 0.0% -990 7.2K -31 0.00 134.24 N/A N/A 0 43 0 43 2022-02-04 $56.26 $0.00 34.3% 5.9% 18.0% 56.9% 0.0% 16.2% -0.6% -402 5.8K -24 0.00 115.11 N/A N/A 0 43 0 43 2022-02-07 $56.01 $0.00 29.6% 6.0% 18.0% 46.1% 0.0% 4.0% -0.2% -744 6.5K -27 0.00 133.12 N/A N/A 0 43 0 43 2022-02-08 $56.50 $0.00 29.1% 5.9% 18.2% 44.9% 0.0% 6.5% 0.1% -578 6.2K -25 0.00 131.57 N/A N/A 0 43 0 43 2022-02-09 $57.29 $0.00 20.1% 5.8% 18.2% 23.9% 0.0% 5.5% -1.7% -533 5.4K -24 0.00 136.07 N/A N/A 0 43 0 43 2022-02-10 $56.25 $0.00 22.2% 6.4% 19.1% 28.8% 0.0% 1.3% -6.2% -535 5.6K -24 0.00 127.45 N/A N/A 0 43 0 43 2022-02-11 $55.26 $0.00 34.0% 9.7% 19.7% 56.2% 0.0% 0.4% -7.1% -1.7K 9.6K -34 0.00 141.96 N/A N/A 0 43 0 43 2022-02-14 $55.18 $0.00 26.2% 7.5% 19.7% 38.1% 0.0% 3.6% -2.4% -1.0K 7.7K -25 0.00 130.98 N/A N/A 0 43 0 43 2022-02-15 $55.88 $0.00 19.6% 5.6% 19.5% 22.7% 0.0% 7.0% 1.4% -527 6.3K -23 0.00 134.28 N/A N/A 0 43 0 43 2022-02-16 $56.15 $0.00 19.2% 5.5% 19.5% 21.8% 0.0% 7.8% 2.9% -461 6.3K -22 0.00 130.51 N/A N/A 0 43 0 43 2022-02-17 $55.07 $0.00 25.1% 7.2% 20.3% 35.6% 0.0% 12.7% -0.3% -798 7.1K -22 0.00 127.40 N/A N/A 0 43 0 43 2022-02-18 $54.74 $0.00 21.6% 6.2% 19.2% 27.4% 0.0% 14.5% -2.8% -676 7.4K -20 0.00 125.58 N/A N/A 0 43 0 43 2022-02-22 $54.12 $0.00 26.5% 7.6% 19.5% 38.9% 0.0% 4.8% -0.7% -357 7.1K -19 0.00 126.26 N/A N/A 0 2 0 2 2022-02-23 $53.16 $0.00 29.3% 8.4% 20.4% 45.2% 0.0% 17.5% -2.3% -384 8.1K -15 0.00 119.93 N/A N/A 0 2 0 2 2022-02-24 $53.60 $0.00 25.4% 7.3% 20.4% 36.3% 0.0% 6.6% -2.7% -346 7.4K -18 0.00 127.90 N/A N/A 0 2 0 2 2022-02-25 $55.04 $0.00 25.1% 7.2% 22.6% 35.6% 0.0% 13.7% -1.4% -458 6.9K -20 0.00 114.82 N/A N/A 0 2 0 2 2022-02-28 $54.66 $0.00 28.6% 8.2% 22.5% 43.8% 0.0% 6.1% -6.5% -412 7.0K -19 0.00 128.30 N/A N/A 0 2 0 2
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