JHML Options History — May 2022

In May 2022, JHML traded between $49.40 and $54.22. ATM implied volatility averaged 34.3%, placing in the 56.8% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 4.7% (HV 20d: 29.6%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2022-05-02: Highest Volume — 60 contracts
2022-05-05: Largest IV spike — 153.9% change
2022-05-09: Highest IV Rank — 86.4%
2022-05-11: Largest Expected Move — 12.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.14	$49.40	$54.22	$52.22	$52.55
Max Pain	$58.00	$58.00	$58.00	$58.00	$58.00
ATM IV	34.3%	15.9%	47.0%	31.2%	33.5%
Expected Move	9.3%	4.6%	12.0%	8.9%	9.6%
HV 20d	29.6%	21.7%	33.1%	21.7%	32.0%
HV 60d	24.2%	21.5%	25.7%	21.5%	25.1%
IV Rank	56.8%	14.0%	86.4%	49.6%	55.0%
IV Percentile	85.7%	10.0%	98.8%	88.0%	87.7%
Term Structure	-3.8%	-10.8%	2.7%	-1.5%	0.8%
VWIV	22.4%	18.8%	25.2%	25.2%	23.0%
Skew 25d	9.1%	1.3%	19.8%	10.7%	6.5%
Skew 10d	4.5%	-1.5%	16.5%	5.5%	5.0%
Call IV 25d	24.2%	17.6%	29.7%	23.5%	25.7%
Put IV 25d	33.3%	21.1%	43.6%	34.2%	32.2%
Bid-Ask Spread %	124.55	115.23	137.29	121.72	131.99
Gamma HHI	0.39	0.27	0.58	0.27	0.50
Net GEX	-640	-2.3K	1.4K	-172	-155
Net DEX	26.6K	-1.6K	48.6K	32.9K	-770
Net VEX	-186	-279	-131	-255	-143
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.50	0.50	0.50	0.50
Total Volume	45.714	10	60	60	10
Total OI	54.857	20	70	70	20

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
2022-05-02	$52.22	$58.00	31.2%	8.9%	21.7%	49.6%	25.2%	10.7%	-1.5%	-172	32.9K	-255	0.50	121.72	N/A	N/A	40	20	50	20
2022-05-03	$52.62	$58.00	35.2%	10.1%	21.7%	59.0%	18.8%	4.0%	-10.8%	477	22.9K	-238	0.50	125.30	N/A	N/A	40	20	50	20
2022-05-04	$54.22	$58.00	15.9%	4.6%	24.6%	14.0%	23.0%	4.3%	2.7%	278	12.7K	-265	0.50	137.29	N/A	N/A	40	20	50	20
2022-05-05	$52.26	$0.00	40.3%	8.9%	27.5%	70.8%	0.0%	1.3%	-1.1%	-1.4K	37.0K	-230	0.50	124.58	N/A	N/A	40	20	50	20
2022-05-06	$52.08	$0.00	45.4%	9.9%	27.2%	82.5%	0.0%	19.8%	-0.5%	1.4K	21.8K	-279	0.50	122.18	N/A	N/A	40	20	50	20
2022-05-09	$50.49	$0.00	47.0%	9.3%	28.8%	86.4%	0.0%	16.6%	-3.7%	749	28.2K	-245	0.50	125.37	N/A	N/A	40	20	50	20
2022-05-10	$50.42	$0.00	42.9%	10.2%	28.5%	76.7%	0.0%	11.8%	-1.0%	-590	36.2K	-204	0.50	119.77	N/A	N/A	40	20	50	18
2022-05-11	$49.87	$0.00	41.8%	12.0%	28.6%	74.1%	0.0%	14.0%	-8.9%	-888	40.1K	-192	0.50	119.15	N/A	N/A	40	20	50	18
2022-05-12	$49.45	$0.00	37.0%	10.6%	27.8%	63.0%	0.0%	10.2%	-6.4%	-1.2K	45.8K	-178	0.50	115.23	N/A	N/A	40	20	50	18
2022-05-13	$51.01	$0.00	29.5%	8.5%	30.8%	45.7%	0.0%	5.2%	-5.6%	-1.6K	38.9K	-179	0.50	118.66	N/A	N/A	40	20	50	18
2022-05-16	$50.83	$0.00	30.1%	8.6%	30.7%	47.0%	0.0%	3.5%	-3.1%	-1.7K	43.0K	-172	0.50	122.02	N/A	N/A	40	20	50	18
2022-05-17	$51.75	$0.00	29.5%	8.5%	30.4%	45.6%	0.0%	6.4%	-1.8%	-2.3K	35.3K	-176	0.50	126.02	N/A	N/A	40	20	50	18
2022-05-18	$49.71	$0.00	29.6%	8.5%	32.8%	45.8%	0.0%	10.7%	0.4%	-1.1K	43.4K	-164	0.50	129.91	N/A	N/A	40	20	50	18
2022-05-19	$49.77	$0.00	30.4%	8.7%	32.7%	47.7%	0.0%	13.0%	-9.3%	-1.1K	48.4K	-145	0.50	119.60	N/A	N/A	40	20	50	18
2022-05-20	$49.40	$0.00	31.5%	9.0%	32.1%	50.3%	0.0%	3.1%	-0.5%	-1.1K	48.6K	-140	0.50	116.44	N/A	N/A	40	20	50	18
2022-05-23	$50.32	$0.00	34.4%	9.9%	33.1%	57.1%	0.0%	9.9%	-2.1%	-682	9.6K	-131	0.00	120.30	N/A	N/A	0	10	10	10
2022-05-24	$50.08	$0.00	33.4%	9.6%	32.4%	54.7%	0.0%	9.7%	-9.2%	-447	8.3K	-160	0.00	121.44	N/A	N/A	0	10	10	10
2022-05-25	$50.63	$0.00	34.4%	9.9%	32.7%	57.0%	0.0%	12.9%	-5.7%	-909	5.0K	-131	0.00	129.76	N/A	N/A	0	10	10	10
2022-05-26	$51.63	$0.00	34.6%	9.9%	32.8%	57.6%	0.0%	10.6%	-7.8%	-645	3.8K	-131	0.00	134.17	N/A	N/A	0	10	10	10
2022-05-27	$52.65	$0.00	32.8%	9.4%	32.0%	53.3%	0.0%	6.3%	-4.5%	-483	-1.6K	-145	0.00	134.55	N/A	N/A	0	10	10	10
2022-05-31	$52.55	$0.00	33.5%	9.6%	32.0%	55.0%	0.0%	6.5%	0.8%	-155	-770	-143	0.00	131.99	N/A	N/A	0	10	10	10