JHML Options History — August 2022

In August 2022, JHML traded between $42.07 and $54.22. ATM implied volatility averaged 30.5%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 39.5% (HV 20d: 70.0%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 4.03.

Notable Days

2022-08-04: Highest Volume — 54 contracts
2022-08-17: Largest IV spike — 577.9% change
2022-08-17: Highest IV Rank — 100.0%
2022-08-17: Largest Expected Move — 36.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.83	$42.07	$54.22	$51.73	$50.13
Max Pain	$46.87	$46.00	$47.00	$46.00	$47.00
ATM IV	30.5%	17.6%	127.0%	30.2%	33.8%
Expected Move	8.5%	5.1%	36.4%	8.6%	9.7%
HV 20d	70.0%	15.4%	130.8%	18.1%	130.7%
HV 60d	49.4%	23.8%	77.3%	27.6%	77.3%
IV Rank	29.6%	8.5%	100.0%	45.3%	20.4%
IV Percentile	54.5%	15.5%	100.0%	72.6%	82.1%
Term Structure	-6.7%	-92.1%	7.5%	-5.8%	-13.4%
VWIV	31.0%	25.1%	39.6%	36.2%	25.1%
Skew 25d	4.3%	-34.2%	14.7%	4.0%	14.2%
Skew 10d	-0.5%	-34.2%	13.2%	2.0%	3.3%
Call IV 25d	20.9%	14.6%	62.1%	23.0%	21.7%
Put IV 25d	25.2%	16.9%	36.0%	26.9%	36.0%
Bid-Ask Spread %	131.85	101.27	145.72	131.55	127.72
Gamma HHI	0.24	0.17	0.31	0.24	0.25
Net GEX	-2.3K	-6.2K	1.5K	-6.0K	-4.0K
Net DEX	13.6K	-26.8K	101.1K	42.3K	38.3K
Net VEX	-296	-634	-181	-356	-328
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.03	2.90	4.40	4.40	2.90
Total Volume	13.826	0	54	39	39
Total OI	95.174	88	103	88	88

Daily Data (23 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
2022-08-01	$51.73	$46.00	30.2%	8.6%	18.1%	45.3%	36.2%	4.0%	-5.8%	-6.0K	42.3K	-356	0.00	131.55	N/A	N/A	0	39	10	78
2022-08-02	$51.51	$46.00	26.3%	7.5%	18.2%	36.6%	34.3%	14.7%	4.8%	-6.2K	41.2K	-297	0.00	128.53	N/A	N/A	0	39	10	78
2022-08-03	$52.12	$46.00	29.9%	8.6%	18.4%	44.7%	39.6%	2.5%	-2.2%	-6.2K	33.5K	-295	0.00	124.73	N/A	N/A	0	39	10	78
2022-08-04	$52.03	$47.00	32.3%	7.4%	18.3%	50.0%	26.2%	4.3%	-5.4%	-4.2K	28.5K	-237	4.40	141.06	N/A	N/A	10	44	10	78
2022-08-05	$51.91	$47.00	28.6%	7.5%	18.4%	41.8%	26.9%	13.5%	-10.0%	-5.7K	24.7K	-347	4.40	101.27	N/A	N/A	10	44	20	83
2022-08-08	$52.01	$47.00	36.4%	8.2%	17.4%	59.1%	28.7%	13.9%	-13.7%	-4.2K	27.5K	-402	4.40	119.91	N/A	N/A	10	44	20	83
2022-08-09	$51.69	$47.00	26.9%	6.2%	17.0%	38.1%	0.0%	5.7%	-3.3%	-4.4K	20.1K	-351	0.00	126.62	N/A	N/A	0	0	20	83
2022-08-10	$52.90	$47.00	23.4%	6.7%	18.2%	30.3%	0.0%	5.6%	-2.3%	-1.3K	-6.0K	-243	0.00	136.27	N/A	N/A	0	0	20	83
2022-08-11	$52.91	$47.00	23.0%	6.6%	17.8%	29.3%	0.0%	2.5%	0.3%	-1.2K	893	-374	0.00	138.01	N/A	N/A	0	0	20	83
2022-08-12	$53.76	$47.00	17.6%	5.1%	17.7%	17.3%	0.0%	6.6%	1.3%	370	-14.5K	-312	0.00	132.09	N/A	N/A	0	0	20	83
2022-08-15	$54.03	$47.00	24.6%	7.0%	17.2%	32.8%	0.0%	5.1%	-3.9%	-196	-17.4K	-326	0.00	131.59	N/A	N/A	0	0	20	83
2022-08-16	$54.22	$47.00	18.7%	5.4%	15.4%	19.8%	0.0%	4.4%	3.8%	1.5K	-26.8K	-282	0.00	131.52	N/A	N/A	0	0	20	83
2022-08-17	$42.07	$47.00	127.0%	36.4%	92.9%	100.0%	0.0%	-34.2%	-92.1%	-1.5K	101.1K	-634	0.00	137.31	N/A	N/A	0	0	20	83
2022-08-18	$53.93	$47.00	19.8%	5.7%	130.2%	8.5%	0.0%	7.8%	6.4%	46	-24.6K	-200	0.00	129.00	N/A	N/A	0	0	20	83
2022-08-19	$53.18	$47.00	21.3%	6.1%	130.3%	9.7%	0.0%	1.6%	7.5%	-400	-10.3K	-241	0.00	122.28	N/A	N/A	0	0	20	83
2022-08-22	$52.02	$47.00	21.9%	6.3%	130.7%	10.3%	0.0%	-3.3%	-5.4%	181	-625	-209	0.00	137.56	N/A	N/A	0	0	20	68
2022-08-23	$52.06	$47.00	28.4%	8.1%	130.6%	15.9%	0.0%	5.1%	0.7%	-991	2.2K	-197	0.00	145.72	N/A	N/A	0	0	20	68
2022-08-24	$52.27	$47.00	23.9%	6.8%	130.3%	12.0%	0.0%	4.9%	-0.3%	-793	280	-243	0.00	128.42	N/A	N/A	0	0	20	68
2022-08-25	$52.88	$47.00	27.0%	7.7%	130.3%	14.6%	0.0%	7.0%	-5.6%	638	-9.9K	-195	0.00	143.20	N/A	N/A	0	0	20	68
2022-08-26	$51.33	$47.00	24.9%	7.2%	130.7%	12.9%	0.0%	-0.9%	-6.7%	-2.3K	12.1K	-230	0.00	138.37	N/A	N/A	0	0	20	68
2022-08-29	$51.10	$47.00	31.8%	9.1%	130.7%	18.7%	0.0%	4.8%	-7.6%	-1.9K	14.9K	-181	0.00	142.56	N/A	N/A	0	0	20	68
2022-08-30	$50.39	$47.00	24.8%	7.1%	130.8%	12.7%	0.0%	9.5%	-0.6%	-3.5K	36.0K	-318	0.00	137.37	N/A	N/A	0	0	20	68
2022-08-31	$50.13	$47.00	33.8%	9.7%	130.7%	20.4%	25.1%	14.2%	-13.4%	-4.0K	38.3K	-328	2.90	127.72	N/A	N/A	10	29	20	68