JHML Options History — September 2022

In September 2022, JHML traded between $45.67 and $51.96. ATM implied volatility averaged 31.3%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 41.9% (HV 20d: 73.2%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.90.

Notable Days

2022-09-06: Highest Volume — 39 contracts
2022-09-14: Largest IV drop — 71.1% change
2022-09-13: Highest IV Rank — 46.3%
2022-09-30: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.74	$45.67	$51.96	$49.83	$45.67
Max Pain	$47.00	$47.00	$47.00	$47.00	$47.00
ATM IV	31.3%	18.6%	64.5%	29.7%	33.3%
Expected Move	7.3%	4.6%	9.5%	8.5%	9.5%
HV 20d	73.2%	22.7%	131.5%	130.7%	25.9%
HV 60d	76.5%	76.1%	77.2%	77.2%	76.5%
IV Rank	17.8%	6.9%	46.3%	16.4%	19.5%
IV Percentile	62.4%	16.7%	99.6%	68.7%	78.2%
Term Structure	-4.0%	-12.7%	0.7%	-5.9%	-1.9%
Skew 25d	3.0%	-5.9%	9.8%	3.9%	3.6%
Skew 10d	1.4%	-5.4%	5.5%	-5.3%	0.9%
Call IV 25d	20.9%	15.0%	27.7%	21.9%	26.3%
Put IV 25d	23.9%	15.9%	30.7%	25.8%	29.9%
Bid-Ask Spread %	133.25	127.70	141.18	139.46	132.32
Gamma HHI	0.42	0.23	0.61	0.28	0.61
Net GEX	-4.4K	-7.8K	-112	-4.7K	-5.1K
Net DEX	42.2K	50	68.4K	36.8K	68.4K
Net VEX	-191	-261	-104	-220	-234
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.90	2.90	2.90	2.90	2.90
Total Volume	12.19	0	39	0	20
Total OI	74.667	60	88	88	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
2022-09-01	$49.83	$47.00	29.7%	8.5%	130.7%	16.4%	0.0%	3.9%	-5.9%	-4.7K	36.8K	-220	0.00	139.46	N/A	N/A	0	0	20	68
2022-09-02	$49.46	$47.00	30.4%	8.7%	130.7%	17.0%	0.0%	-5.8%	-11.4%	-5.5K	42.5K	-261	0.00	136.11	N/A	N/A	0	0	20	68
2022-09-06	$49.38	$0.00	37.9%	6.1%	130.7%	23.4%	0.0%	4.1%	-0.7%	-5.1K	40.5K	-177	2.90	132.58	N/A	N/A	10	29	20	68
2022-09-07	$50.41	$0.00	32.4%	7.5%	131.0%	18.7%	0.0%	9.8%	-9.0%	-4.9K	33.1K	-245	2.90	127.87	N/A	N/A	10	29	20	68
2022-09-08	$50.59	$0.00	37.4%	6.8%	130.7%	23.0%	0.0%	5.9%	-4.9%	-3.2K	29.6K	-243	0.00	130.71	N/A	N/A	0	0	20	68
2022-09-09	$51.61	$0.00	33.0%	4.6%	130.9%	19.2%	0.0%	-5.9%	0.5%	-1.1K	6.4K	-122	0.00	134.23	N/A	N/A	0	0	20	68
2022-09-12	$51.96	$0.00	47.7%	5.1%	130.8%	31.9%	0.0%	0.1%	-0.6%	-112	50	-108	0.00	135.62	N/A	N/A	0	0	20	68
2022-09-13	$49.84	$0.00	64.5%	7.4%	131.5%	46.3%	0.0%	2.0%	-8.0%	-3.6K	33.9K	-121	2.90	135.28	N/A	N/A	10	29	20	68
2022-09-14	$49.98	$0.00	18.6%	5.3%	131.5%	6.9%	0.0%	-4.7%	0.7%	-4.0K	31.2K	-104	0.00	134.38	N/A	N/A	0	0	20	68
2022-09-15	$49.77	$0.00	25.6%	7.3%	92.8%	12.8%	0.0%	6.1%	-12.7%	-5.1K	44.4K	-247	0.00	135.11	N/A	N/A	0	0	20	68
2022-09-16	$49.00	$0.00	29.4%	8.4%	24.4%	16.1%	0.0%	5.8%	-0.9%	-7.8K	59.1K	-217	2.90	136.90	N/A	N/A	10	29	20	68
2022-09-19	$49.36	$0.00	29.2%	8.4%	24.5%	16.0%	0.0%	5.1%	-4.4%	-3.2K	42.8K	-254	0.00	141.18	N/A	N/A	0	0	10	50
2022-09-20	$48.90	$0.00	24.1%	6.9%	23.6%	11.6%	0.0%	8.2%	0.6%	-4.6K	33.5K	-113	0.00	133.17	N/A	N/A	0	0	10	50
2022-09-21	$48.09	$0.00	27.2%	7.8%	24.1%	14.2%	0.0%	-0.5%	-8.4%	-4.3K	47.5K	-206	0.00	131.66	N/A	N/A	0	0	10	50
2022-09-22	$47.81	$0.00	19.5%	5.6%	23.9%	7.6%	0.0%	5.2%	-0.6%	-4.1K	41.5K	-136	0.00	130.05	N/A	N/A	0	0	10	50
2022-09-23	$46.58	$0.00	32.4%	9.3%	24.3%	18.7%	0.0%	6.3%	-2.1%	-5.4K	62.9K	-218	0.00	137.19	N/A	N/A	0	0	10	50
2022-09-26	$46.18	$0.00	24.6%	7.1%	22.7%	12.0%	0.0%	-5.3%	-3.0%	-4.8K	57.8K	-199	0.00	130.45	N/A	N/A	0	20	10	50
2022-09-27	$45.94	$0.00	26.5%	7.6%	22.7%	13.6%	0.0%	4.7%	-5.5%	-4.9K	59.0K	-194	0.00	128.45	N/A	N/A	0	20	10	50
2022-09-28	$47.10	$0.00	28.7%	8.2%	24.8%	15.5%	0.0%	6.0%	-3.7%	-6.6K	49.5K	-164	0.00	127.70	N/A	N/A	0	20	10	50
2022-09-29	$45.99	$0.00	25.7%	7.4%	25.8%	13.0%	0.0%	8.3%	-2.0%	-4.6K	66.0K	-234	0.00	127.88	N/A	N/A	0	20	10	50
2022-09-30	$45.67	$0.00	33.3%	9.5%	25.9%	19.5%	0.0%	3.6%	-1.9%	-5.1K	68.4K	-234	0.00	132.32	N/A	N/A	0	20	10	50