JHML Options History — October 2022

In October 2022, JHML traded between $45.72 and $49.65. ATM implied volatility averaged 29.6%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 2.3% (HV 20d: 27.3%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 20.00.

Notable Days

  • 2022-10-26: Highest Volume — 21 contracts
  • 2022-10-11: Largest IV spike — 38.1% change
  • 2022-10-11: Highest IV Rank — 28.0%
  • 2022-10-19: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.41$45.72$49.65$46.76$49.51
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV29.6%25.2%43.3%26.7%26.8%
Expected Move8.1%6.3%10.0%7.7%7.7%
HV 20d27.3%24.4%29.7%27.6%24.4%
HV 60d77.0%76.7%77.2%76.7%77.2%
IV Rank16.1%12.5%28.0%13.8%13.4%
IV Percentile59.3%39.7%94.8%46.8%44.0%
Term Structure-2.4%-12.2%5.2%4.4%4.2%
VWIV31.8%25.6%38.9%25.6%32.0%
Skew 25d8.9%1.7%21.5%1.7%8.0%
Skew 10d12.2%-2.5%19.6%15.5%10.0%
Call IV 25d23.3%16.4%28.6%24.0%23.9%
Put IV 25d32.2%24.5%46.6%25.6%31.9%
Bid-Ask Spread %123.83117.72130.70128.51127.92
Gamma HHI0.660.501.000.530.85
Net GEX-4.2K-6.9K-1.6K-4.7K-3.1K
Net DEX42.2K25.8K64.4K37.3K25.8K
Net VEX-96-198-42-50-46
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio20.0020.0020.0020.0020.00
Total Volume20.1920212021
Total OI60.14360616061

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$46.76$0.0026.7%7.7%27.6%13.8%0.0%1.7%4.4%-4.7K37.3K-500.00128.51N/AN/A0201050
2022-10-04$48.07$0.0025.2%7.2%29.7%12.5%0.0%4.4%-2.3%-4.9K41.6K-990.00126.91N/AN/A0201050
2022-10-05$48.25$0.0030.5%8.8%28.6%17.1%0.0%4.8%-7.7%-5.3K33.1K-950.00127.83N/AN/A0201050
2022-10-06$47.64$50.0025.8%6.3%28.8%13.0%25.6%7.7%-0.9%-4.0K41.4K-1130.00122.14N/AN/A0201050
2022-10-07$46.25$50.0030.4%7.6%28.9%17.0%31.6%8.3%-5.2%-4.7K45.3K-1390.00120.04N/AN/A0201050
2022-10-10$46.09$50.0031.3%6.9%28.5%17.8%30.6%7.3%-0.7%-4.6K52.1K-1360.00118.41N/AN/A0201050
2022-10-11$45.73$50.0043.3%9.1%25.3%28.0%31.8%15.1%-5.7%-6.9K57.5K-1520.00123.46N/AN/A0201050
2022-10-12$45.72$50.0031.9%9.1%25.2%18.2%38.9%21.5%-8.3%-4.8K64.4K-1980.00129.01N/AN/A0201050
2022-10-13$46.66$50.0028.8%8.3%26.7%15.6%31.4%13.9%-3.9%-1.6K35.2K-480.00122.34N/AN/A0201050
2022-10-14$45.83$50.0027.1%7.8%26.8%14.1%30.9%11.4%-3.2%-4.2K46.2K-1200.00117.83N/AN/A0201050
2022-10-17$46.79$50.0025.8%7.4%28.0%13.0%32.1%3.6%-1.8%-4.5K46.8K-840.00117.72N/AN/A0201050
2022-10-18$47.24$50.0032.6%9.3%28.2%18.8%35.5%9.0%-8.5%-4.6K50.9K-1370.00127.40N/AN/A0201050
2022-10-19$46.81$50.0034.9%10.0%27.7%20.8%35.7%13.4%-12.2%-4.7K52.7K-1350.00126.58N/AN/A0201050
2022-10-20$46.44$50.0034.0%9.8%27.8%20.0%38.0%11.5%-2.7%-4.8K57.3K-1430.00130.70N/AN/A0201050
2022-10-21$47.59$50.0030.0%8.6%27.7%16.2%31.1%17.8%5.2%-5.9K41.7K-760.00121.74N/AN/A0201050
2022-10-24$48.10$50.0027.8%8.0%27.6%14.3%31.1%5.3%4.7%-2.3K34.8K-420.00121.19N/AN/A0201050
2022-10-25$48.92$50.0027.5%7.9%27.9%14.1%27.1%3.5%2.8%-2.7K33.3K-440.00121.40N/AN/A0201050
2022-10-26$48.85$50.0027.8%8.0%26.8%14.3%28.3%4.3%-3.8%-2.8K32.0K-4520.00118.89N/AN/A1201050
2022-10-27$48.72$50.0027.2%7.8%25.1%13.7%34.6%5.5%-4.1%-3.4K30.3K-7120.00125.67N/AN/A1201150
2022-10-28$49.65$50.0025.9%7.4%25.4%12.7%27.2%9.1%-1.3%-3.3K27.0K-4720.00124.77N/AN/A1201150
2022-10-31$49.51$50.0026.8%7.7%24.4%13.4%32.0%8.0%4.2%-3.1K25.8K-4620.00127.92N/AN/A1201150