JHML Options History — November 2022

In November 2022, JHML traded between $47.96 and $52.22. ATM implied volatility averaged 31.9%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 7.5% (HV 20d: 24.4%). 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 0 of 21 days. Put/call ratio averaged 20.00.

Notable Days

  • 2022-11-01: Highest Volume — 21 contracts
  • 2022-11-29: Largest IV spike — 71.8% change
  • 2022-11-07: Highest IV Rank — 25.5%
  • 2022-11-01: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.31$47.96$52.22$49.36$52.22
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV31.9%19.1%40.7%36.6%28.4%
Expected Move8.7%5.5%10.5%10.5%8.1%
HV 20d24.4%20.9%27.4%22.7%26.1%
HV 60d44.5%25.4%77.3%77.2%26.0%
IV Rank17.8%6.8%25.5%21.9%14.8%
IV Percentile66.7%8.3%92.1%86.9%47.2%
Term Structure-6.6%-12.9%-2.6%-10.9%-8.1%
VWIV32.0%30.4%33.7%33.7%30.4%
Skew 25d4.7%-1.8%9.1%2.3%2.2%
Skew 10d5.7%-0.4%16.3%1.1%7.1%
Call IV 25d26.1%18.1%33.8%33.8%21.2%
Put IV 25d30.8%16.3%36.4%36.1%23.4%
Bid-Ask Spread %131.11117.38143.95133.39135.47
Gamma HHI0.750.461.000.851.00
Net GEX-2.6K-6.9K0-2.6K0
Net DEX14.4K038.3K25.7K0
Net VEX-22-620-460
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio20.0020.0020.0020.0020.00
Total Volume14021210
Total OI40.667061610

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$49.36$50.0036.6%10.5%22.7%21.9%33.7%2.3%-10.9%-2.6K25.7K-4620.00133.39N/AN/A1201150
2022-11-02$48.31$50.0035.0%10.0%24.0%20.5%30.4%8.1%-12.9%-3.5K31.7K-5720.00124.46N/AN/A1201150
2022-11-03$47.96$0.0036.0%7.7%23.7%21.4%0.0%4.8%-3.6%-3.6K37.1K-6220.00139.33N/AN/A1201150
2022-11-04$48.29$0.0031.5%7.8%21.0%17.5%0.0%4.2%-2.6%-3.4K33.8K-3920.00118.76N/AN/A1201150
2022-11-07$48.90$0.0040.7%8.9%21.2%25.5%0.0%4.0%-6.1%-3.5K30.0K-5120.00129.99N/AN/A1201150
2022-11-08$49.32$0.0039.6%8.5%20.9%24.5%0.0%4.2%-6.3%-3.5K26.3K-4220.00128.75N/AN/A1201150
2022-11-09$48.24$0.0031.7%9.1%22.8%17.7%0.0%5.1%-5.1%-4.4K38.3K-4520.00132.47N/AN/A1201150
2022-11-10$50.64$0.0025.9%7.4%27.4%12.7%0.0%5.5%-3.3%-3.6K15.6K-3220.00139.86N/AN/A1201150
2022-11-11$51.24$0.0026.9%7.7%26.3%13.6%0.0%3.8%-3.3%-6.1K7.7K-2120.00117.38N/AN/A1201150
2022-11-14$51.13$0.0031.1%8.9%25.8%17.2%0.0%6.8%-10.4%-3.1K12.6K-2120.00131.07N/AN/A1201150
2022-11-15$51.29$0.0030.5%8.7%25.7%16.6%0.0%7.0%-12.6%-3.3K10.8K-1820.00132.19N/AN/A1201150
2022-11-16$50.84$0.0031.7%9.1%25.7%17.7%0.0%9.1%-9.3%-3.4K14.3K-1520.00131.48N/AN/A1201150
2022-11-17$50.29$0.0031.3%9.0%25.9%17.4%0.0%6.2%-4.7%-4.6K17.5K-1120.00128.86N/AN/A1201150
2022-11-18$50.89$0.0031.9%9.1%24.9%17.8%0.0%4.5%-4.0%-6.9K1.7K-120.00131.34N/AN/A1201150
2022-11-21$50.72$0.0031.9%9.1%24.9%17.8%0.0%4.3%-4.1%0000.00133.02N/AN/A0000
2022-11-22$51.43$0.0032.9%9.4%24.7%18.7%0.0%6.9%-4.2%0000.00119.47N/AN/A0000
2022-11-23$51.78$0.0035.0%10.0%24.7%20.5%0.0%4.4%-7.4%0000.00122.37N/AN/A0000
2022-11-25$51.82$0.0029.1%8.3%24.6%15.4%0.0%3.8%-6.4%0000.00143.30N/AN/A0000
2022-11-28$50.94$0.0019.1%5.5%24.9%6.8%0.0%-1.8%-4.3%0000.00136.50N/AN/A0000
2022-11-29$50.92$0.0032.8%9.4%24.8%18.6%0.0%3.4%-8.7%0000.00143.95N/AN/A0000
2022-11-30$52.22$0.0028.4%8.1%26.1%14.8%0.0%2.2%-8.1%0000.00135.47N/AN/A0000