JHML Options History — December 2022

In December 2022, JHML traded between $48.55 and $52.47. ATM implied volatility averaged 27.4%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 6.7% (HV 20d: 20.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.

Notable Days

  • 2022-12-12: Largest IV spike — 146.5% change
  • 2022-12-12: Highest IV Rank — 41.2%
  • 2022-12-02: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.31$48.55$52.47$52.47$49.08
ATM IV27.4%15.6%59.0%31.8%30.1%
Expected Move6.4%4.4%9.4%9.1%8.6%
HV 20d20.7%17.3%25.9%24.5%18.4%
HV 60d24.2%22.6%25.8%25.7%22.6%
IV Rank14.0%3.7%41.2%17.8%16.3%
IV Percentile39.3%2.4%99.2%67.9%57.9%
Term Structure-2.5%-11.4%4.1%-8.5%-5.5%
Skew 25d3.1%-2.4%11.6%3.3%3.5%
Skew 10d2.1%-2.0%7.0%1.0%1.1%
Call IV 25d17.9%14.0%24.4%24.2%23.0%
Put IV 25d21.0%14.2%27.5%27.5%26.5%
Bid-Ask Spread %135.27126.27142.36140.21139.44
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$52.47$0.0031.8%9.1%24.5%17.8%0.0%3.3%-8.5%0000.00140.21N/AN/A0000
2022-12-02$52.26$0.0032.8%9.4%24.3%18.6%0.0%2.3%-10.2%0000.00139.53N/AN/A0000
2022-12-05$51.27$0.0034.9%6.5%25.7%20.4%0.0%0.3%-2.3%0000.00137.47N/AN/A0000
2022-12-06$50.66$0.0033.4%5.3%25.9%19.2%0.0%4.2%0.2%0000.00134.25N/AN/A0000
2022-12-07$50.59$0.0023.0%6.3%25.8%10.2%0.0%0.4%-6.3%0000.00126.27N/AN/A0000
2022-12-08$50.91$0.0024.1%4.5%24.4%11.1%0.0%1.0%0.7%0000.00132.54N/AN/A0000
2022-12-09$50.70$0.0023.9%4.4%17.4%10.9%0.0%0.1%0.0%0000.00133.56N/AN/A0000
2022-12-12$51.25$0.0059.0%7.1%17.3%41.2%0.0%7.8%-2.6%0000.00138.47N/AN/A0000
2022-12-13$51.80$0.0042.5%4.8%17.7%27.0%0.0%7.3%4.1%0000.00132.36N/AN/A0000
2022-12-14$51.34$0.0020.0%5.7%18.0%7.6%0.0%1.6%0.9%0000.00136.22N/AN/A0000
2022-12-15$50.13$0.0025.6%7.3%19.7%12.4%0.0%3.4%-4.1%0000.00142.36N/AN/A0000
2022-12-16$49.72$0.0022.5%6.5%19.5%9.7%0.0%11.6%-0.0%0000.00140.60N/AN/A0000
2022-12-19$49.09$0.0017.9%5.1%19.4%5.8%0.0%-2.4%-0.7%0000.00135.52N/AN/A0000
2022-12-20$49.37$0.0020.6%5.9%19.5%8.0%0.0%6.0%0.7%0000.00133.11N/AN/A0000
2022-12-21$49.95$0.0026.7%7.7%19.3%13.4%0.0%2.1%-3.5%0000.00141.55N/AN/A0000
2022-12-22$49.18$0.0020.6%5.9%19.7%8.1%0.0%6.1%-0.4%0000.00130.15N/AN/A0000
2022-12-23$49.60$0.0023.3%6.7%20.1%10.4%0.0%4.1%-2.2%0000.00132.81N/AN/A0000
2022-12-27$49.23$0.0015.6%4.5%19.4%3.7%0.0%0.4%-0.8%0000.00131.91N/AN/A0000
2022-12-28$48.55$0.0023.2%6.7%19.8%10.3%0.0%-2.3%-0.3%0000.00131.25N/AN/A0000
2022-12-29$49.41$0.0024.3%7.0%18.6%11.2%0.0%4.0%-11.4%0000.00131.07N/AN/A0000
2022-12-30$49.08$0.0030.1%8.6%18.4%16.3%0.0%3.5%-5.5%0000.00139.44N/AN/A0000