JHML Options History — March 2023 In March 2023, JHML traded between $48.95 and $51.89. ATM implied volatility averaged 24.3%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 7.7% (HV 20d: 16.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.
Notable Days 2023-03-13 : Largest IV spike — 98.1% change2023-03-13 : Highest IV Rank — 40.8%2023-03-02 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $50.31 $48.95 $51.89 $50.85 $51.59 ATM IV 24.3% 13.2% 58.5% 26.7% 21.9% Expected Move 5.9% 3.8% 7.8% 7.7% 6.3% HV 20d 16.5% 12.5% 19.6% 14.2% 19.3% HV 60d 16.3% 15.7% 16.8% 16.1% 16.4% IV Rank 11.2% 1.7% 40.8% 13.4% 9.2% IV Percentile 30.4% 1.2% 98.8% 42.1% 25.0% Term Structure -2.7% -8.2% 4.3% -7.9% -4.1% Skew 25d 3.9% -1.1% 7.6% 3.3% 4.2% Skew 10d 2.4% 0.8% 7.7% 1.5% 1.5% Call IV 25d 16.9% 12.0% 26.2% 20.1% 17.3% Put IV 25d 20.8% 14.2% 27.8% 23.3% 21.5% Bid-Ask Spread % 129.05 117.08 138.00 134.64 133.55 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2023-03-01 $50.85 $0.00 26.7% 7.7% 14.2% 13.4% 0.0% 3.3% -7.9% 0 0 0 0.00 134.64 N/A N/A 0 0 0 0 2023-03-02 $51.23 $0.00 27.2% 7.8% 12.5% 13.8% 0.0% 4.4% -7.8% 0 0 0 0.00 135.62 N/A N/A 0 0 0 0 2023-03-03 $51.89 $0.00 21.2% 6.1% 13.4% 8.6% 0.0% 7.6% -5.2% 0 0 0 0.00 128.60 N/A N/A 0 0 0 0 2023-03-06 $51.88 $0.00 13.9% 4.4% 13.2% 2.3% 0.0% 2.5% 0.0% 0 0 0 0.00 117.08 N/A N/A 0 0 0 0 2023-03-07 $51.12 $0.00 24.4% 5.6% 14.0% 11.4% 0.0% 1.6% -0.6% 0 0 0 0.00 125.97 N/A N/A 0 0 0 0 2023-03-08 $51.13 $0.00 16.0% 4.9% 13.2% 4.1% 0.0% 5.0% -1.7% 0 0 0 0.00 119.25 N/A N/A 0 0 0 0 2023-03-09 $50.15 $0.00 30.4% 5.6% 14.4% 16.6% 0.0% -1.1% -2.2% 0 0 0 0.00 126.66 N/A N/A 0 0 0 0 2023-03-10 $49.13 $0.00 29.5% 6.2% 15.6% 15.8% 0.0% 3.8% -5.5% 0 0 0 0.00 121.79 N/A N/A 0 0 0 0 2023-03-13 $49.12 $0.00 58.5% 7.4% 15.5% 40.8% 0.0% 6.0% -2.2% 0 0 0 0.00 130.44 N/A N/A 0 0 0 0 2023-03-14 $49.47 $0.00 54.4% 7.0% 15.1% 37.3% 0.0% 3.0% -3.1% 0 0 0 0.00 138.00 N/A N/A 0 0 0 0 2023-03-15 $48.95 $0.00 22.7% 6.5% 15.2% 9.9% 0.0% 6.0% -1.1% 0 0 0 0.00 131.15 N/A N/A 0 0 0 0 2023-03-16 $49.95 $0.00 20.5% 5.9% 17.4% 8.0% 0.0% 7.2% -1.3% 0 0 0 0.00 127.27 N/A N/A 0 0 0 0 2023-03-17 $49.24 $0.00 19.3% 5.5% 17.8% 6.9% 0.0% 7.4% -2.4% 0 0 0 0.00 127.57 N/A N/A 0 0 0 0 2023-03-20 $49.74 $0.00 22.7% 6.5% 18.4% 9.9% 0.0% 5.3% -1.8% 0 0 0 0.00 133.34 N/A N/A 0 0 0 0 2023-03-21 $50.52 $0.00 21.6% 6.2% 18.6% 8.9% 0.0% 5.9% -2.8% 0 0 0 0.00 134.62 N/A N/A 0 0 0 0 2023-03-22 $49.95 $0.00 21.6% 6.2% 18.9% 9.0% 0.0% 0.6% -3.0% 0 0 0 0.00 131.02 N/A N/A 0 0 0 0 2023-03-23 $49.57 $0.00 21.2% 6.1% 18.7% 8.6% 0.0% 2.6% -3.5% 0 0 0 0.00 128.62 N/A N/A 0 0 0 0 2023-03-24 $49.80 $0.00 19.9% 5.7% 18.5% 7.5% 0.0% 5.0% -8.2% 0 0 0 0.00 126.39 N/A N/A 0 0 0 0 2023-03-27 $50.13 $0.00 14.0% 4.0% 18.6% 2.4% 0.0% 4.2% 4.2% 0 0 0 0.00 129.44 N/A N/A 0 0 0 0 2023-03-28 $49.95 $0.00 13.7% 3.9% 18.6% 2.1% 0.0% 0.8% 4.3% 0 0 0 0.00 124.01 N/A N/A 0 0 0 0 2023-03-29 $50.77 $0.00 13.2% 3.8% 19.6% 1.7% 0.0% 2.7% -0.6% 0 0 0 0.00 127.45 N/A N/A 0 0 0 0 2023-03-30 $51.01 $0.00 23.8% 6.8% 19.4% 10.8% 0.0% 1.6% -5.0% 0 0 0 0.00 135.73 N/A N/A 0 0 0 0 2023-03-31 $51.59 $0.00 21.9% 6.3% 19.3% 9.2% 0.0% 4.2% -4.1% 0 0 0 0.00 133.55 N/A N/A 0 0 0 0
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